Garch Model.Innovation Distribution Property
Gets or sets the probability distribution
of the innovations of the GARCH model.
Definition
Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public GarchInnovationDistribution InnovationDistribution { get; set; }