Garch Model.Student TDegrees Of Freedom Property
Gets or sets the degrees of freedom when fitting a GARCH model
with innovations from a student-t distribution.
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 double StudentTDegreesOfFreedom { get; set; }
Property Value
DoubleRemarks
If this property is set to NaN, the degrees of freedom is estimated together with the other model parameters.