GarchModel.StudentTDegreesOfFreedom 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#
public double StudentTDegreesOfFreedom { get; set; }

Property Value

Double

Remarks

If this property is set to NaN, the degrees of freedom is estimated together with the other model parameters.

See Also