GarchModel.Distribution Property

Gets the conditional distribution of the innovations process. If no value is specified, a standard normal distribution is assumed.

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public ContinuousDistribution Distribution { get; }

Visual Basic

Public ReadOnly Property Distribution As ContinuousDistribution
	Get

C++/CLI

public:
property ContinuousDistribution^ Distribution {
	ContinuousDistribution^ get ();
}

member Distribution : ContinuousDistribution with get