GarchModel.InnovationDistribution Property

Gets or sets the probability distribution of the innovations of the GARCH model.

Definition

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

public GarchInnovationDistribution InnovationDistribution { get; set; }

Visual Basic

Public Property InnovationDistribution As GarchInnovationDistribution
	Get
	Set

C++/CLI

public:
property GarchInnovationDistribution InnovationDistribution {
	GarchInnovationDistribution get ();
	void set (GarchInnovationDistribution value);
}

member InnovationDistribution : GarchInnovationDistribution with get, set

Property Value

GarchInnovationDistribution

GarchModel.InnovationDistribution Property

Definition

Property Value

See Also

Reference