IMSGARCHParameter.Estimation

Fore Syntax

Estimation: Double;

Fore.NET Syntax

Estimation: double;

Description

The Estimation property returns a parameter estimate.

Comments

To get parameter estimate variance, use the IMSGARCHParameter.Dispersion property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

IMSGARCHParameter