ISmMarkovSwitchingGARCH.P00Distribution

Syntax

P00Distribution: ISmBetaDistribution;

Description

The P00Distribution property determines parameters of distribution for probability of switching from 0 to 0 state.

Comments

To get estimates for parameters of switching from 0 to 0 state, use the ISmMarkovSwitchingGARCH.P00 property.

Example

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

See also:

ISmMarkovSwitchingGARCH