UnivariateGARCHLogLikelihood Property

Log likelihood function value calculated using estimated parameters.

Namespace: FinMath.TimeSeriesModels
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public double LogLikelihood { get; }

Type: Double

Send comments on this topic to RTMath, division of Deltix Inc

UnivariateGARCHAddLanguageSpecificTextSet("LST4DA9E4E2_0?cpp=::|nu=.");LogLikelihood Property