fiGarch estmates in rugarch package

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fiGarch estmates in rugarch package

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Re: fiGarch estmates in rugarch package

alexios
Yes, d = delta


> On May 15, 2021, at 11:20 AM, Doumbia Souleymane via R-SIG-Finance <[hidden email]> wrote:
>
> Dear all,
> I would have a question about fiGarch(p,d,q) estmation in the useful rugarch package. Is it possible to get an estimate of parameter value d ? If not, what the estimate "delta" stand for in the estimation reults ?
> Best Regards,
>
> [[alternative HTML version deleted]]
>
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