arch.univariate.MIDASHyperbolic.constraints¶ MIDASHyperbolic.constraints()[source]¶ Constraints Notes Parameters are (omega, alpha, gamma, theta) A.dot(parameters) - b >= 0 omega >0 alpha>0 or alpha + gamma > 0 alpha<1 or alpha+0.5*gamma<1 theta > 0 theta < 1 Return type Tuple[ndarray, ndarray]