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arch.univariate.SkewStudent.bounds
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    • Univariate Volatility Models
      • Introduction
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      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
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      • Mean Models
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        • arch.univariate.Normal
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          • C arch.univariate.SkewStudent
            • arch.univariate.SkewStudent.bounds
              • M SkewStudent.bounds
                • Parameters
                  • p resids
                • Returns
                • Return type
            • arch.univariate.SkewStudent.cdf
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    • M SkewStudent.bounds
      • Parameters
        • p resids
      • Returns
      • Return type

    arch.univariate.SkewStudent.bounds¶

    SkewStudent.bounds(resids: ndarray[tuple[int], dtype[float64]] | Series) → list[tuple[float, float]][source]¶

    Parameter bounds for use in optimization.

    Parameters:¶
    resids: ndarray[tuple[int], dtype[float64]] | Series¶

    Residuals to use when computing the bounds

    Returns:¶

    bounds – List containing a single tuple with (lower, upper) bounds

    Return type:¶

    list

    © Copyright 2021, Kevin Sheppard.
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