arch.univariate.distribution.Distribution.bounds

abstract Distribution.bounds(resids: ndarray[Any, dtype[float64]]) list[tuple[float, float]][source]

Parameter bounds for use in optimization.

Parameters:
resids: ndarray[Any, dtype[float64]]

Residuals to use when computing the bounds

Returns:

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

Return type:

list