/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
lowerBound = new double[] { 3,    3, 3, Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY };
lowerBound = new double[] { 0,    0, 0, Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY, Double.NEGATIVE_INFINITY };
private final double[] parameterGuess = new double[] { 0.10, 0.3, 0.3, 0.0, 0.0, 0.0 }; private final double[] parameterStep = new double[] { 0.001, 0.001, 0.001, 0.001, 0.0001, 0.001 }; private final double[] lowerBound; private final double[] upperBound; public ARMAGARCH(final TimeSeries timeSeries) { this.timeSeries = timeSeries; <extra_id_0> upperBound = new double[] { Double.POSITIVE_INFINITY, 1, 1, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY }; } public double getLogLikelihoodForParameters(final double[] parameters) { final double omega = parameters[0]; final double alpha = parameters[1];