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Figure 4 | Advances in Difference Equations

Figure 4

From: An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand

Figure 4

Results of simulation with Ornstein-Uhlenbeck process of BHMR: (a) Results of simulation with Ornstein-Uhlenbeck process of BHMR with least squares regression \(\lambda=3.6724\). (b) Results of simulation with Ornstein-Uhlenbeck process of BHMR with maximum likelihood estimation \(\lambda=3.6724\). (c) Results of simulation with Ornstein-Uhlenbeck process of BHMR with jackknife technique \(\lambda=3.0107\).

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