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Figure 5 | Advances in Difference Equations

Figure 5

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

Figure 5

Results of simulation with Ornstein-Uhlenbeck process of RSS3: (a) Results of simulation with Ornstein-Uhlenbeck process of RSS3 with least squares regression \(\lambda= 0.7434\). (b) Results of simulation with Ornstein-Uhlenbeck process of RSS3 with maximum likelihood estimation \(\lambda= 0.7434\). (c) Results of simulation with Ornstein-Uhlenbeck process of RSS3 with jackknife technique \(\lambda= 0.5772\).

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