Skip to main content

Advertisement

Figure 6 | Advances in Difference Equations

Figure 6

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

Figure 6

Results of simulation with Ornstein-Uhlenbeck process of TS: (a) Results of simulation with Ornstein-Uhlenbeck process of TS with least squares regression \(\lambda= 3.5025\). (b) Results of simulation with Ornstein-Uhlenbeck process of TS with maximum likelihood estimation \(\lambda= 3.5025\). (c) Results of simulation with Ornstein-Uhlenbeck process of TS with jackknife technique \(\lambda= 5.1518\).

Back to article page