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Table 2 Parameter estimation for BHMR

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

  Known parameters
λ μ σ
Actual 3.00 29.3900 1.8565
  Estimation
\(\boldsymbol{\hat{\lambda}}\) \(\boldsymbol{\hat{\mu}}\) \(\boldsymbol{\hat{\sigma}}\)
Least squares regression 3.6724 29.7853 4.6176
Maximum likelihood 3.6724 29.7853 4.6128
Jackknife technique 3.0107 29.5938 4.6865