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Table 3 Parameter estimation for RSS3

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

  Known parameters
λ μ σ
Actual 0.60 66.9500 14.8473
  Estimation
\(\boldsymbol{\hat{\lambda}}\) \(\boldsymbol{\hat{\mu}}\) \(\boldsymbol{\hat{\sigma}}\)
Least squares regression 0.7434 75.1161 16.7193
Maximum likelihood 0.7434 75.1161 16.6971
Jackknife technique 0.5772 78.6778 17.5704