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Table 4 Parameter estimation for TS

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

  Known parameters
λ μ σ
Actual 4.05 8.4639 1.0381
  Estimation
\(\boldsymbol{\hat{\lambda}}\) \(\boldsymbol{\hat{\mu}}\) \(\boldsymbol{\hat{\sigma}}\)
Least squares regression 3.5025 8.0599 1.0948
Maximum likelihood 3.5025 8.0599 1.0926
Jackknife technique 5.1518 8.7526 1.1069