Theory and Modern Applications
Table 5 Sum squared error
From: An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
Parameters | Least squares regression | Maximum likelihood estimation | Jackknife technique |
|---|---|---|---|
BHMR | 1,345.9561 | 1,345.9561 | 1,255.5176 |
RSS3 | 277,508.3873 | 277,508.3873 | 70,589.1459 |
TS | 1,143.7425 | 1,143.7425 | 1,522.6408 |