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Table 1 The means and standard deviations of the estimators with \(N=600\)

From: Maximum likelihood estimators of a long-memory process from discrete observations

  H a b c H a b c
Theoretical value 0.7600 1.0000 −2.0000 2.0000 0.8600 4.0000 3.0000 4.0000
Empirical mean 0.7497 1.1264 −2.1076 2.1233 0.8701 3.9068 3.1098 3.9098
Standard deviation 0.6573 0.6866 0.5298 0.5290 0.5508 0.6109 0.5604 0.6533