Skip to main content

Table 2 The means and standard deviations of the estimators with \(N=900\)

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 0.7511 1.0976 −2.0916 2.0876 0.8678 4.0617 2.9356 3.9433
Standard deviation 0.3546 0.3325 0.4893 0.4729 0.4675 0.4667 0.3984 0.4625