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Advances in Continuous and Discrete Models

Theory and Modern Applications

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

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