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Table 3 The means and standard deviations of the estimators with \(N=1200\)

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 0.7589 0.9904 −2.0013 2.0198 0.8618 4.0191 2.9878 3.9986
Standard deviation 0.1235 0.1064 0.1319 0.2241 0.2126 0.1126 0.1632 0.2032