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Advances in Continuous and Discrete Models

Theory and Modern Applications

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

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