| \(\hat {\bar {\mu }}\) | \(\hat {\bar {\theta }}\) | \(\hat {\sigma }\) | \(\hat {\kappa }\) | (C−1)n,n |
GBM 0.4 | -0.00397 | Â | 0.112 | Â | 1.296 |
GOU 0.4 | Â | 8.89 | 0.1004 | 0.0786 | 1.406 |
GBM 0.6 | 0.00381 | Â | 0.0904 | Â | 1.352 |
GOU 0.6 | Â | 10.31 | 0.0960 | 0.0431 | 1.404 |
GBM 0.8 | 0.00391 | Â | 0.0852 | Â | 1.950 |
GOU 0.8 | Â | 9.88 | 0.0920 | 0.0544 | 2.006 |