|
|
| RV30 | RV15 | RV10 | RV5 | ||
| N = 500 | δ | Bias | 0.0773 | 0.0160 | 0.0091 | 0.0076 | 0.0081 |
| ω | 0.0144 | −0.0010 | −0.0014 | −0.0014 | −0.0018 | ||
| α | −0.0112 | −0.0083 | −0.0071 | −0.0072 | −0.0075 | ||
| β | −0.0276 | −0.0055 | −0.0045 | −0.0041 | −0.0039 | ||
| δ | SD | 0.3554 | 0.1408 | 0.1130 | 0.1046 | 0.0955 | |
| ω | 0.0651 | 0.0296 | 0.0251 | 0.0238 | 0.0223 | ||
| α | 0.0623 | 0.0322 | 0.0287 | 0.0276 | 0.0268 | ||
| β | 0.0978 | 0.0410 | 0.0338 | 0.0307 | 0.0286 | ||
| Mean.MH | 3.7701 | 1.5610 | 1.5046 | 1.4862 | 1.4691 | ||
| N = 1000 | δ | Bias | 0.0254 | 0.0024 | 0.0003 | 0.0002 | 0.0008 |
| ω | 0.0110 | 0.0006 | −0.0003 | −0.0003 | −0.0006 | ||
| α | −0.0079 | −0.0037 | −0.0028 | −0.0023 | −0.0024 | ||
| β | −0.0123 | −0.0024 | −0.0019 | −0.0023 | −0.0023 | ||
| δ | SD | 0.2223 | 0.0879 | 0.0748 | 0.0672 | 0.0637 | |
| ω | 0.0423 | 0.0212 | 0.0180 | 0.0171 | 0.0160 | ||
| α | 0.0406 | 0.0230 | 0.0205 | 0.0201 | 0.0196 | ||
| β | 0.0651 | 0.0269 | 0.0228 | 0.0210 | 0.0189 | ||
| Mean.MH | 2.2107 | 1.5899 | 1.5315 | 1.5153 | 1.4992 | ||
| N = 1500 | δ | Bias | 0.0080 | 0.0008 | −0.0009 | −0.0005 | −0.0006 |
| ω | 0.0063 | −0.0003 | −0.0008 | −0.0008 | −0.0009 | ||
| α | −0.0043 | −0.0024 | −0.0018 | −0.0020 | −0.0021 | ||
| β | −0.0061 | −0.0013 | −0.0009 | −0.0008 | −0.0007 | ||
| δ | SD | 0.1684 | 0.0700 | 0.0586 | 0.0536 | 0.0502 | |
| ω | 0.0339 | 0.0176 | 0.0149 | 0.0143 | 0.0134 | ||
| α | 0.0326 | 0.0187 | 0.0169 | 0.0164 | 0.0161 | ||
| β | 0.0521 | 0.0227 | 0.0187 | 0.0172 | 0.0159 | ||
| Mean.MH | 1.4048 | 1.6258 | 1.5631 | 1.5445 | 1.5262 | ||