参数

Brent

CSI

GESI

$\kappa$

1.995

(0.002184, 1.919E−4)

1.662

(0.004187, 4.966E−4)

1.004

(0.001413, 1.303E−4)

$\theta$

0.6291

(0.00491, 4.445E−4)

0.7499

(0.002942, 3.497E−4)

1.381

(0.003426, 3.203E−4)

$\lambda$

0.002334

(0.001326, 1.354E−5)

0.002333

(0.001352, 2.756E−5)

0.001986

(0.00135, 5.043E−5)

$\rho$

−0.9997

(1.35E−5, 3.748E−7)

0.9999

(5.529E−6, 1.528E−7)

−0.9999

(2.805E−6, 4.821E−8)

${\rho }_j$

−0.02362

(0.4999, 0.02967)

−0.03006

(0.5295, 0.05016)

−0.003774

(0.4956, 0.03139)

${\sigma }_v$

0.1486

(0.01449, 0.001252)

0.181

(0.0344, 0.004031)

0.2115

(0.07114, 0.0066)

${\sigma }_y$

2.078

(0.515, 0.04107)

2.228

(0.4919, 0.05398)

2.161

(0.5233, 0.04334)

$\mu$

0.01233

(0.01368, 0.001216)

−0.01045

(0.01541, 0.001826)

0.01681

(0.01333, 0.001243)

${\mu }_v$

2.136

(0.4758, 0.03747)

1.956

(0.37, 0.03818)

2.141

(0.4387, 0.03483)

${\mu }_y$

0.1104

(0.9503, 0.08008)

−0.1659

(1.022, 0.1166)

0.16294

(0.8719, 0.07542)