参数

Brent

CSI

GESI

$\kappa$

1.128

(0.002466, 2.771E−4)

1.458

(0.005418, 5.145E−4)

0.9129

(0.007009, 6.33E−4)

$\theta$

1.144

(0.002308, 2.584E−4)

0.8269

(0.002569, 2.438E−4)

1.458

(0.004542, 4.051E−4)

$\lambda$

0.01094

(0.004577, 1.09E−4)

0.003728

(0.002645, 2.563E−5)

0.005834

(0.003378, 7.769E−5)

$\rho$

0.9999

(5.464E−6, 1.45)

0.9999

(5.529E−6, 1.016E−7)

1.0

(2.496E−6, 4.066E−8)

${\rho }_j$

−0.1113

(0.5045, 0.0341)

9.902E−4

(0.489, 0.02268)

0.03366

(0.4935, 0.02053)

${\sigma }_v$

0.2367

(0.04264, 0.004808)

0.2302

(0.07892, 0.007435)

0.3162

(0.03183, 0.002844)

${\sigma }_y$

1.919

(0.4271, 0.03929)

2.226

(0.566, 0.04055)

2.094

(0.4802, 0.03082)

$\mu$

−0.00953

(0.01955, 0.002217)

−0.00888

(0.01648, 0.001563)

0.1307

(0.0117, 0.001042)

${\mu }_v$

2.081

(0.4604, 0.041)

1.97

(0.4624, 0.03205)

2.065

(0.425, 0.02578)

${\mu }_y$

−0.3015

(0.6932, 0.0656)

0.1117

(1.036, 0.0841)

0.05251

(0.8795, 0.06304)