参数

Brent

CSI

GESI

$\kappa$

1.993

(0.005253, 4.274E−4)

1.434

(0.03029, 0.002207)

1.409

(0.05229, 0.003545)

$\theta$

0.6342

(0.01727, 0.001304)

0.8426

(2.472E−4, 7.732E−5)

0.9138

(0.03464, 0.002349)

$\lambda$

0.00388

(0.002242, 3.821E−5)

0.004897

(0.002681, 7.545E−5)

0.003236

(0.002115, 4.385E−5)

$\rho$

−0.9996

(2.422E−5, 8.499E−7)

−0.9998

(8.627E−6, 2.764E−7)

−0.9999

(8.493E−6, 3.375E−7)

${\rho }_j$

−0.02832

(0.4954, 0.02055)

−0.02367

(0.4867, 0.01612)

−0.004865

(0.508, 0.01541)

${\sigma }_v$

0.1475

(0.01748, 0.001608)

0.186

(0.0506, 0.003598)

0.2049

(0.05209, 0.003385)

${\sigma }_y$

2.042

(0.4754, 0.03019)

2.036

(0.482, 0.02581)

2.117

(0.5196, 0.02394)

$\mu$

−0.004258

(0.02057, 0.001678)

0.02121

(0.03092, 0.002239)

−0.006095

(0.02791, 0.001881)

${\mu }_v$

2.104

(0.4449, 0.02737)

2.015

(0.4398, 0.02298)

2.005

(0.4439, 0.02096)

${\mu }_y$

0.05114

(0.8019, 0.0542)

−0.007858

(0.8526, 0.04978)

0.03531

(1.013, 0.05645)