Boxplot of the root mean squared error computed for the fitted models on the 1000 sequences simulated of the real part of the CIAR process. In panel a, each CIAR process was generated using ϕ^R = 0.99. In panel b, each CIAR process was generated using ϕ^R = −0.99. The other parameters of the models are defined as ϕ^I = 0, c = 0 and length n = 300. The observational times are generated using a mixture of Exponential distribution with λ₁ = 15 and λ₂ = 2, ω₁ = 0.15 and ω₂ = 0.85.