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Table 1.
Maximum likelihood estimation of complex ϕ computed by the CIAR model in the real part of the simulated CIAR data.
| Case | N | ϕR |  |
SD ( |
ϕI |  |
SD ( |
 |
SD ( ) |
DCF | SD (DCF) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 300 | 0.999 | 0.9949 | 0.0036 | 0 | 0.0009 | 0.0030 | 0.9949 | 0.0036 | 0.9743 | 0.1273 |
| 2 | 300 | 0.9 | 0.8960 | 0.0187 | 0 | 0.0116 | 0.0413 | 0.8950 | 0.0188 | 0.8809 | 0.1315 |
| 3 | 300 | 0.7 | 0.6967 | 0.0412 | 0 | 0.0557 | 0.0819 | 0.6948 | 0.0406 | 0.6909 | 0.1279 |
| 4 | 300 | 0.5 | 0.4942 | 0.0596 | 0 | 0.0849 | 0.1111 | 0.4965 | 0.0569 | 0.5004 | 0.1240 |
| 5 | 300 | −0.999 | −0.9984 | 0.0012 | 0 | 0.0001 | 0.0009 | 0.0626 | 0.0265 | −0.6260 | 0.1038 |
| 6 | 300 | −0.9 | −0.8991 | 0.0154 | 0 | 0.0014 | 0.0134 | 0.0643 | 0.0299 | −0.5644 | 0.1166 |
| 7 | 300 | −0.7 | −0.6991 | 0.0414 | 0 | 0.0061 | 0.0354 | 0.0628 | 0.0289 | −0.4382 | 0.1114 |
| 8 | 300 | −0.5 | −0.4971 | 0.0717 | 0 | 0.0091 | 0.0607 | 0.0589 | 0.0283 | −0.3152 | 0.1089 |
Notes. The observational times are generated using a mixture of exponential distribution with λ1 = 15 and λ2 = 2, ω1 = 0.15 and ω2 = 0.85.
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