Fig. 3.
Inserted and extracted θ show a correlation for θ values far from one. This can be understood in the following way. If θ = 1 then the reversion rate in Eq. (5e) cancels leaving only the white noise term. In the case of white noise the approximation in Sect. 4.3 does not hold and the method breaks. The contour lines cover a range of [2500]/[σΔt] and are separated by 48.9.
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