Figure 4
From: An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
Results of simulation with Ornstein-Uhlenbeck process of BHMR: (a) Results of simulation with Ornstein-Uhlenbeck process of BHMR with least squares regression \(\lambda=3.6724\). (b) Results of simulation with Ornstein-Uhlenbeck process of BHMR with maximum likelihood estimation \(\lambda=3.6724\). (c) Results of simulation with Ornstein-Uhlenbeck process of BHMR with jackknife technique \(\lambda=3.0107\).