Table 1 Simulation results for n = 500
\(\alpha _1\) | c | LCDR | GOLD | NAIVE | |||
|---|---|---|---|---|---|---|---|
Integrated error | |||||||
0.6 | 20 | − 0.185 | (2.837) | − 0.160 | (0.942) | 26.60 | (1.223) |
15 | − 0.318 | (3.365) | − 0.172 | (0.936) | 19.33 | (1.160) | |
10 | − 0.924 | (3.753) | − 0.169 | (0.945) | 12.81 | (1.087) | |
5 | − 1.997 | (3.897) | − 0.179 | (0.936) | 7.410 | (0.980) | |
0.7 | 20 | − 0.496 | (2.528) | − 0.110 | (0.863) | 21.86 | (1.225) |
15 | − 0.711 | (2.885) | − 0.106 | (0.859) | 15.66 | (1.146) | |
10 | − 1.596 | (3.297) | − 0.090 | (0.858) | 10.19 | (1.058) | |
5 | − 2.895 | (3.810) | − 0.103 | (0.858) | 5.760 | (0.958) | |
0.8 | 20 | − 0.563 | (2.168) | − 0.082 | (0.821) | 16.18 | (1.205) |
15 | − 0.991 | (2.459) | − 0.089 | (0.824) | 11.40 | (1.129) | |
10 | − 2.112 | (2.943) | − 0.064 | (0.825) | 7.243 | (1.030) | |
5 | − 3.599 | (3.645) | − 0.062 | (0.825) | 3.967 | (0.921) | |
Integrated squared error | |||||||
0.6 | 20 | 17.05 | (17.81) | 3.792 | (2.770) | 747.43 | (74.07) |
15 | 22.15 | (26.54) | 3.804 | (2.788) | 397.42 | (50.93) | |
10 | 28.59 | (39.72) | 3.843 | (2.799) | 177.19 | (31.74) | |
5 | 42.32 | (57.01) | 3.788 | (2.759) | 61.99 | (16.77) | |
0.7 | 20 | 13.06 | (11.57) | 3.253 | (2.325) | 509.10 | (61.96) |
15 | 16.31 | (17.00) | 3.250 | (2.330) | 264.13 | (41.33) | |
10 | 23.82 | (29.69) | 3.258 | (2.352) | 114.47 | (24.89) | |
5 | 41.57 | (56.00) | 3.238 | (2.310) | 39.07 | (13.05) | |
0.8 | 20 | 9.919 | (8.52) | 2.869 | (2.154) | 284.09 | (45.34) |
15 | 13.16 | (12.49) | 2.883 | (2.183) | 143.68 | (29.81) | |
10 | 21.86 | (26.45) | 2.883 | (2.168) | 60.38 | (17.29) | |
5 | 45.80 | (58.75) | 2.880 | (2.176) | 20.39 | (8.814) | |