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Tables and Figures Related to the Simulation Studies

  • Corinne Berzin
  • Alain Latour
  • José R. León
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 216)

Abstract

In this chapter we collect all the graphics and tables to which we refer in the text. The are presented to help the understanding of the different comments concerning the simulations results. First, we display three graphics showing the empirical distribution of \(\hat{H}_{2}\) obtained with a resolution of 1/2,048-th for different values of H. Then, in Tables 7.17.5, we give the empirical mean and standard deviation of the estimators of H in the case of a fBm. Graphical representations are presented on pages 130–131. Tables 7.6 and 7.7 present some results concerning the estimated covering probability of the confidence intervals we developed in Sects.  4.5.1.3 and  4.5.1.4, pages 67 and 70. A series of Tables 7.87.15, followed by a series of graphics, Figs. 7.47.11 present results about the simultaneous estimation of H and σ for models excited by an fBm. Table 7.16 gives the observed empirical level of the test on σ. Figures 7.127.19 present the empirical and the asymptotic power function of the test.

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Corinne Berzin
    • 1
  • Alain Latour
    • 1
  • José R. León
    • 2
  1. 1.Laboratoire Jean-KuntzmannUniversité Grenoble-AlpesGrenobleFrance
  2. 2.Escuela de Matemática Facultad de CienciasUniversidad Central de VenezuelaCaracasVenezuela

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