Figure 1.
The C parameter of the Ornstein-Uhlenbeck process was estimated using short time series from 81 different (independent) US windows. The values estimated are denoted by symbols and the purpose of the line connecting the points is only to guide the eye. Each parameter estimate came from a time series containing 350 uniformly spaced entries. Three different ds values were used. The corresponding time Δt between observations is reported in the legend.
