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. Author manuscript; available in PMC: 2012 Dec 1.
Published in final edited form as: Biometrics. 2011 Mar 18;67(4):1295–1304. doi: 10.1111/j.1541-0420.2011.01591.x

Table 1. Simulation results for the estimation of SVM-OU parameters and stable rates. For data augmentation, 0, 1 and 3 data points are added between every two adjacent observations.

No. Data points Augmented Parameter Truth Bias MSE
0
σɛ2
0.01 -6.723E-04 1.590E-05
σξ2
0.2 -9.837E-02 1.322E-02
ρ 1 -1.863E-01 5.239E-02
0.3 -7.612E-03 1.297E-02

1
σɛ2
0.01 1.120E-04 1.521E-05
σξ2
0.2 -6.089E-02 1.130E-02
ρ 1 -6.426E-02 3.793E-02
0.3 -9.181E-03 1.304E-02

3
σɛ2
0.01 4.489E-04 1.611E-05
σξ2
0.2 -3.905E-02 1.219E-02
ρ 1 8.856E-03 4.687E-02
0.3 -9.955E-03 1.284E-02