Table 1.

Mean posterior ± 1 s.d. for $\mathit{\alpha }$ and $\mathit{\sigma }$ using a Metropolis-Hastings algorithm

$\mathrm{\Delta }$	KF	$\mathit{\alpha }$	$\mathit{\sigma }$
0.1	KF1	$3.023\pm 0.235$	$1.891\pm 0.135$
0.5	KF1	$1.905\pm 0.141$	$1.256\pm 0.095$
1.0	KF1	$1.420\pm 0.102$	$0.868\pm 0.068$
2.0	KF1	$1.022\pm 0.075$	$0.540\pm 0.044$
0.1	KF2	$4.022\pm 0.295$	$2.113\pm 0.159$
0.5	KF2	$4.092\pm 0.335$	$2.311\pm 0.206$
1.0	KF2	$3.865\pm 0.368$	$2.234\pm 0.240$
2.0	KF2	$3.704\pm 0.513$	$2.082\pm 0.307$

Data were simulated from an OU process with $\mathit{\alpha }=4$ and $\mathit{\sigma }=2$