. 2021 Mar 19;23(3):367. doi: 10.3390/e23030367

Table 19.

Parameter estimates for bivariate Poisson INGARCH model for artificial data; the symbol $^{•}$ represents the minimal $\hat{AMSE}$ .

$α$	${\hat{ω}}_{1}$	${\hat{a}}_{1}$	${\hat{b}}_{11}$	${\hat{b}}_{12}$	${\hat{ω}}_{2}$	${\hat{a}}_{2}$	${\hat{b}}_{21}$	${\hat{b}}_{22}$	$\hat{δ}$	$\hat{AMSE}$
0(CMLE)	1.507	0.274	0.438	0.000	0.976	0.410	0.000	0.375	0.772	9.468
	(0.442)	(0.102)	(0.053)	(0.031)	(0.241)	(0.069)	(0.029)	(0.048)	(2.939)
0.1	1.442	0.274	0.449	0.000	0.952	0.412	0.000	0.372	0.308	7.647
	(0.432)	(0.100)	(0.053)	(0.031)	(0.236)	(0.066)	(0.030)	(0.048)	(2.688)
0.2	1.402	0.273	0.457	0.000	0.918	0.417	0.000	0.371	−0.064	6.611
	(0.443)	(0.102)	(0.054)	(0.033)	(0.237)	(0.065)	(0.031)	(0.049)	(2.487)
0.3	1.373	0.271	0.464	0.000	0.883	0.422	0.000	0.372	−0.329	6.216 $^{•}$
	(0.465)	(0.105)	(0.056)	(0.034)	(0.242)	(0.065)	(0.033)	(0.050)	(2.367)
0.4	1.349	0.269	0.471	0.000	0.849	0.425	0.000	0.375	−0.485	6.276
	(0.494)	(0.111)	(0.058)	(0.036)	(0.250)	(0.064)	(0.034)	(0.052)	(2.339)
0.5	1.326	0.268	0.476	0.000	0.817	0.427	0.000	0.380	−0.540	6.607
	(0.528)	(0.118)	(0.060)	(0.039)	(0.259)	(0.064)	(0.037)	(0.054)	(2.388)
0.6	1.302	0.267	0.482	0.000	0.786	0.428	0.000	0.386	−0.509	7.031
	(0.567)	(0.126)	(0.063)	(0.041)	(0.271)	(0.064)	(0.039)	(0.056)	(2.476)
0.7	1.277	0.267	0.487	0.000	0.758	0.428	0.000	0.394	−0.407	7.412
	(0.610)	(0.135)	(0.066)	(0.044)	(0.285)	(0.064)	(0.042)	(0.058)	(2.566)
0.8	1.250	0.267	0.491	0.000	0.732	0.427	0.000	0.401	−0.250	7.698
	(0.657)	(0.145)	(0.069)	(0.047)	(0.299)	(0.064)	(0.045)	(0.060)	(2.639)
0.9	1.223	0.267	0.496	0.000	0.708	0.425	0.000	0.410	−0.055	7.916
	(0.707)	(0.156)	(0.072)	(0.050)	(0.314)	(0.065)	(0.048)	(0.062)	(2.688)
1	1.196	0.268	0.500	0.000	0.686	0.423	0.000	0.418	0.165	8.131
	(0.761)	(0.168)	(0.076)	(0.053)	(0.330)	(0.065)	(0.051)	(0.064)	(2.719)