Drift Estimation on mu4 Bistable Drift (out-of-sample)
1.546E_20DN
Evaluation results
| Method | Links | |
|---|---|---|
| DNc=0, D=82026.02 | 1.546 | |
| DNc=0, D=122026.02 | 2.314 | |
| FC+-Convc=0, D=122026.02 | 8.344 | |
| FC+-Convc=0, D=82026.02 | 9.744 | |
| DN-Linc=0, D=82026.02 | 11.8 | |
| FC+c=0, D=82026.02 | 14.129 | |
| FCc=0, D=82026.02 | 14.365 | |
| DN-Linc=0, D=122026.02 | 16.616 | |
| FC+c=0, D=122026.02 | 21.523 | |
| FCc=0, D=122026.02 | 23.658 | |
| DNc=20, D=82026.02 | 50.919 | |
| DN-Linc=20, D=82026.02 | 67.297 | |
| FCc=20, D=82026.02 | 67.299 | |
| FC+c=20, D=82026.02 | 70.134 | |
| FC+-Convc=20, D=82026.02 | 76.061 | |
| DNc=20, D=122026.02 | 81.721 | |
| FCc=20, D=122026.02 | 105.854 | |
| DN-Linc=20, D=122026.02 | 115.75 | |
| FC+-Convc=20, D=122026.02 | 121.379 | |
| FC+c=20, D=122026.02 | 182.499 |