Parameter estimation on log-GBM processes (synthetic)
0.06Sigma ErrorOurs-TLLd6
Evaluation results
| Method | Links | |
|---|---|---|
| Ours-TLLd6Category=Probabilistic2026.06 | 0.06 | |
| Ours-TAd6Category=Probabilistic2026.06 | 0.23 | |
| Reg-TLLd6Category=Deterministic2026.06 | 1.69 | |
| FourierCategory=Deterministic2026.06 | 1.71 | |
| Reg-TAd6Category=Deterministic2026.06 | 1.73 | |
| LegendreCategory=Deterministic2026.06 | 1.76 | |
| InsertionCategory=Deterministic2026.06 | 1.93 |