Parameter Estimation on Synthetic AR(5) stationary process 1M sample size (test)
0.0398MSENeural-Unif
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Neural-UnifCoefficient=phi_12026.06 | 0.0398 | 0.0025 | |
| Neural-UnifCoefficient=phi_52026.06 | 0.0416 | 0.0052 | |
| Neural-DebiasCoefficient=phi_12026.06 | 0.044 | 0.0005 | |
| Neural-DebiasCoefficient=phi_52026.06 | 0.0454 | 0.0007 | |
| AR-BURGCoefficient=phi_12026.06 | 0.0524 | 0.0043 | |
| AR-MLECoefficient=phi_12026.06 | 0.0526 | 0.0048 | |
| AR-BURGCoefficient=phi_52026.06 | 0.0536 | 0.0134 | |
| AR-MLECoefficient=phi_52026.06 | 0.0548 | 0.0141 | |
| Neural-UnifCoefficient=phi_22026.06 | 0.0603 | 0.0048 | |
| Neural-DebiasCoefficient=phi_22026.06 | 0.0683 | 0.0004 | |
| Neural-UnifCoefficient=phi_32026.06 | 0.0727 | 0.0092 | |
| Neural-UnifCoefficient=phi_42026.06 | 0.0761 | 0.0108 | |
| Neural-DebiasCoefficient=phi_32026.06 | 0.0802 | 0.0001 | |
| Neural-DebiasCoefficient=phi_42026.06 | 0.0816 | 0.0004 | |
| AR-MLECoefficient=phi_22026.06 | 0.0855 | 0.0083 | |
| AR-BURGCoefficient=phi_22026.06 | 0.0867 | 0.0146 | |
| AR-BURGCoefficient=phi_32026.06 | 0.1041 | 0.0287 | |
| AR-OLSCoefficient=phi_52026.06 | 0.1046 | 0.0136 | |
| AR-OLSCoefficient=phi_12026.06 | 0.1107 | 0.0096 | |
| AR-MLECoefficient=phi_42026.06 | 0.1173 | 0.0336 | |
| AR-MLECoefficient=phi_32026.06 | 0.1426 | 0.0336 | |
| AR-BURGCoefficient=phi_42026.06 | 0.1509 | 0.0463 | |
| AR-OLSCoefficient=phi_22026.06 | 0.1616 | 0.0152 | |
| AR-YWCoefficient=phi_52026.06 | 0.1641 | 0.1233 | |
| AR-OLSCoefficient=phi_42026.06 | 0.1756 | 0.0341 | |
| AR-YWCoefficient=phi_12026.06 | 0.1793 | 0.0914 | |
| AR-OLSCoefficient=phi_32026.06 | 0.2101 | 0.0368 | |
| AR-YWCoefficient=phi_22026.06 | 0.326 | 0.2146 | |
| AR-YWCoefficient=phi_32026.06 | 0.4727 | 0.3734 | |
| AR-YWCoefficient=phi_42026.06 | 0.5385 | 0.4519 |