Type of the artificial series

ARFIMA

SARFIMA-known

SARFIMA-WHI

ARMA

PAR

s = 48, n = 300

1.0171

1.0123

1.2862

1.0404

0.9906

s = 48, n = 1100

1.0472

1.0223

1.3629

1.0630

1.0105

s = 78, n = 500

1.0370

1.0219

1.3460

1.0635

1.0117

S = 78, n = 2000

1.0585

1.0275

1.4514

1.0725

1.0144