Distribution

T

${\widehat{\alpha }}_0$

${\widehat{\alpha }}_1$

${\widehat{\beta }}_1$

${\widehat{\alpha }}_1+{\widehat{\beta }}_1$

Log likelihood

AIC

BIC

Normal

10

0.000000 (NaN)

0.202170 (0.427500)

0.893940 (NaN)

1.096110

23.567850

−

−

50

0.000000 (0.000027)

0.000000 (NaN)

0.990780 (NaN)

0.990780

90.302540

−3.452102

−3.299140

100

0.000098 (0.000169)

0.038030 (0.038730)

0.916731 (0.082010)+

0.954761

161.747800

−3.154957

−3.050750

200

0.000091 (0.000066)

0.033292 (0.023290)

0.920790 (0.035040)+

0.954082

332.903100

−3.289031

−3.223064

500

0.000044 (0.000016)−

0.047913 (0.01430)+

0.918040 (0.018760)+

0.965953

877.599900

−3.494399

−3.460683

1000

0.000146 (0.000031)+

0.113047 (0.026060)+

0.812889 (0.030140)+

0.925936

1824.079000

−3.640158

−3.620527

2000

0.000065 (0.000010)+

0.161940 (0.020330)+

0.822080 (0.017750)+

0.984020

3779.669000

−3.775669

−3.764467

2500

0.000070 (0.000011)+

0.140940 (0.015960)+

0.831470 (0.015680)+

0.972410

4754.742000

−3.800593

−3.791275

Student-t

10

0.000000 (0.000281)

0.089503 (0.361900)

1.000000 (NaN)

1.089503

23.375740

−

−

50

0.000000 (NaN)

0.000000 (NaN)

0.991870 (NaN)

0.991870

90.630060

−3.425202

−3.234000

100

0.000112 (0.000192)

0.053317 (0.054160)

0.903722 (0.089829)+

0.957039

163.876100

−3.177522

−3.047263

200

0.000080 (0.000077)

0.042904 (0.029950)

0.919720 (0.043080)+

0.962624

339.543200

−3.345432

−3.262974

500

0.000023 (0.000020)

0.105340 (0.041580)+

0.910910 (0.022980)+

1.016250

959.210100

−3.816841

−3.774694

1000

0.000060 (0.000095)

0.431030 (0.653500)

0.911710 (0.018110)+

1.342740

1999.320000

−3.988640

−3.964101

2000

0.000005 (0.000005)

0.209710 (0.058640)+

0.896090 (0.014160)+

1.105800

4089.112000

−4.084112

−4.070110

2500

0.000011 (0.000006)−

0.216090 (0.050090)+

0.879830 (0.014500)+

1.095920

5148.471000

−4.114776

−4.103128

GED

10

0.000335 (0.000526)

0.248970 (0.345200)

0.000000 (1.523000)

0.248970

25.440740

−

−

50

0.000000 (NaN)

0.000000 (NaN)

0.991300 (NaN)

0.991300

90.794590

−3.431784

−3.240581

100

0.000090 (0.000178)

0.042754 (0.046890)

0.916566 (0.089390)+

0.959320

164.527800

−3.190557

−3.060298

200

0.002133 (NaN)

0.000000 (0.026870)

0.000000 (NaN)

0.000000

339.373500

−3.343735

−3.261277

500

0.002133 (NaN)

0.000000 (0.026870)

0.000000 (NaN)

0.000000

339.373500

−3.343735

−3.261277

1000

0.002133 (NaN)

0.000000 (0.026870)

0.000000 (NaN)

0.000000

339.373500

−3.343735

−3.261277

2000

0.002133 (NaN)

0.000000 (0.026870)

0.000000 (NaN)

0.000000

339.373500

−3.343735

−3.261277

2500

0.002133 (NaN)

0.000000 (0.026870)

0.000000 (NaN)

0.000000

339.373500

−3.343735

−3.261277