Sampling frequency

Type

Bias²

Var

IMSE

20 seconds

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

0.46374

7.65629

8.12003

${\widehat{\sigma }}_{\tau }$

0.46388

7.65646

8.12033

1 minute

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

1.59960

15.46301

17.06261

${\widehat{\sigma }}_{\tau }$

1.60059

15.46395

17.06454

5 minutes

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

2.75254

28.00331

30.75585

${\widehat{\sigma }}_{\tau }$

2.76279

28.00738

30.77016

10 minutes

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

4.16189

38.34402

42.50591

${\widehat{\sigma }}_{\tau }$

4.16406

38.38035

42.54441

15 minutes

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

5.04384

47.84588

52.88972

${\widehat{\sigma }}_{\tau }$

5.02933

47.90483

52.93416

30 minutes

${\widehat{\sigma }}_{\tau \mathrm{,}GM}^2$

7.52807

89.87464

97.40271

${\widehat{\sigma }}_{\tau }$

7.33064

90.20958

97.54365