Model

Estimates

BIC

−ll

AIC

$\widehat{\alpha }$

$\widehat{\tau }$

$\widehat{\lambda }$

$\widehat{\delta }$

$\widehat{\gamma }$

KROLL

0.8887

0.3138

0.3037

3.4610

-

588.4807

287.0733

582.1466

(0.2031)

(0.0389)

(0.1894)

(0.1641)

KUMLL

7.6431

4.4116

-

0.2906

4.5788

595.8207

290.7433

589.4865

(1.9310)

(2.4439)

-

(0.0673)

(3.8666)

MOELL

15.7221

0.8058

-

14.1988

-

591.2842

290.2668

586.5335

(5.1599)

(0.0747)

-

(4.3053)

-

ZBLL

0.1492

1.1900

9.3955

-

-

598.5214

293.8854

593.7708

(0.3282)

(0.2247)

(3.7651)

LL

-

0.2528

-

-

-

666.7035

331.56

665.1199

-

(0.0331)