Model

Estimates

BIC

−ll

AIC

$\widehat{\alpha }$

$\widehat{\tau }$

$\widehat{\lambda }$

$\widehat{\delta }$

$\widehat{\gamma }$

KROLL

0.8308

0.4859

0.1945

3.0197

-

1154.099

567.8195

1143.639

(0.0034)

(0.0028)

(0.01779)

(0.0419)

KUMLL

7.6605

16.3647

-

0.3284

7.7114

1167.367

574.4534

1156.907

(0.3681)

(1.7609)

-

(0.0251)

(0.0123)

MOELL

11.1388

1.2706

-

8.9333

-

1169.462

577.8084

1161.617

(2.9676)

(0.1028)

-

(3.748)

-

ZBLL

20.0089

1.0373

1.6079

-

-

1183.91

585.0321

1176.064

(10.9152)

(0.0954)

(0.3745)

LL

-

0.3761

-

-

-

1393.779

694.5821

1391.164

-

(0.0293)