Model

Estimates

BIC

−ll

AIC

$\widehat{\alpha }$

$\widehat{\tau }$

$\widehat{\lambda }$

$\widehat{\delta }$

$\widehat{\gamma }$

KROLL

3.1172

0.4968

9.0421

5.8242

-

936.4692

458.9267

925.8534

(0.6112)

(0.0738)

(3.7577)

(1.8566)

KUMLL

8.7308

18.7688

-

0.7217

13.1942

961.8756

471.6299

951.2599

(0.8082)

(1.4343)

-

(0.0473)

(0.8803)

MOELL

28.1447

3.1661

-

3.1572

-

947.8358

470.9179

947.8358

(1.5932)

(0.2767)

-

(0.9238)

-

ZBLL

24.8004

2.4252

1.5230

-

-

981.1929

483.6155

973.2311

(2.0922)

(0.2055)

(0.1536)

LL

-

0.4251

-

-

-

1345.432

670.3889

1342.778

-

(0.0321)