Threshold Estimation for a Spectrally Negative Lévy Process

Table 1

The data of and its errors.

Sample sizes	The data of	The actual data of	Errors
n = 1000	0.4878	0.5	0.0122
n = 5000	0.4876	0.5	0.0124
n = 8000	0.5033	0.5	0.0033
n = 10000	0.5019	0.5	0.0019
n = 30000	0.4989	0.5	0.0011