Comparison of the approximate likelihood of the true parameter vector <i>θ</i>_* = [0.85, 2.6, 216, 0.85] and perturbed version .

<p>(a) Approximate log-likelihoods, <i>ℓ</i>(<b>y</b>_1:<i>n</i>|<i>θ</i>_*) and <i>ℓ</i>(<b>y</b>_1:<i>n</i>|<i>θ</i>′) versus time <i>n</i>. (b) Zoom of plot (a) for a shorter time interval, showing that the perturbed parameter <i>θ</i>′ yields a higher likelihood for the observation sequence generated in this computer experiment. (c) The likelihood ratio versus time <i>n</i>, showing that <i>ℓ</i>^<i>N</i>(<b>y</b>_1:<i>n</i>|<i>θ</i>′) > <i>ℓ</i>^<i>N</i>(<b>y</b>_1:<i>n</i>|<i>θ</i>_*).