Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process

DOI10.1016/J.CSDA.2006.12.027zbMath1161.62395OpenAlexW2019407474MaRDI QIDQ1020050

J. Martínez

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.027

zbMATH Keywords

confidence bandcoverage errorlognormal diffusion process

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Numerical solution of SDE through computer experiments. Including floppy disk
• Inferences on the means of lognormal distributions using generalized \(p\)-values and generalized confidence intervals.
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• Generalized Confidence Intervals
• Inferences on the lognormal mean for complete samples
• ROBUSTNESS PROPERTIES OF LOGNORMAL CONFIDENCE INTERVALS FOR LOGNORMAL AND GAMMA DISTRIBUTED DATA
• Confidence Intervals for Linear Functions of the Normal Mean and Variance

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