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

DOI10.1016/j.csda.2006.12.027zbMath1161.62395MaRDI 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 band; coverage error; lognormal diffusion process

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62M05: Markov processes: estimation; hidden Markov models