Estimating Durbin's approximation

DOI10.1093/biomet/80.3.671zbMath0788.62087OpenAlexW2013044302MaRDI QIDQ4280035

Daniel Rabinowitz

Publication date: 5 June 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.3.671

zbMATH Keywords

covariancesimulation experimentslimit processessimultaneous confidence bandsboundary crossing probabilitiescontinuous Gaussian processesDurbin's approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

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