Confidence interval for correlation estimator between latent processes

DOI10.1007/s42081-019-00036-0zbMath1436.62201arXiv1710.06683OpenAlexW2963722357WikidataQ128221194 ScholiaQ128221194MaRDI QIDQ2303484

Akitoshi Kimura

Publication date: 4 March 2020

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06683

zbMATH Keywords

confidence intervallatent processescorrelated Itô processescorrelation estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric tolerance and confidence regions (62G15) Markov processes: estimation; hidden Markov models (62M05)

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