Table 6.

Means of point estimates and actual coverage of interval estimates for the parameters of model (Equation (20)), where the initial value ξ is zero and the parameters are θ₁=0.4577×10⁻⁵ and θ₂=0.2797×10⁻³. The results are based on 500 simulation runs. There are 21 observations given on a uniform grid on [0,40], and the errors are normal with zero expectation and σ²=0.25. The one‐step point estimates are given by Equation 6, while the interval estimates are defined in Equation 15

			One‐step		NLS
Setup			Mean	Coverage	Mean	Coverage
n = 21	ξ1	0	1.491e‐02	0.938	7.960e‐03	0.942
	θ1	4.577e‐06	4.576e‐06	0.954	4.577e‐06	0.952
	θ2	2.797e‐04	2.788e‐04	0.932	2.798e‐04	0.930

Note: NLS, non‐linear least squares.