  Let X be a second order random process indexed by a compact interval [0,T].
Assume that n independent realizations of X are observed on a fixed grid of p
time points. Under mild regularity assumptions on the sample paths of X, we
show the asymptotic normality of suitable nonparametric estimators of the trend
function mu = EX in the space C([0,T]) as n, p go to infinity and, using
Gaussian process theory, we derive approximate simultaneous confidence bands
for mu.
