Diffusion approximation of statistical experiments with persistent non-linear regression and equilibrium

DOI10.15407/DOPOVIDI2014.08.028zbMATH Open1313.62004OpenAlexW4253436603MaRDI QIDQ2933211FDOQ2933211

Authors: D. V. Korolyuk 

Publication date: 10 December 2014

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2014.08.028

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zbMATH Keywords

Ornstein-Uhlenbeck processMarkov processdiffusion approximation

Mathematics Subject Classification ID

General nonlinear regression (62J02) Diffusion processes (60J60) Theory of statistical experiments (62B15)

Cited In (11)

• Statistical experiments with persistent linear regression in the Markov random medium
• Diffusion approximation of statistical experiments with persistent linear regression and equilibrium
• Binary recurrent statistical experiments with persistent linear regression
• The exponential statistical experiments with persistent linear regression and equilibrium
• Dynamics of statistical experiments
• Multivariate statistical experiments with persistent non-linear regression and equilibrium
• The problem of discrete Markov diffusion leaving an interval
• A note on statistical inference for a class of diffusions and approximate diffusions
• Statistical experiments in a balanced Markov random environment
• A difference diffusion model with two equilibrium states
• Adapted statistical experiments

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