Binary recurrent statistical experiments with persistent linear regression
DOI10.1007/S10958-014-1799-XzbMATH Open1306.62043OpenAlexW4253100651MaRDI QIDQ460735FDOQ460735
Authors: Dmitrii V. Koroliouk
Publication date: 14 October 2014
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-014-1799-x
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Ornstein-Uhlenbeck processstochastic approximationdiffusion approximationstabilizationstationary distributionpersistent regressionrecurrent statistical experiments
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