Statistical experiments in a balanced Markov random environment

DOI10.1007/S10559-015-9769-YzbMATH Open1335.39029OpenAlexW2342143991MaRDI QIDQ904430FDOQ904430

Authors: N. E. Zubov 

Publication date: 13 January 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-015-9769-y

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zbMATH Keywords

stochastic difference equationsstatistical experimentdiffusion coefficient of a stochastic componentguiding parameter of the regression function of incrementsMarkov random environmentOrnstein-Uhlenbeck-type diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Stochastic difference equations (39A50)

Cites Work

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• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Title not available (Why is that?)

Cited In (3)

• Markov Bases and Designed Experiments
• Dynamics of statistical experiments
• Adapted statistical experiments

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