Statistical experiments in a balanced Markov random environment

DOI10.1007/S10559-015-9769-YMaRDI QIDQ904430zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 1509412 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes

Cited in

(3)

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

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