Statistical Experiments in a Balanced Markov Random Environment
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 605519072 | ||
| 003 | CHVBK | ||
| 005 | 20210128100728.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150901xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10559-015-9769-y |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10559-015-9769-y | ||
| 100 | 1 | |a Koroliouk |D D. |u Institute of Telecommunications and Global Information Space, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | |
| 245 | 1 | 0 | |a Statistical Experiments in a Balanced Markov Random Environment |h [Elektronische Daten] |c [D. Koroliouk] |
| 520 | 3 | |a For Markov statistical experiments defined by solutions of stochastic difference equations in a balanced random environment, an approximation by an Ornstein-Uhlenbeck diffusion process is obtained in a scheme of series. The drift and diffusion parameters are determined by averaging on the stationary distribution of the embedded Markov chain using the balance condition. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a statistical experiment |2 nationallicence | |
| 690 | 7 | |a stochastic difference equations |2 nationallicence | |
| 690 | 7 | |a Markov random environment |2 nationallicence | |
| 690 | 7 | |a guiding parameter of the regression function of increments |2 nationallicence | |
| 690 | 7 | |a diffusion coefficient of a stochastic component |2 nationallicence | |
| 690 | 7 | |a Ornstein-Uhlenbeck type diffusion process |2 nationallicence | |
| 773 | 0 | |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/5(2015-09-01), 766-771 |x 1060-0396 |q 51:5<766 |1 2015 |2 51 |o 10559 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10559-015-9769-y |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10559-015-9769-y |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Koroliouk |D D. |u Institute of Telecommunications and Global Information Space, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/5(2015-09-01), 766-771 |x 1060-0396 |q 51:5<766 |1 2015 |2 51 |o 10559 | ||