caa a22 4500 605519072 CHVBK 20210128100728.0 cr unu---uuuuu 210128e20150901xx s 000 0 eng 10.1007/s10559-015-9769-y doi (NATIONALLICENCE)springer-10.1007/s10559-015-9769-y Koroliouk D. Institute of Telecommunications and Global Information Space, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut Statistical Experiments in a Balanced Markov Random Environment [Elektronische Daten] [D. Koroliouk] 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. Springer Science+Business Media New York, 2015 statistical experiment nationallicence stochastic difference equations nationallicence Markov random environment nationallicence guiding parameter of the regression function of increments nationallicence diffusion coefficient of a stochastic component nationallicence Ornstein-Uhlenbeck type diffusion process nationallicence Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/5(2015-09-01), 766-771 1060-0396 51:5<766 2015 51 10559 https://doi.org/10.1007/s10559-015-9769-y text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10559-015-9769-y text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Koroliouk D. Institute of Telecommunications and Global Information Space, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut NATIONALLICENCE 773 0- Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/5(2015-09-01), 766-771 1060-0396 51:5<766 2015 51 10559