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Diffusion approximation of statistical experiments with persistent linear regression and equilibrium

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Publication:2877125
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DOI10.15407/DOPOVIDI2014.03.018zbMath1313.62003OpenAlexW2513545193MaRDI QIDQ2877125

Dmitrii V. Korolyuk

Publication date: 21 August 2014

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2014.03.018


zbMATH Keywords

approximationMarkov processpersistent linear regression


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Theory of statistical experiments (62B15) Diffusion processes (60J60)


Related Items (1)

The problem of discrete Markov diffusion leaving an interval







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