Two component binary statistical experiments with persistent linear regression

Author:
D. V. Koroliouk

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **90** (2014).

Journal:
Theor. Probability and Math. Statist. **90** (2015), 103-114

MSC (2010):
Primary 60J70

DOI:
https://doi.org/10.1090/tpms/952

Published electronically:
August 7, 2015

MathSciNet review:
3242023

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: A sequence of binary statistical experiments generated by a sample of random variables with persistent linear regression is studied. A stochastic approximation for a sequence of statistical experiments is constructed in terms of an autoregressive process with normal noise. For a sequence of exponential statistical experiments, a stochastic approximation is constructed, as well, with the help of an exponential normal autoregressive process.

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Additional Information

**D. V. Koroliouk**

Affiliation:
Institute of Telecommunications and Global Information Space of National Academy of Science of Ukraine, Chokolovskiĭ Blvd., 13, Kyiv, 03110, Ukraine

Email:
dimitri.koroliouk@ukr.net

DOI:
https://doi.org/10.1090/tpms/952

Keywords:
Binary statistical experiment,
persistent linear regression,
stabilization,
stochastic approximation,
exponential statistical experiment,
exponential normal autoregressive process

Received by editor(s):
April 26, 2013

Published electronically:
August 7, 2015

Article copyright:
© Copyright 2015
American Mathematical Society