Binary statistical experiments with persistent nonlinear regression

Author:
D. V. Koroliouk

Translated by:
V. Semenov

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **91** (2014).

Journal:
Theor. Probability and Math. Statist. **91** (2015), 71-80

MSC (2010):
Primary 62F05, 60J70, 62M05

DOI:
https://doi.org/10.1090/tpms/967

Published electronically:
February 3, 2016

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Abstract | References | Similar Articles | Additional Information

Abstract: A sequence of binary stochastic experiments with persistent nonlinear regression is considered. The regression is defined as a product of a linear directed force and nonlinear term changing the directed force in a neighborhood of boundary points. A stochastic approximation for the sequence of stationary experiments is constructed with the help of an autoregressive process with normal perturbation. A stochastic approximation of the sequence of exponential stochastic experiments is also constructed with the help of an exponential 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/967

Keywords:
Binary statistical experiment,
persistent regression,
equilibrium state,
stochastic approximation,
exponential stochastic experiment,
exponential normal autoregressive process

Received by editor(s):
April 26, 2013

Published electronically:
February 3, 2016

Article copyright:
© Copyright 2016
American Mathematical Society