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
MathSciNet review:
3364124
Full-text PDF Free Access
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
