Diffusion approximation of statistical experiments with persistent non-linear regression and equilibrium
DOI:
https://doi.org/10.15407/dopovidi2014.08.028Keywords:
diffusion approximation, equilibrium, non-linear regressionAbstract
We propose an approximation of statistical experiments with persistent non-linear regression and equilibrium by Markov processes in the discrete-continuous time: k = [Nt], 0 ≤ t ≤ T , for which the diffusion approximation of an Ornstein–Uhlenbeck type process with continuous time is constructed.
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