Adapted statistical experiments
We study statistical experiments with random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochastic basis in the series scheme. The transition to limit by the series parameter generates an approximatio...
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| Published in: | Український математичний вісник |
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| Date: | 2016 |
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| Format: | Article |
| Language: | Russian |
| Published: |
Інститут прикладної математики і механіки НАН України
2016
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/140894 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Adapted statistical experiments / D.V. Koroliouk // Український математичний вісник. — 2016. — Т. 13, № 1. — С. 106-117. — Бібліогр.: 6 назв. — англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | We study statistical experiments with random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochastic basis in the series scheme. The transition to limit by the series parameter generates an approximation of adapted statistical experiments by a diffusion process with evolution.
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| ISSN: | 1810-3200 |