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Diffusion approximation of stochastic Markov models with persistent regression

โœ Scribed by V. S. Korolyuk; D. Korolyuk


Book ID
112477633
Publisher
Springer
Year
1995
Tongue
English
Weight
368 KB
Volume
47
Category
Article
ISSN
0041-5995

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## Abstract In regression model with stochastic design, the observations have been primarily treated as a simple random sample from a bivariate distribution. It is of enormous practical significance to generalize the situation to stochastic processes. In this paper, estimation and hypothesis testin