Diffusion approximation of stochastic Markov models with persistent regression
Sequences of sums of identically distributed random variables forming a homogeneous Markov chain are approximated by a time-discrete autoregression process of Ornstein-Uhlenbeck type.
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1995
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/164225 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Diffusion approximation of stochastic Markov models with persistent regression / D. Koroliuk, V.S. Korolyuk // Український математичний журнал. — 1995. — Т. 47, № 7. — С. 928–935. — Бібліогр.: 4 назв. — англ. |