Theory of Probability and Mathematical Statistics
Binary statistical experiments with persistent nonlinear regression
D. V. Koroliouk
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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.
Keywords: Binary statistical experiment, persistent regression, equilibrium state, stochastic approximation, exponential stochastic experiment, exponential normal autoregressive process
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