Abstract
We study statistical experiments with a random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochas-tic 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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Translated from Ukrains’ki˘ı Matematychny˘ı Visnyk, Vol. 13, No. 1, pp. 106–117, January–March, 2016.
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Koroliouk, D.V. Adapted statistical experiments. J Math Sci 220, 615–623 (2017). https://doi.org/10.1007/s10958-016-3204-4
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DOI: https://doi.org/10.1007/s10958-016-3204-4