Characterization Theorems for Certain Stochastic Processes

DOI10.2307/1402199MaRDI QIDQ5621819zbMATH OpenOpenAlexFDO

Authors Eugene Lukacs

Publication date 1970

Published in Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1402199

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Cited in

(6)

• A note on homogeneous processes with independent increments
• A stopping rule for the Robbins-Monro method
• Stationarity of independent sequences
• Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
• An extension of Goldie's result and further results in infinite divisibility

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