Conditional moment representations for dependent random variables

DOI10.1214/EJP.V1-7MaRDI QIDQ1920158zbMATH OpenOpenAlexFDO

Authors Włodek Bryc

Publication date 13 November 1996

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119496, http://www.emis.de/journals/EJP-ECP/EjpVol1/paper7.abs.html

zbMATH Keywords

conditional expectations

Mathematics Subject Classification ID

Probabilistic measure theory (60A10)

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• Reconstruction of conditional expectations from product moments with applications
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• Convergence results for approximations with independent variables
• Some aspects of modeling dependence in copula-based Markov chains
• An expository note on unit-Gompertz distribution with applications

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