Can the first two conditional moments identify a mean square differentiable process?

DOI10.1016/0898-1221(89)90218-6zbMath0681.60048OpenAlexW1985961620MaRDI QIDQ1823542

Paweł Jerzy Szabłowski

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(89)90218-6

zbMATH Keywords

elliptically contoured distributionsdifferentiability assumptionsconditional regression and covariance

Mathematics Subject Classification ID

Linear inference, regression (62J99) Sample path properties (60G17) Stochastic processes (60G99)

Related Items (7)

Stationary random fields with linear regressions ⋮ Stationary Markov chains with linear regressions. ⋮ Remarks on properties of probability distributions determined by conditional moments ⋮ Small perturbations of Gaussian regressors ⋮ Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures ⋮ Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions ⋮ Conditional moments of \(q\)-Meixner processes

Cites Work

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• Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
• On the theory of elliptically contoured distributions
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• A characterization of the poisson process by conditional moments
• On the linearity of regression

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