Can the first two conditional moments identify a mean square differentiable process?
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Publication:1823542
DOI10.1016/0898-1221(89)90218-6zbMath0681.60048OpenAlexW1985961620MaRDI QIDQ1823542
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
elliptically contoured distributionsdifferentiability assumptionsconditional regression and covariance
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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