On a stochasticprocess determined by the conditional expectation and the conditionalvariance

DOI10.1080/17442508308833267zbMath0542.60043OpenAlexW1999420583MaRDI QIDQ3330228

A. Plucińska

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833267

zbMATH Keywords

characterization theorem for Gaussian processesLipschitz condition for the covariance function

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites Work

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• On the theory of elliptically contoured distributions
• A Characterization of Gaussian Distributions Based on the Lapunow Condition
• On the linearity of regression