scientific article; zbMATH DE number 3986374

MaRDI QIDQ3749899zbMATH OpenFDO

Authors Włodek Bryc, Agnieszka Plucińska

Publication date 1985

zbMATH Keywords

characterizationconditional momentscovariance structureinfinite Gaussian sequenceslinear regressionnon-random conditional variancep-integrability

Mathematics Subject Classification ID

Gaussian processes (60G15) Characterization and structure theory of statistical distributions (62E10)

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• Remarks on properties of probability distributions determined by conditional moments
• Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions
• On stochastic processes with linear conditional moments
• Stationary random fields with linear regressions
• Stationary Markov chains with linear regressions.
• Gaussian conditionally Markov sequences: modeling and characterization
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
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