scientific article
From MaRDI portal
Publication:3749899
zbMath0609.62021MaRDI QIDQ3749899
Wlodzimierz Bryc, A. Plucińska
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
characterizationconditional momentslinear regressioncovariance structureinfinite Gaussian sequencesnon-random conditional variancep-integrability
Gaussian processes (60G15) Characterization and structure theory of statistical distributions (62E10)
Related Items
Stationary random fields with linear regressions ⋮ Stationary Markov chains with linear regressions. ⋮ Remarks on properties of probability distributions determined by conditional moments ⋮ On stochastic processes with linear conditional moments ⋮ On some counter examples of the bivariate and multivariate normal distributions: A brief survey ⋮ A characterization of the gamma process by conditional moments ⋮ A martingale characterization of the Wiener process ⋮ Gaussian conditional structure of the second order and the Kagan classification of multivariate distributions ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
This page was built for publication: