scientific article; zbMATH DE number 69224

zbMATH Open0754.62009MaRDI QIDQ4014767FDOQ4014767

Authors Włodek Bryc, Paweł Jerzy Szabłowski 

Publication date 20 October 1992

zbMATH Keywords

characterizationsconditional momentssquare integrable processescharacterization of a Gaussian processcharacterization of rotations of invariant distributionsdifferentiable stochastic processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Characterization and structure theory of statistical distributions (62E10)

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• On three dimensional multivariate version of \(q\)-normal distribution and probabilistic interpretations of Askey-Wilson, Al-Salam-Chihara and \(q\)-ultraspherical polynomials
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• Remarks on properties of probability distributions determined by conditional moments
• Can the first two conditional moments identify a mean square differentiable process?
• Stability of characterizations of normal distributions based on the conditional expected values of the sample skewness and the sample kurtosis.
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