A characterization of the gamma process by conditional moments

DOI10.1007/BF02614103zbMath0695.62013MaRDI QIDQ910117

Jacek Wesołowski

Publication date: 1989

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176245

zbMATH Keywords

conditional expectationsgamma processprocesses with independent incrementsconditional variances

Mathematics Subject Classification ID

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

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Characterizations of the Poisson process as a renewal process via two conditional moments, Multivariate Lukacs theorem, A characterization of certain discrete exponential families, On some characterizations of the mixture of gamma distributions, Identification of power distribution mixtures through regression of exponentials, Characterizations of some continuous distributions, A non-Lukacsian regressional characterization of the gamma distribution, On characterizations of the gamma and generalized inverse Gaussian distributions, Conditional moments of \(q\)-Meixner processes, A characterization of the multivariate discrete exponential family

Cites Work

• On a problem connected with quadratic regression
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• A characterization of the poisson process by conditional moments
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