On stochastic processes with linear conditional moments

DOI10.1007/BF02362508zbMath0870.60034OpenAlexW2008499491MaRDI QIDQ1354968

A. Plucińska

Publication date: 19 May 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362508

zbMATH Keywords

Gaussian processlinear regressionconditional variancePoisson-type process

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12)

Cites Work

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• On stable Markov processes
• Conditional moments and linear regression for stable random variables
• On a characterization of processes by the independence of linear forms in a triangular system
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• A characterization of the poisson process by conditional moments
• On the linearity of regression

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