Stationary Markov chains with linear regressions.

DOI10.1016/S0304-4149(00)00094-6zbMath1056.60069arXivmath/0007026MaRDI QIDQ1888763

Wlodzimierz Bryc

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0007026

zbMATH Keywords

Markov chainsconditional momentsstationaritylinear regression

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (7)

Stationary random fields with linear regressions ⋮ On Markov processes with polynomial conditional moments ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Q-Gaussian distributions: simplifications and simulations ⋮ Generalized stationary random fields with linear regressions - an operator approach ⋮ Expansions of one density via polynomials orthogonal with respect to the other ⋮ PROBABILISTIC IMPLICATIONS OF SYMMETRIES OF q-HERMITE AND AL-SALAM–CHIHARA POLYNOMIALS

Cites Work

• Can the first two conditional moments identify a mean square differentiable process?
• Stationary random fields with linear regressions
• The normal distribution. Characterizations with applications
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• Characterizations of Some Processes By Properties Of Conditional Moments
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