On a Characterization of the Wiener Process by Constant Regression

DOI10.1214/aoms/1177697213zbMath0211.48001OpenAlexW1997977138MaRDI QIDQ5612877

B. L. S. Prakasa Rao

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697213

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear inference, regression (62J99) Stochastic integrals (60H05)

Related Items (1)

Kernel density estimation on the torus

This page was built for publication: On a Characterization of the Wiener Process by Constant Regression