Characterization Theorems for Certain Stochastic Processes

DOI10.2307/1402199zbMath0217.50102OpenAlexW2797396375MaRDI QIDQ5621819

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Publication date: 1970

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402199

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (6)

Stationarity of independent sequences ⋮ Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation ⋮ A note on homogeneous processes with independent increments ⋮ An extension of Goldie's result and further results in infinite divisibility ⋮ A stopping rule for the Robbins-Monro method ⋮ Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching

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