On stochastic processes with linear conditional moments
type: Item
instance of: scholarly article
title: On stochastic processes with linear conditional moments
zbMATH Open document ID: 0870.60034
DOI: 10.1007/BF02362508
author: Agnieszka Plucińska
published in: Journal of Mathematical Sciences (New York)
publication date: 1997-05-19T00:00:00Z
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 1010939
zbMATH Keywords: linear regression
zbMATH Keywords: conditional variance
zbMATH Keywords: Gaussian process
zbMATH Keywords: Poisson-type process
MaRDI profile type: Publication
cites work: Q3796553
cites work: On stable Markov processes
cites work: Q3749899
cites work: Q3753191
cites work: A characterization of the poisson process by conditional moments
cites work: On the linearity of regression
cites work: On a stochasticprocess determined by the conditional expectation and the conditionalvariance
cites work: On a characterization of processes by the independence of linear forms in a triangular system
cites work: Conditional moments and linear regression for stable random variables
cites work: Q4306145
full work available at URL: https://doi.org/10.1007/bf02362508
OpenAlex ID: W2008499491
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description: scientific article; zbMATH DE number 1010939