Can the first two conditional moments identify a mean square differentiable process?
type: Item
instance of: scholarly article
title: Can the first two conditional moments identify a mean square differentiable process?
zbMATH Open document ID: 0681.60048
DOI: 10.1016/0898-1221(89)90218-6
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 4115653
zbMATH Keywords: conditional regression and covariance
zbMATH Keywords: differentiability assumptions
zbMATH Keywords: elliptically contoured distributions
author: Paweł Jerzy Szabłowski
MaRDI profile type: Publication
full work available at URL: 0898-1221(89)90218-6
OpenAlex ID: W1985961620
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cites work: Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
cites work: On the theory of elliptically contoured distributions
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cites work: Q5560061
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4115653