On a characterization of processes by the independence of linear forms in a triangular system |
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Authors: | A Plucińska |
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Institution: | (1) Institute of Mathematics, Warsaw Technical University, Warsawa, Poland |
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Abstract: | Necessary and sufficient conditions are given for a stochastic process to be either a Gaussian or an independent increments
process. These conditions are based on the independence of some linear forms in a triangular system and the linearity of regression.
Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part I, Eger, Hungary, 1994. |
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Keywords: | |
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