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On a characterization of processes by the independence of linear forms in a triangular system
Authors:A Plucińska
Institution:(1) Institute of Mathematics, Warsaw Technical University, Warsawa, Poland
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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