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February 2001 Stationary random fields with linear regressions
Włodzimierz Bryc
Ann. Probab. 29(1): 504-519 (February 2001). DOI: 10.1214/aop/1008956342

Abstract

We analyze and identify stationary fields with linear regressions and quadratic conditional variances. We give sufficient conditions to determine one-dimensional distributions uniquely as normal and as certain compactly supported distributions. Our technique relies on orthogonal polynomials, which under our assumptions turn out to be a version of the so-called continuous q-Hermite polynomials.

Citation

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Włodzimierz Bryc. "Stationary random fields with linear regressions." Ann. Probab. 29 (1) 504 - 519, February 2001. https://doi.org/10.1214/aop/1008956342

Information

Published: February 2001
First available in Project Euclid: 21 December 2001

zbMATH: 1014.60013
MathSciNet: MR1825162
Digital Object Identifier: 10.1214/aop/1008956342

Subjects:
Primary: 60E99
Secondary: 60G10

Rights: Copyright © 2001 Institute of Mathematical Statistics

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Vol.29 • No. 1 • February 2001
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