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Some properties of stochastic processes with linear regression

Part of the Lecture Notes in Mathematics book series (LNM,volume 1412)

Keywords

  • Stochastic Process
  • Brownian Motion
  • Markov Process
  • Covariance Function
  • Gaussian Process

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References

  1. Hardin C. On the linearity of regression. Z.Wahrscheinlichkeitsteor. Verw.Geb. 61, 1982, 293–302.

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  2. Plucinska A. On a property of the memory of stochastic processes with the linear regression.-Bull.Polon.Acad. Sci., 1988 (in print).

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  3. Plucińska A. On a stochastic process determined by the conditional expectation and the conditional variance. Stochastics, 10, 1983, 115–129.

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© 1989 Springer-Verlag

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Plucinska, A. (1989). Some properties of stochastic processes with linear regression. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084180

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  • DOI: https://doi.org/10.1007/BFb0084180

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51948-5

  • Online ISBN: 978-3-540-46863-9

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