Quadratic harnesses from generalized beta integrals

@article{WłodekBryc2011,
abstract = {We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.},
author = {Włodek Bryc},
journal = {Banach Center Publications},
keywords = {quadratic conditional moments; generalized beta integrals; harnesses},
language = {eng},
number = {1},
pages = {67-79},
title = {Quadratic harnesses from generalized beta integrals},
url = {http://eudml.org/doc/281842},
volume = {96},
year = {2011},
}

TY - JOUR
AU - Włodek Bryc
TI - Quadratic harnesses from generalized beta integrals
JO - Banach Center Publications
PY - 2011
VL - 96
IS - 1
SP - 67
EP - 79
AB - We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.
LA - eng
KW - quadratic conditional moments; generalized beta integrals; harnesses
UR - http://eudml.org/doc/281842
ER -