Quadratic harnesses from generalized beta integrals

Włodek Bryc

Banach Center Publications (2011)

  • Volume: 96, Issue: 1, page 67-79
  • ISSN: 0137-6934

Abstract

top
We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.

How to cite

top

Włodek Bryc. "Quadratic harnesses from generalized beta integrals." Banach Center Publications 96.1 (2011): 67-79. <http://eudml.org/doc/281842>.

@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 -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.