Stationary random fields with linear regressions

Authors
Citation
W. Bryc, Stationary random fields with linear regressions, ANN PROBAB, 29(1), 2001, pp. 504-519
Citations number
16
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
29
Issue
1
Year of publication
2001
Pages
504 - 519
Database
ISI
SICI code
0091-1798(200101)29:1<504:SRFWLR>2.0.ZU;2-N
Abstract
We analyze and identify stationary fields with linear regressions and quadr atic conditional variances. We give sufficient conditions to determine one- dimensional distributions uniquely as normal and as certain compactly suppo rted distributions. Our technique relies on orthogonal polynomials, which u nder our assumptions turn out to be a version of the so-called continuous q -Hermite polynomials.