Quadratic harnesses from generalized beta integrals
Probability
2015-10-15 v1
Abstract
We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.
Keywords
Cite
@article{arxiv.1009.4928,
title = {Quadratic harnesses from generalized beta integrals},
author = {Wlodek Bryc},
journal= {arXiv preprint arXiv:1009.4928},
year = {2015}
}