{
  "id": "1110.1135",
  "version": "v1",
  "published": "2011-10-06T02:22:03.000Z",
  "updated": "2011-10-06T02:22:03.000Z",
  "title": "On integrability of quadratic harnesses",
  "authors": [
    "Wlodek Bryc"
  ],
  "journal": "Demonstratio Mathematica 45 (2012), pages 275-282",
  "categories": [
    "math.PR"
  ],
  "abstract": "We investigate integrability properties of processes with linear regressions and quadratic conditional variances. We establish the right order of dependence of which moments are finite on the parameter defined below, raising the question of determining the optimal constant.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-10-06T02:22:03.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E15"
    ],
    "keywords": [
      "quadratic harnesses",
      "quadratic conditional variances",
      "optimal constant",
      "right order",
      "linear regressions"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1110.1135B"
    }
  }
}