There's a very brief view of Jerry walking with his daughter Christine in this You Tube clip from The Great Muppet Caper:  http://www.youtube.com/watch?v=fsr3mElftNc  She asks if that's a bear and he says, "No Christine, bears wear hats."  (with thanks to Frank Oz.)  Christine's mother, Jacquie Gordon, wrote a book about Christine called Give Me One Wish.  The book quotes extensively from Christine's journals.  Christine is mentioned on the Muppet wiki:  http://muppet.wikia.com/wiki/Christine_Nelson