First passage times on zero and one and natural exponential families
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Publication:5934112
DOI10.1016/S0167-7152(00)00166-8zbMath0972.60039MaRDI QIDQ5934112
Publication date: 19 June 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15)
Related Items (5)
On Strict Arcsine Distribution ⋮ Increasing Hazard Rate of Mixtures for Natural Exponential Families ⋮ New properties and representations for members of the power-variance family. II ⋮ On Kendall-Ressel and related distributions ⋮ Second order minimax estimation of the mean
Cites Work
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- Natural real exponential families with cubic variance functions
- Natural exponential families with quadratic variance functions
- Left-Continuous Random Walk and the Lagrange Expansion
- The Lindsay transform of natural exponential families
- Ladder variables for a continuous time stochastic process
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