Exponential families with variance functions in \(\sqrt {\Delta}P(\sqrt {\Delta})\): Seshadri's class (Q1346938)

The author considers exponential families with a variance function of the type \(\sqrt \Delta P (\sqrt \Delta)\) where \(P\) is a polynomial of order 3 and \(\Delta\) is an affine function of the mean. The paper is a further evaluation of the ideas of \textit{C. C. Kokonendji} and \textit{V. Seshadri} [C. R. Acad. Sci., Paris, Sér. I 314, No. 4, 305-308 (1992; Zbl 0743.62015)]. In this set of probability distributions six essentially different types are found. Moreover, the author proves that the described set is closed under the topology of weak convergence.