A reverse martingale property that characterizes the natural exponential family with quadratic variance function (Q1579538)
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scientific article; zbMATH DE number 1506810
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| English | A reverse martingale property that characterizes the natural exponential family with quadratic variance function |
scientific article; zbMATH DE number 1506810 |
Statements
A reverse martingale property that characterizes the natural exponential family with quadratic variance function (English)
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19 June 2001
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We give a characterization of the natural exponential family with quadratic variance function in terms of a discrete-time reverse martingale-like property. The proof of this result is based on the properties of the set of UMVU estimable functions.
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UMVU estimation
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orthogonal polynomials
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exponential families
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0.9095104336738586
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0.9095102548599244
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0.8479371666908264
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0.8159183859825134
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