On Lévy measures for infinitely divisible natural exponential families

DOI10.1016/j.spl.2006.02.006zbMath1110.60008OpenAlexW1981506690MaRDI QIDQ2497794

Mohamed Khoudar, Célestin C. Kokonendji

Publication date: 4 August 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.02.006

zbMATH Keywords

Laplace transformLévy processvariance functioncompound Poisson processstable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

New properties and representations for members of the power-variance family. II ⋮ The limiting behavior of some infinitely divisible exponential dispersion models ⋮ Moment for the inverse Riesz distributions ⋮ On the mean value parametrization of natural exponential families -- a revisited review ⋮ On Kendall-Ressel and related distributions ⋮ On Hinde-Demétrio regression models for overdispersed count data ⋮ Second order minimax estimation of the mean ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component

Cites Work

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• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
• On polynomial variance functions
• Exponential families of stochastic processes
• On Strict Arcsine Distribution
• The Lindsay transform of natural exponential families

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