First passage times on zero and one and natural exponential families

DOI10.1016/S0167-7152(00)00166-8zbMath0972.60039MaRDI QIDQ5934112

Célestin C. Kokonendji

Publication date: 19 June 2001

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

zbMATH Keywords

first passage timeinversionLévy processnatural exponential familyvariance function

Mathematics Subject Classification ID

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

• 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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: First passage times on zero and one and natural exponential families