A characterization of simple quadratic natural exponential families with a reverse martingale property

DOI10.1016/S1631-073X(02)02244-6zbMath0997.60002MaRDI QIDQ1600125

Denys Pommeret, Fernando López-Blázquez, David Gutiérrez Rubio

Publication date: 18 November 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

zbMATH Keywords

natural exponential familiesquadratic variance functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

A characterization of multivariate normal stable Tweedie models and their associated polynomials

Cites Work

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• Orthogonal polynomials and natural exponential families
• Orthogonality of the Sheffer system associated to a Lévy process
• Diagonality of the Bhattacharyya Matrix As a Characterization
• Lévy processes, polynomials and martingales
• Some Classes of Orthogonal Polynomials Associated with Martingales

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