Martingales Defined by Reciprocals of Sums and Related Characterizations

DOI10.1081/STA-200038871zbMath1089.60028MaRDI QIDQ5290396

Jacek Wesołowski, Vanamamalai Seshadri

Publication date: 28 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Probability distributions: general theory (60E05)

Related Items (1)

Characterizations of GIG laws: a survey

Cites Work

• Natural real exponential families with cubic variance functions
• The expectation of \(X^{-1}\) as a function of \({\mathbb{E}}(X)\) for an exponential family on the positive line
• Natural exponential families with quadratic variance functions
• An extended Laha-Lukacs characterization result based on a regression property
• An independence property for the product of GIG and gamma laws
• The inverse gaussian distribution: Some properties and characterizations
• A constant regression characterization of the gamma law
• A Class of Distributions in the First Emptiness of a Semi-Infinite Reservoir
• The Matsumoto–Yor independence property for GIG and Gamma laws, revisited

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