Natural real exponential families with cubic variance functions
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Publication:751102
DOI10.1214/aos/1176347491zbMath0714.62010OpenAlexW1983495924MaRDI QIDQ751102
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347491
Lévy processesnatural exponential familyvariance functionreciprocityfluctuation theoryfirst entrance time distributionspolynomial of degree three
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Markov processes (60J99)
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