The limiting behavior of some infinitely divisible exponential dispersion models

  title={The limiting behavior of some infinitely divisible exponential dispersion models},
  author={Shaul K. Bar-Lev and G{\'e}rard Letac},
  journal={Statistics \& Probability Letters},
2 Other limit distributions and generalized convolution families
For each t > 0 let Yt be a positive random variable with distribution Ft and Laplace Stieltjes transform (LST) ψt. In [1] it was shown that as t → 0, Y −t t converges in distribution to some Y with
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Some research topics in statistics and probability at the B.Sc., M.Sc. or Ph.D. level. Key words: Dispersion models; econometrics; statistical distributions; statistical modelling. 1 Exponential
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Dispersion Models
  • B. Jørgensen
  • Computer Science
    International Encyclopedia of Statistical Science
  • 2011