Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638399 | Journal of Computational and Applied Mathematics | 2015 | 10 Pages |
Abstract
Multivariate normal stable Tweedie models are recently introduced as an extension to normal gamma and normal inverse Gaussian models. The aim of this paper is to characterize these models through their variance functions. Then, according to the power variance parameter values, the nature of polynomials associated with these models is deduced.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Célestin C. Kokonendji, Cyrille C. Moypemna Sembona, Joachim Sioké Rainaldy,