NDLI: A martingale characterization of Pólya-Lundberg processes

Content Provider	Scilit
Author	Niese, Birgit
Copyright Year	2006
Description	We study exponential families within the class of counting processes and show that a mixed Poisson process belongs to an exponential family if and only if it is either a Poisson process or has a gamma structure distribution. This property can be expressed via exponential martingales.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/DC0CE64093341E8EA2982EABCD9A512A/S0021900200002072a.pdf/div-class-title-a-martingale-characterization-of-polya-lundberg-processes-div.pdf
Ending Page	754
Page Count	14
Starting Page	741
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200002072
Journal	Journal of applied probability
Issue Number	03
Volume Number	43
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2006-09-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Applied Mathematics Mixed Poisson Process lundberg Process Exponential Family
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in