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Resumen de A characterization of multivariate normal stable Tweedie models and their associated polynomials

Célestin C. Kokonendji Árbol académico, Cyrille C. Moypemna Sembona, Joachim Sioké Rainaldy

  • 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.


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