@book{1bf04f9216a040e58a1f1487d2d92902,

title = "On the representation of distributions with rational moment generating functions",

abstract = "This paper addresses a question concerning the generality of certain parameterisations of distributions which have a multivariate rational moment generating function. It is shown that the class of bilateral matrix-exponential distributions, as introduced in [2], is strictly larger than the bilateral multi-variate matrix-exponential distributions that arise as a generalisation of the the MPH? distributions introduced by Kulkarni [4].",

keywords = "Multivariate matrix-exponential distribution, Bilateral multivariate matrix-exponential distribution, Characterisation",

author = "Mogens Bladt and Nielsen, {Bo Friis}",

year = "2012",

language = "English",

series = "D T U Compute. Technical Report",

publisher = "Technical University of Denmark",

number = "2012-16",

}