The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878)
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scientific article; zbMATH DE number 5592148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes |
scientific article; zbMATH DE number 5592148 |
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The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (English)
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8 August 2009
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stationary solutions
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conditional moments
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generator eigenfunctions
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maximum likelihood
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optimal martingale estimating functions
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