A statistical identity linking folded and censored distributions

DOI10.1016/0165-1889(94)00834-5zbMath0879.90049OpenAlexW2054710031MaRDI QIDQ672675

Colin Rose

Publication date: 28 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00834-5

zbMATH Keywords

Random walksfolded distributionsCensored distributionsExchange rate target zoneGaussian stochastic processesReflecting barriers

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Cites Work

• Expected and Predicted Realignments: The FF/DM Exchange Rate during the EMS, 1979-93
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A statistical identity linking folded and censored distributions