A statistical identity linking folded and censored distributions
type: Item
instance of: scholarly article
title: A statistical identity linking folded and censored distributions
zbMATH Open document ID: 0879.90049
DOI: 10.1016/0165-1889(94)00834-5
author: Colin Rose
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 985127
zbMATH Keywords: Censored distributions
zbMATH Keywords: Random walks
zbMATH Keywords: Reflecting barriers
zbMATH Keywords: Exchange rate target zone
zbMATH Keywords: folded distributions
zbMATH Keywords: Gaussian stochastic processes
MaRDI profile type: Publication
full work available at URL: 0165-1889(94)00834-5
OpenAlex ID: W2054710031
cites work: Q5528194
cites work: Q3851319
cites work: Q3923307
cites work: Expected and Predicted Realignments: The FF/DM Exchange Rate during the EMS, 1979-93
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 985127