The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878): Difference between revisions

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Revision as of 22:04, 19 March 2024

scientific article; zbMATH DE number 5592148
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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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