The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
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Publication:5324878
DOI10.1111/j.1467-9469.2007.00592.xzbMath1198.62078MaRDI QIDQ5324878
Michael Sørensen, Julie Lyng Forman
Publication date: 8 August 2009
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2007.00592.x
conditional moments; maximum likelihood; stationary solutions; generator eigenfunctions; optimal martingale estimating functions
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