A statistical identity linking folded and censored distributions
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Publication:672675
DOI10.1016/0165-1889(94)00834-5zbMath0879.90049MaRDI QIDQ672675
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
Random walks; folded distributions; Censored distributions; Exchange rate target zone; Gaussian stochastic processes; Reflecting barriers
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