The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
Article first published online: 24 APR 2008
© Board of the Foundation of the Scandinavian Journal of Statistics 2008
Scandinavian Journal of Statistics
Volume 35, Issue 3, pages 438–465, September 2008
How to Cite
FORMAN, J. L. and SØRENSEN, M. (2008), The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes. Scandinavian Journal of Statistics, 35: 438–465. doi: 10.1111/j.1467-9469.2007.00592.x
- Issue published online: 22 AUG 2008
- Article first published online: 24 APR 2008
- Received November 2006, in final form November 2007
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