The Pearson diffusions: A class of statistically tractablediffusion processes

84 Citations (Scopus)

Original language	English
Journal	Scandinavian Journal of Statistics
Volume	35
Pages (from-to)	438 - 465
ISSN	0303-6898
Publication status	Published - 2008

Cite this

@article{a5b08f80cb8a11dd9473000ea68e967b,

title = "The Pearson diffusions: A class of statistically tractablediffusion processes",

author = "Forman, {Julie Lyng} and Michael S{\o}rensen",

year = "2008",

language = "English",

volume = "35",

pages = "438 -- 465",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

}