The distribution of the product of independent variance-gamma random variables-Reference-Cited by-同舟云学术

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The distribution of the product of independent variance-gamma random variables

Published:2024-11 Issue:1 Volume:539 Page:128530
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Gaunt Robert E.^ORCID,Li Siqi

Funder

University of Manchester

EPSRC

Publisher

Elsevier BV

Reference35 articles.

1. Asymptotics of supremum distribution of a Gaussian process over a Weibullian time;Arendarczyk;Bernoulli,2011

2. On the frequency function of xy;Craig;Ann. Math. Stat.,1936

3. Exact distribution for the product of two correlated Gaussian random variables;Cui;IEEE Signal Process. Lett.,2016

4. Some applications of the Mellin transform in statistics;Epstein;Ann. Math. Stat.,1948

5. The Variance-Gamma Distribution: A Review;Fischer;Stat. Sci.,2024

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