The basic distributional theory for the product of zero mean correlated normal random variables-Reference-Cited by-同舟云学术

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The basic distributional theory for the product of zero mean correlated normal random variables

Published:2022-04-15 Issue:4 Volume:76 Page:450-470
ISSN:0039-0402
Container-title:Statistica Neerlandica
language:en
Short-container-title:Statistica Neerlandica

Author:

Gaunt Robert E.¹^ORCID

Affiliation:

1. Department of Mathematics The University of Manchester Manchester UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/stan.12267

Reference56 articles.

1. The Probability Function of the Product of Two Normally Distributed Variables

2. Mathematical forms of the distribution of the product of two normal variables

3. A bound on the Wasserstein-2 distance between linear combinations of independent random variables

4. Azmoodeh E. Eichelsbacher P. &Thäle C.(2021).Optimal Variance‐Gamma approximation on Wiener space. arXiv:2106.16018.

5. Behavior of the generalized Rosenblatt process at extreme critical exponent values

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