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A note on the distribution of the product of zero‐mean correlated normal random variables

  • Published:2018-07-25 Issue:2 Volume:73 Page:176-179
  • ISSN:0039-0402
  • Container-title:Statistica Neerlandica
  • language:en
  • Short-container-title:Statistica Neerlandica

Author:

Gaunt Robert E.1ORCID

Affiliation:

1. School of MathematicsThe University of Manchester Manchester M13 9PL UK

Funder

Dame Kathleen Ollerenshaw Fellowship

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 24 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Absolute moments of the variance-gamma distribution;Journal of Mathematical Analysis and Applications;2025-03

2. The distribution of the product of independent variance-gamma random variables;Journal of Mathematical Analysis and Applications;2024-11

3. ON THE CUMULATIVE DISTRIBUTION FUNCTION OF THE VARIANCE-GAMMA DISTRIBUTION;Bulletin of the Australian Mathematical Society;2024-01-29

4. The variance-gamma ratio distribution;Comptes Rendus. Mathématique;2023-10-24

5. On the moments of the variance-gamma distribution;Statistics & Probability Letters;2023-10
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