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The basic distributional theory for the product of zero mean correlated
  normal random variables
v1v2 (latest)

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

5 June 2021
Robert E. Gaunt
ArXiv (abs)PDFHTML

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

3 / 3 papers shown
Title
Stable network inference in high-dimensional graphical model using
  single-linkage
Stable network inference in high-dimensional graphical model using single-linkage
Emilie Devijver
Rémi Molinier
M. Gallopin
57
0
0
14 Jun 2024
The Variance-Gamma Distribution: A Review
The Variance-Gamma Distribution: A Review
Adrian Fischer
Robert E. Gaunt
A. Sarantsev
51
18
0
09 Mar 2023
On the moments of the variance-gamma distribution
On the moments of the variance-gamma distribution
Robert E. Gaunt
47
7
0
16 Sep 2022
1