The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model
G. Forchini
| Year of publication: |
2002
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|---|---|
| Authors: | Forchini, Giovanni |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 4, p. 823-852
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| Subject: | Cumulative distribution functions | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001687451