The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model

Giovanni Forchini

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{e008b3ef5891423e8f610a581bf1fcfd,

title = "The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model",

author = "Giovanni Forchini",

year = "2002",

language = "English",

volume = "18",

pages = "823 -- 852",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "4",

}