The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description

J.R. Magnus, B. Pesaran

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@article{b8c135e092e24a8b9d529989aad9d808,

title = "The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description",

author = "J.R. Magnus and B. Pesaran",

year = "1993",

language = "English",

volume = "8",

pages = "39--45",

journal = "Computational Statistics",

issn = "0943-4062",

publisher = "Springer Verlag",

}