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

J.R. Magnus, B. Pesaran

Research output: Contribution to journalArticleScientificpeer-review

208 Downloads (Pure)
Original languageEnglish
Pages (from-to)39-45
JournalComputational Statistics
Volume8
Publication statusPublished - 1993

Cite this

@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",

}

The evaluation of cumulants and moments of quadratic forms in normal variables (CUM) : Technical description. / Magnus, J.R.; Pesaran, B.

In: Computational Statistics, Vol. 8, 1993, p. 39-45.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - The evaluation of cumulants and moments of quadratic forms in normal variables (CUM)

T2 - Technical description

AU - Magnus, J.R.

AU - Pesaran, B.

PY - 1993

Y1 - 1993

M3 - Article

VL - 8

SP - 39

EP - 45

JO - Computational Statistics

JF - Computational Statistics

SN - 0943-4062

ER -