Inversion Formulae for the Distribution of Ratios

Cited in

(34)

The distribution of the Durbin-Watson statistic in integrated and near-integrated models
Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
Distributional results for means of normalized random measures with independent increments
Positive-part moments via characteristic functions, and more general expressions
The exact distribution of indefinite quadratic forms in noncentral normal vectors
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Exact distribution and moments for the RLS estimate in a time-varying AR(1) process
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Normalized random measures driven by increasing additive processes
Fourier methods for smooth distribution function estimation
Boundary driven zero-range processes in random media
Numerical integration rules for multivariate inversions
Some simple approximate solutions to the behrens-fisher problem
The limiting distribution of the least‐squares estimator in nearly integrated seasonal models
Mathematical forms of the distribution of the product of two normal variables
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors
Power functions and envelopes for unit root tests
The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL
scientific article; zbMATH DE number 7387619 (Why is no real title available?)
The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
On approximating the distribution of indefinite quadratic forms
Path integral method for limiting distribution of an estimator arising from an AR(1)-process with a unit root
On a class of distributions on the simplex
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Pricing guaranteed annuity options in a linear-rational Wishart mortality model
On deconvolution of distribution functions
Random probability measures with fixed mean distributions
Convolution-t distributions
The distribution of matrix quotients
Distributional properties of means of random probability measures

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