On the Exact Covariance of Products of Random Variables

DOI10.2307/2286081zbMath0186.52403OpenAlexW4248762824MaRDI QIDQ5580796

A. S. Goldberger, G. W. Bohrnstedt

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2286081

zbMATH Keywords

statistics

Related Items (18)

A consistent estimator of the evolutionary rate ⋮ The bullwhip effect in a manufacturing/remanufacturing supply chain under a price-induced non-standard ARMA(1,1) demand process ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Expectation and variance of item resemblance distributions in a convolution-correlation model of distributed memory ⋮ Distribution-free risk analysis ⋮ Cluster sampling for Morris method made easy ⋮ Inference and extrapolation in finite populations with special attention to clustering ⋮ Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds ⋮ Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information ⋮ A spatial hierarchical model for abundance of three ice-associated seal species in the eastern Bering Sea ⋮ Proactive and reactive purchasing planning under dependent demand, price, and yield risks ⋮ Yield and price forecasting for stochastic crop decision planning ⋮ Gains in efficiency from joint estimation of systems of autoregressive- moving average processes ⋮ Phylogenetic confidence intervals for the optimal trait value ⋮ On an extended interpretation of linkage disequilibrium in genetic case-control association studies ⋮ A note on the time series which is the product of two stationary time series ⋮ How fair-value accounting can influence firm hedging ⋮ Properties of nonlinear transformations of fractionally integrated processes.

This page was built for publication: On the Exact Covariance of Products of Random Variables