The distribution of the product of independent variance-gamma random variables

MaRDI QIDQ6519611arXivFDO

Authors Robert E. Gaunt, Si-Qi Li

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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