The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables, with Application to the AR(1) Model

Autor:	Forchini, G.
Zdroj:	Econometric Theory, 2002 Aug 01. 18(4), 823-852.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/3533414 Zobrazit plný text záznamu