The basic distributional theory for the product of zero mean correlated normal random variables

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Abstract

@article{375ac66eea6d40bc86af943112eb1556,

title = "The basic distributional theory for the product of zero mean correlated normal random variables",

author = "Gaunt, {Robert E.}",

year = "2022",

month = mar,

day = "4",

language = "English",

journal = "Statistica Neerlandica",

issn = "0039-0402",

publisher = "John Wiley & Sons Ltd",

}