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Multivariate normal integrals for highly correlated samples from a wiener process - MaRDI portal

Multivariate normal integrals for highly correlated samples from a wiener process (Q5583534)

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scientific article; zbMATH DE number 3301942
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Multivariate normal integrals for highly correlated samples from a wiener process
scientific article; zbMATH DE number 3301942

    Statements

    title
    Multivariate normal integrals for highly correlated samples from a wiener process (English)
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    author
    J. A. McFadden
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    J. L. Lewis
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    publication date
    1967
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    zbMATH Keywords
    statistics
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    Identifiers

    DOI
    10.2307/3212025
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    zbMATH DE Number
    3301942
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    OpenAlex ID
    W2316760190
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