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

DOI10.1016/j.jmaa.2024.128530MaRDI QIDQ6614326

Si-Qi Li, Robert E. Gaunt

Publication date: 7 October 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

asymmetric Laplace distributionMeijer \(G\)-functionproduct distributionvariance-gamma distributionproduct of correlated normal random variables

Mathematics Subject Classification ID

Distribution theory (60Exx) Limit theorems in probability theory (60Fxx) Statistical distribution theory (62Exx)

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