Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension

Sanae Rujivan, Athinan Sutchada, Kittisak Chumpong, Napat Rujeerapaiboon

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DOI: 10.3390/math11051276
Published: 2023-03-06
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math11051276,
  title = {Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension},
  author = {Sanae Rujivan and Athinan Sutchada and Kittisak Chumpong and Napat Rujeerapaiboon},
  year = {2023},
  journal = {Mathematics},
  doi = {10.3390/math11051276},
  url = {https://doi.org/10.3390/math11051276}
}

RIS

TY  - JOUR
TI  - Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension
AU  - Sanae Rujivan
AU  - Athinan Sutchada
AU  - Kittisak Chumpong
AU  - Napat Rujeerapaiboon
PY  - 2023
JO  - Mathematics
DO  - 10.3390/math11051276
UR  - https://doi.org/10.3390/math11051276
ER  -

APA

Rujivan, S., Sutchada, A., Chumpong, K., & Rujeerapaiboon, N. (2023). Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension. Mathematics. https://doi.org/10.3390/math11051276

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crossref · retrieved 2026-11-10T06:00:04.114Z