This paper derives the joint moment generating function of quadratic forms occurring in seasonal autoregressive models under stationary, unit root, and explosive specifications. The results are then ...

This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...

Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution. Such assessments ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, moment generating functions, law of large numbers, ...