- Article
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 and
- Napat Rujeerapaiboon
This paper focuses mainly on the problem of computing the γth, γ>0, moment of a random variable Yn:=∑i=1nαiXi in which the αi’s are positive real numbers and the Xi’s are independent and distributed accordin...

