Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary

Aniello Buonocore, Amelia G. Nobile, Enrica Pirozzi. Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary. Computational Statistics & Data Analysis, 118:40-53, 2018. [doi]

Authors

Aniello Buonocore

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Amelia G. Nobile

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Enrica Pirozzi

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