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]
@article{BuonocoreNP18,
title = {Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary},
author = {Aniello Buonocore and Amelia G. Nobile and Enrica Pirozzi},
year = {2018},
doi = {10.1016/j.csda.2017.08.008},
url = {https://doi.org/10.1016/j.csda.2017.08.008},
researchr = {https://researchr.org/publication/BuonocoreNP18},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {118},
pages = {40-53},
}