Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence

Jietao Xie, Juan Wu. Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence. INFORMS Journal on Computing, 32(1):164-171, 2020. [doi]

Authors

Jietao Xie

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Juan Wu

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