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]

@article{XieW20-0,
  title = {Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence},
  author = {Jietao Xie and Juan Wu},
  year = {2020},
  doi = {10.1287/ijoc.2018.0852},
  url = {https://doi.org/10.1287/ijoc.2018.0852},
  researchr = {https://researchr.org/publication/XieW20-0},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {32},
  number = {1},
  pages = {164-171},
}