Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
type: Item
instance of: scholarly article
title: Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
zbMATH Open document ID: 1469.60008
author: Enrica Pirozzi
author: Aniello Buonocore
author: Amelia G. Nobile
published in: Computational Statistics and Data Analysis
publication date: 2018-08-17T00:00:00Z
Mathematics Subject Classification ID: 60-08
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6920164
zbMATH Keywords: acceptance-rejection method
zbMATH Keywords: inverse transform method
zbMATH Keywords: restricted Wiener and Ornstein-Uhlenbeck processes
Wikidata QID: Q63434400
describes a project that uses: sde
MaRDI profile type: Publication
full work available at URL: j.csda.2017.08.008
OpenAlex ID: W2752651557
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DOI: 10.1016/J.CSDA.2017.08.008
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description: scientific article; zbMATH DE number 6920164