Generalized Gaussian bridges. Sottinen, T. & Yazigi, A. Stochastic Process. Appl., 124(9):3084–3105, 2014.
Paper doi bibtex @article{MR3217434,
Author = {Sottinen, Tommi and Yazigi, Adil},
Date-Added = {2014-10-14 13:59:23 +0000},
Date-Modified = {2014-10-14 13:59:23 +0000},
Doi = {10.1016/j.spa.2014.04.002},
Fjournal = {Stochastic Processes and their Applications},
Issn = {0304-4149},
Journal = {Stochastic Process. Appl.},
Mrclass = {60G15 (60G07 60G22 91G80)},
Mrnumber = {3217434},
Number = {9},
Pages = {3084--3105},
Title = {Generalized {G}aussian bridges},
Url = {http://dx.doi.org/10.1016/j.spa.2014.04.002},
Volume = {124},
Year = {2014},
Bdsk-Url-1 = {http://dx.doi.org/10.1016/j.spa.2014.04.002}}
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