Generalized Gaussian bridges. Sottinen, T. & Yazigi, A. Stochastic Process. Appl., 124(9):3084–3105, 2014.
Generalized Gaussian bridges [link]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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