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smicha's BibTeX entry:  

On the generation of correlated time series with a given probability density function

Signal Processing, 72(2): 61--68, 1999.
Authors: Sergey Primak and Vladimir Lyandres and Oren Kaufman and Mark Kliger
URL: http://www.sciencedirect.com/science/article/B6V18-3VJ35N6-1/1/861c5e892c559575c1312059a9a1b5dc
Tags: Stochastic differential equation
| URL | BibTeX  
@article{Primak1999,
title = {On the generation of correlated time series with a given probability density function},
author = {Sergey Primak and Vladimir Lyandres and Oren Kaufman and Mark Kliger},
day = {15},
journal = {Signal Processing},
month = {Jan},
number = {2},
pages = {61--68},
url = {http://www.sciencedirect.com/science/article/B6V18-3VJ35N6-1/1/861c5e892c559575c1312059a9a1b5dc},
volume = {72},
year = {1999},
keywords = {Stochastic differential equation }
}