Probability density function of the local score position
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Publication:2274252
DOI10.1016/j.spa.2018.10.008zbMath1422.60062MaRDI QIDQ2274252
Pierre Vallois, Agnès Lagnoux, Sabine Mercier
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2018.10.008
sequence analysis; Brownian bridge; Brownian excursions; reflected Brownian motion; local score; Lindley process
60J25: Continuous-time Markov processes on general state spaces
60J65: Brownian motion
60G17: Sample path properties