Probability density function of the local score position
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Publication:2274252
DOI10.1016/j.spa.2018.10.008zbMath1422.60062OpenAlexW2898846977MaRDI QIDQ2274252
Agnès Lagnoux, Sabine Mercier, Pierre Vallois
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 analysisBrownian bridgeBrownian excursionsreflected Brownian motionlocal scoreLindley process
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Sample path properties (60G17)
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