NewEvery arXiv paper, its researchers & institutions — mapped.
paper

Full Bayesian analysis for a class of jump-diffusion models

arXiv:0708.4131 · doi:10.1063/1.3039004

Abstract

A new Bayesian significance test is adjusted for jump detection in a diffusion process. This is an advantageous procedure for temporal data having extreme valued outliers, like financial data, pluvial or tectonic forces records and others.

15 pages, 7 figures; real data analysis added