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