摘要翻译:
针对扩散过程中的跳跃检测,提出了一种新的贝叶斯显著性检验方法。对于具有极端值异常值的时间数据,如金融数据、降雨或构造力记录等,这是一个有利的过程。
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英文标题:
《Full Bayesian analysis for a class of jump-diffusion models》
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作者:
Laura L. R. Rifo, Soledad Torres
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最新提交年份:
2008
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分类信息:
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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英文摘要:
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.
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PDF链接:
https://arxiv.org/pdf/708.4131