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- W2022270942 abstract "The Full Bayesian Significance Test (FBST) is adjusted for jump detection in a diffusion process. Under a natural parameterization, pure diffusion can be seen as a precise hypothesis. The evidence measure defined by FBST deals with absolutely continuous posterior distributions, when posterior rates for precise hypotheses are not appropriate. Applications to simulated and real data are shown." @default.
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- W2022270942 date "2009-04-08" @default.
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- W2022270942 title "Full Bayesian Analysis for a Class of Jump-Diffusion Models" @default.
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- W2022270942 doi "https://doi.org/10.1080/03610920802395694" @default.
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