1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2007
Full Bayesian analysis for a class of jump-diffusion models
Laura L. R. Rifo, Soledad Torres
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 fin…
math.PR2007★ 1 cited
Donsker theorem for the Rosenblatt process and a binary market model
Ciprian Tudor, Soledad Torres
In this paper, we prove a Donsker type approximation theorem for the Rosenblatt process, which is a selfsimilar stochastic process exhibiting long range dependence. By using numeri…