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Entropy 2016, 18(7), 241;

A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion

Institute of Mathematics and Statistics, University of Campinas, Rua Sergio Buarque de Holanda 651, 13083-859 Campinas, Brazil
Facultad de Ciencias, Universidad del Bío-Bío, Av Collao 1202, casilla 5C Concepción, Chile
Centro de Investigación y Gestión de Recursos Naturales (CIGREN), Instituto de Biología, Universidad de Valparaíso, Av. Gran Bretaña 1111, 2360102 Valparaíso, Chile
Centre for Research and Modeling of Random Phenomena—Valparaíso (CIMFAV), Facultad de Ingeniería, Universidad de Valparaíso, General Cruz 222, 2362905 Valparaíso, Chile
Author to whom correspondence should be addressed.
Academic Editors: Julio Stern and Adriano Polpo
Received: 22 May 2016 / Revised: 21 June 2016 / Accepted: 22 June 2016 / Published: 28 June 2016
(This article belongs to the Special Issue Statistical Significance and the Logic of Hypothesis Testing)
Full-Text   |   PDF [677 KB, uploaded 28 June 2016]   |  


In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments. We are interested in processes where a semi-permeable barrier splits the state space, producing a skewed diffusion that can have different rates on each side. In this work, the asymptotic behavior of some Bayesian inferences for this class of processes is discussed and validated through simulations. As an application, we model the location of South American sea lions (Otaria flavescens) on the coast of Calbuco, southern Chile, which can be used to understand how the foraging behavior of apex predators varies temporally and spatially. View Full-Text
Keywords: skew Brownian motion; Bayes estimator; consistency; e-value skew Brownian motion; Bayes estimator; consistency; e-value

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Barahona, M.; Rifo, L.; Sepúlveda, M.; Torres, S. A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion. Entropy 2016, 18, 241.

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