Before revision:  As in Figueroa-L\'opez and Nisen (2013), we use the expected number of jump misclassification as the objective function to optimally select the threshold parameter of the jump detection scheme.
After revision:  As in Figueroa-L\'opez and Nisen (2013), we use the expected number of jump misclassifications as the objective function to optimally select the threshold parameter of the jump detection scheme.