Modelling river flows as jump-diffusion processes

Mario Lefebvre

Abstract


The streamflow of a river is modelled as a jump-diffusion process. The jump size is distributed as an exponential random variable. The various parameters of the model are estimated by using the method of moments. An application to the Mississippi River is presented.

Keywords


Wiener process; Poisson process; Method of moments

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DOI: https://doi.org/10.1478/AAPP.1021A4

Copyright (c) 2024 Mario Lefebvre

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