Modelling river flows as jump-diffusion processes

Authors

  • Mario Lefebvre Polytechnique Montréal, Montréal

DOI:

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

Keywords:

Wiener process, Poisson process, Method of moments

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.

Author Biography

  • Mario Lefebvre, Polytechnique Montréal, Montréal
    Department of Mathematics and Industrial Engineering

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Published

2024-02-13

Issue

Vol. 102 No. 1 (2024)

Section

Articles

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