Modeling clusters in streamflow time series based on an affine process

DOI10.1007/978-981-19-0836-1_29MaRDI QIDQ6636251zbMATH OpenFDO

Authors Hidekazu Yoshioka, Yumi Yoshioka

Publication date 12 November 2024

Full work available at URL https://doi.org/10.1007/978-981-19-0836-1_29

zbMATH Keywords

affine jump processclustersdischarge

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Affine processes under parameter uncertainty
• Exchange options under clustered jump dynamics
• Polynomial jump-diffusion models
• The Alpha‐Heston stochastic volatility model

Cited in

(1)

• Dam management in the era of climate change

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