Estimation for rainfall-runoff modeled as a partially observed Markov process

DOI10.1007/BF02428422zbMath0892.76072MaRDI QIDQ1370379

T. N. Kaseke, Mary E. Thompson

Publication date: 26 October 1997

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationmartingale estimating functiondirect approximate likelihood approachfiltering approachstochastic Nash cascade modelssystem of linear stochastic differential equations

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

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• A stochastic differential equation approach to soil moisture
• Stochastic partial differential equations in groundwater hydrology. I: Theory
• Estimation for partially observed Markov processes
• The foundations of finite sample estimation in stochastic processes

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