Stochastic modeling of stratospheric temperature

DOI10.1007/s11004-021-09990-6zbMath1495.86006arXiv2107.00825OpenAlexW4206709130MaRDI QIDQ2676481

Steffen Mæland, Mari Dahl Eggen, Kristina Rognlien Dahl, Sven Peter Näsholm

Publication date: 27 September 2022

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.00825

zbMATH Keywords

stochastic modelingtime series analysisCARMA processesstratospheric temperature

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Meteorology and atmospheric physics (86A10) Computational methods for problems pertaining to geophysics (86-08)

Uses Software

• sde

Cites Work

• Unnamed Item
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• Processes of normal inverse Gaussian type
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• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
• STRATOSPHERIC DYNAMICS
• Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• Atmospheric and Oceanic Fluid Dynamics
• Representations of continuous-time ARMA processes
• Modeling and Pricing in Financial Markets for Weather Derivatives
• Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
• Lévy-driven CARMA processes

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