Comparison of Statistical Approaches for Reconstructing Random Coefficients in the Problem of Stochastic Modeling of Air–Sea Heat Flux Increments

Comparison of Statistical Approaches for Reconstructing Random Coefficients in the Problem of Stochastic Modeling of Air–Sea Heat Flux Increments

This paper compares two statistical methods for parameter reconstruction (random drift and diffusion coefficients of the Itô stochastic differential equation, SDE) in the problem of stochastic modeling of air–sea heat flux increment evolution. The first method relates to a nonparametric estimation o...

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Bibliographic Details
Main Authors: Konstantin P. Belyaev, Andrey K. Gorshenin, Victor Yu. Korolev, Anastasiia A. Osipova
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Mathematics
Subjects:
stochastic model
stochastic differential equation
parametric estimation
nonparametric estimation
semiparametric approach
finite normal mixtures
Online Access:https://www.mdpi.com/2227-7390/12/2/288

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https://www.mdpi.com/2227-7390/12/2/288

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