Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2411.19192 |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Sommario:
- In this paper we extend models for the dynamic of the temperatures by considering random switching between Levy noises instead of Brownian motions, with a mean-reverting movement towards a seasonal periodic function. The use of Levy noises allows for jumps, capturing, together with the regime changes, sudden and relatively persistent oscillations in the weather. An approximated close-form expression for the characteristic function of the temperature process under an Esscher transform is given.