untitled
<OAI-PMH schemaLocation=http://www.openarchives.org/OAI/2.0/ http://www.openarchives.org/OAI/2.0/OAI-PMH.xsd>
<responseDate>2018-01-15T15:43:10Z</responseDate>
<request identifier=oai:HAL:hal-00286131v1 verb=GetRecord metadataPrefix=oai_dc>http://api.archives-ouvertes.fr/oai/hal/</request>
<GetRecord>
<record>
<header>
<identifier>oai:HAL:hal-00286131v1</identifier>
<datestamp>2018-01-11</datestamp>
<setSpec>type:UNDEFINED</setSpec>
<setSpec>subject:math</setSpec>
<setSpec>subject:stat</setSpec>
<setSpec>collection:CNRS</setSpec>
<setSpec>collection:UNIV-ORLEANS</setSpec>
<setSpec>collection:INSMI</setSpec>
<setSpec>collection:CEREMADE</setSpec>
<setSpec>collection:MSL</setSpec>
<setSpec>collection:UNIV-AG</setSpec>
<setSpec>collection:PSL</setSpec>
<setSpec>collection:MSL-THESE</setSpec>
</header>
<metadata><dc>
<publisher>HAL CCSD</publisher>
<title lang=en>A model for dissipation: cascade SDE with Markov regime-switching and Dirichlet prior</title>
<creator>Bernard, Didier</creator>
<creator>Emilion, Richard</creator>
<creator>K. Iyer, Srikanth</creator>
<creator>Tossa, Adaté</creator>
<contributor>Laboratoire de Physique de l'Atmosphère Tropicale (LPAT) ; Université des Antilles et de la Guyane (UAG)</contributor>
<contributor>Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) ; Université d'Orléans (UO) - Centre National de la Recherche Scientifique (CNRS)</contributor>
<contributor>CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) ; Université Paris-Dauphine - Centre National de la Recherche Scientifique (CNRS)</contributor>
<description>27 pages</description>
<identifier>hal-00286131</identifier>
<identifier>https://hal.archives-ouvertes.fr/hal-00286131</identifier>
<identifier>https://hal.archives-ouvertes.fr/hal-00286131/document</identifier>
<identifier>https://hal.archives-ouvertes.fr/hal-00286131/file/Srik11_PhysicaDDspace.pdf</identifier>
<source>https://hal.archives-ouvertes.fr/hal-00286131</source>
<source>27 pages. 2008</source>
<language>en</language>
<subject lang=en>Stochastic Differential equation</subject>
<subject lang=it>Cascade model</subject>
<subject lang=it>Dirichlet process</subject>
<subject lang=it>dissipation</subject>
<subject lang=it>Mangrove</subject>
<subject lang=it>Markov regime switching</subject>
<subject lang=it>random environment</subject>
<subject lang=it>Stochastic Differential equation.</subject>
<subject>[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]</subject>
<subject>[STAT.TH] Statistics [stat]/Statistics Theory [stat.TH]</subject>
<type>info:eu-repo/semantics/preprint</type>
<type>Preprints, Working Papers, ...</type>
<description lang=en>Cascade Stochastic Differential Equation (SDE), a continuous time model for energy dissipation in turbulence, is a generalization of the Yaglom discrete cascade model. We extend this SDE to a model in random environment by assuming that its two parameters are switched by a continuous time Markov chain whose states represent the states of the environment. Moreover, a Dirichlet process is placed as a prior on the space of sample paths of this chain. We propose a Bayesian estimation method of this model which is tested both on simulated data and on real data of wind speed measured at the entrance of the mangrove ecosystem in Guadeloupe.</description>
<date>2008-06-17</date>
<contributor>ANR : Projet Atmo-mangrove, Projet Atmo-mangrove</contributor>
</dc>
</metadata>
</record>
</GetRecord>
</OAI-PMH>
