Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO2; Kyoto protocol in Spain

• Published in: Stochastic environmental research and risk assessment Vol. 22; no. 1; pp. 57 - 66
• Main Authors: Gutiérrez, R., Gutiérrez-Sánchez, R., Nafidi, A.
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer-Verlag 2008; Springer Nature B.V
• Subjects: Aquatic Pollution; Carbon dioxide; Chemistry and Earth Sciences; Combinatorics; Computational Intelligence; Computer Science; Diffusion; Earth and Environmental Science; Earth Sciences; Emissions; Environment; Environmental research; Greenhouse gases; Kyoto Protocol; Math. Appl. in Environmental Science; Original Paper; Physics; Probability Theory and Stochastic Processes; Statistics for Engineering; Stochastic models; Waste Water Technology; Water Management; Water Pollution Control; Spain; GDP and global CO; Non-homogeneous lognormal and Gompertz diffusion process; Likelihood estimation in discrete sampling; emission; Exogenous factors; Trend functions
• ISSN: 1436-3240; 1436-3259
• DOI: 10.1007/s00477-006-0097-7

In this study, we propose a methodology to analyse the gradual secular trends present in the time evolution of certain endogenous variables, which are of particular interest in environmental research. This methodology is based on modelling such variables by nonhomogeneous stochastic diffusion processes, the trend functions of which may be made to depend on other, exogenous, variables, which are controllable and which affect and model, in turn, the possible irregularities of such trends. The methodology is applied to analyse the evolution of the emission of CO 2 in Spain, and it is shown that the evolution of the Spanish GDP affects the trend component. These circumstances are considered in the context of Spain’s non-compliance with the Kyoto protocol on controlling the emission of greenhouse gases.