HMM filtering and parameter estimation of an electricity...

Energy Economics 2010 Vol. 32; Iss. 5

HMM filtering and parameter estimation of an electricity spot price model

Christina Erlwein, Fred Espen Benth, Rogemar Mamon
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Volume:
32
Year:
2010
Language:
english
Pages:
10
DOI:
10.1016/j.eneco.2010.01.005
File:
PDF, 951 KB
english, 2010
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