HMM filtering and parameter estimation of an electricity spot price model

Artikel › Journalartikel › 2010

Zitation

Erlwein, Christina; Benth, Fred E.; Mamon, Rogemar: HMM filtering and parameter estimation of an electricity spot price model. In: Energy Economics 32/5/2010. (2010), S. 1034 - 1043.

ISSN

0140-9883

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