HMM filtering and parameter estimation of an electricity spot price model
| Year of publication: |
2010
|
|---|---|
| Authors: | Erlwein, Christina ; Benth, Fred Espen ; Mamon, Rogemar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 32.2010, 5, p. 1034-1044
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