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Estimation theory
Markov chain
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Mamon, Rogemar
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Computational Management Science : CMS
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Capturing the regime-switching and memory properties of interest rates
Xi, Xiaojing
;
Mamon, Rogemar
- In:
Computational economics
44
(
2014
)
3
,
pp. 307-337
Persistent link: https://www.econbiz.de/10010489078
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HMM filtering and parameter estimation of an electricity spot price model
Erlwein, Christina
;
Benth, Fred Espen
;
Mamon, Rogemar
- In:
Energy economics
32
(
2010
)
5
,
pp. 1034-1043
Persistent link: https://www.econbiz.de/10008934330
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Putting a price tag on temperature
Xiong, Heng
;
Mamon, Rogemar
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 259-296
Persistent link: https://www.econbiz.de/10011876585
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