On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509): Difference between revisions

@@ Property / cites work @@
+On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
+Normal rank
@@ Property / cites work @@
+Q3999341
@@ Property / cites work: Q3999341 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+On parameter estimation of the hidden Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
+Normal rank
@@ Property / cites work @@
+Time Series Analysis and Its Applications
@@ Property / cites work: Time Series Analysis and Its Applications / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+KFAS
@@ Property / describes a project that uses: KFAS / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+dse
@@ Property / describes a project that uses: dse / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+astsa
@@ Property / describes a project that uses: astsa / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2996994397
@@ Property / OpenAlex ID: W2996994397 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01881
@@ Property / arXiv ID: 2108.01881 / rank @@
+Normal rank