A regime switching long memory model for electricity prices (Q291856): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B74
@@ Property / Mathematics Subject Classification ID: 91B74 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591856
@@ Property / zbMATH DE Number: 6591856 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+electricity prices
@@ Property / zbMATH Keywords: electricity prices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecasting
@@ Property / zbMATH Keywords: forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration and cointegration
@@ Property / zbMATH Keywords: fractional integration and cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov switching
@@ Property / zbMATH Keywords: Markov switching / rank @@
+Normal rank

A regime switching long memory model for electricity prices (Q291856): Difference between revisions

Revision as of 19:58, 27 June 2023

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Mathematics(0 entries)