Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient estimation of Markov regime-switching models: an application to electricity spot prices |
scientific article; zbMATH DE number 6995897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient estimation of Markov regime-switching models: an application to electricity spot prices |
scientific article; zbMATH DE number 6995897 |
Statements
Efficient estimation of Markov regime-switching models: an application to electricity spot prices (English)
0 references
19 December 2018
0 references
Markov regime-switching
0 references
energy economics
0 references
electricity spot price
0 references
EM algorithm
0 references
independent regimes
0 references
0 references
0.8339231610298157
0 references
0.8121572732925415
0 references
0.8040977120399475
0 references
0.7814123034477234
0 references
