Pages that link to "Item:Q1027370"
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The following pages link to Parameter estimation in commodity markets: a filtering approach (Q1027370):
Displaying 4 items.
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032) (← links)
- An alternative method to estimate parameters in modelling the behaviour of commodity prices (Q5001194) (← links)
- Modelling and filtering for dynamic investment in the precious-metals market (Q5044142) (← links)