Parameter estimation in commodity markets: a filtering approach (Q1027370)
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scientific article; zbMATH DE number 5573574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in commodity markets: a filtering approach |
scientific article; zbMATH DE number 5573574 |
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Parameter estimation in commodity markets: a filtering approach (English)
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1 July 2009
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filtering
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parameter estimation
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futures price
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EM algorithm
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