Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253)
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scientific article; zbMATH DE number 6995897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of Markov regime-switching models: an application to electricity spot prices |
scientific article; zbMATH DE number 6995897 |
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Efficient estimation of Markov regime-switching models: an application to electricity spot prices (English)
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19 December 2018
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Markov regime-switching
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energy economics
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electricity spot price
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EM algorithm
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independent regimes
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