On correlated measurement errors in the Schwartz-Smith two-factor model (Q2148726)
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: On correlated measurement errors in the Schwartz-Smith two-factor model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On correlated measurement errors in the Schwartz-Smith two-factor model |
scientific article |
Statements
On correlated measurement errors in the Schwartz-Smith two-factor model (English)
0 references
24 June 2022
0 references
pricing
0 references
futures
0 references
commodity
0 references
\(\mathrm{CO}_2\) emission allowances
0 references
Kalman filter
0 references
correlation
0 references
maximum likelihood estimation
0 references
linear state-space model
0 references
