Optimization of the generalized covariance estimator in noncausal processes (Q6581657)

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scientific article; zbMATH DE number 7889753
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Optimization of the generalized covariance estimator in noncausal processes
scientific article; zbMATH DE number 7889753

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    Optimization of the generalized covariance estimator in noncausal processes (English)
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    31 July 2024
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    mixed causal and noncausal models
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    generalized covariance estimator
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    simulated annealing
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    optimization
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    commodity prices
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