Efficient estimation of Markov regime-switching models: an application to electricity spot prices
type: Item
instance of: scholarly article
title: Efficient estimation of Markov regime-switching models: an application to electricity spot prices
zbMATH Open document ID: 1443.62471
author: Joanna Janczura
author: Rafał Weron
published in: AStA. Advances in Statistical Analysis
publication date: 2018-12-19T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 6995897
zbMATH Keywords: Markov regime-switching
zbMATH Keywords: energy economics
zbMATH Keywords: electricity spot price
zbMATH Keywords: EM algorithm
zbMATH Keywords: independent regimes
MaRDI profile type: Publication
full work available at URL: s10182-011-0181-2
OpenAlex ID: W2077417917
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DOI: 10.1007/S10182-011-0181-2
description: scientific article; zbMATH DE number 6995897