Efficient estimation of Markov regime-switching models: An application to electricity spot prices

Title
Efficient estimation of Markov regime-switching models: An application to electricity spot prices
Authors
Keywords
-
Journal
AStA-Advances in Statistical Analysis
Volume 96, Issue 3, Pages 385-407
Publisher
Springer Nature
Online
2011-11-24
DOI
10.1007/s10182-011-0181-2

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