An algorithm for estimating time-varying commodity price models

Boris I. Godoy, Graham C. Goodwin, Juan C. Agüero, Alejandro J. Rojas. An algorithm for estimating time-varying commodity price models. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 1563-1568, IEEE, 2009. [doi]

@inproceedings{GodoyGAR09,
  title = {An algorithm for estimating time-varying commodity price models},
  author = {Boris I. Godoy and Graham C. Goodwin and Juan C. Agüero and Alejandro J. Rojas},
  year = {2009},
  doi = {10.1109/CDC.2009.5399546},
  url = {http://dx.doi.org/10.1109/CDC.2009.5399546},
  tags = {C++},
  researchr = {https://researchr.org/publication/GodoyGAR09},
  cites = {0},
  citedby = {0},
  pages = {1563-1568},
  booktitle = {Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China},
  publisher = {IEEE},
}