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]