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Items where Author is "Thornton, Michael A"

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Thornton, Michael A and Chambers, Marcus J (2017) Continuous time ARMA processes: Discrete time representation and likelihood evaluation. Journal of Economic Dynamics and Control, 79. pp. 48-65. DOI https://doi.org/10.1016/j.jedc.2017.03.012

Chambers, Marcus J and Thornton, Michael A (2012) DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES. Econometric Theory, 28 (1). pp. 219-238. DOI https://doi.org/10.1017/s0266466611000181

This list was generated on Wed Feb 1 06:44:57 2023 GMT.