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~person:"Thornton, Michael A."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Thornton, Michael A.
Gil-Alaña, Luis A.
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1
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
Saved in:
2
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
Saved in:
3
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
4
Discrete time representation of continuous time ARMA processes
Chambers, Marcus J.
;
Thornton, Michael A.
- In:
Econometric theory
28
(
2012
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10009520954
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