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Discrete time representation of stationary and non-stationary continuous time systems
Chambers, Marcus J. - In: Journal of economic dynamics & control 23 (1999) 4, pp. 619-639
Persistent link: https://www.econbiz.de/10001411163
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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
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Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
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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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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - 2016
Persistent link: https://www.econbiz.de/10011538144
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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
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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