DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES

Chambers, Marcus and Thornton, Michael Alan orcid.org/0000-0002-4470-809X (2012) DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES. Econometric Theory. 219 -238. ISSN 0266-4666

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Authors/Creators:
Keywords: Economics and Econometrics,Social Sciences (miscellaneous)
Dates:
  • Published: February 2012
  • Published (online): 1 February 2012
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Jul 2013 00:06
Last Modified: 14 Mar 2020 00:10
Published Version: https://doi.org/10.1017/S0266466611000181
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1017/S0266466611000181
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