Items where authors include "Chambers, Marcus"

Article

Thornton, Michael Alan orcid.org/0000-0002-4470-809X and Chambers, Marcus (2017) Continuous Time ARMA Processes : Discrete Time Representation and Likelihood Evaluation. Journal of Economic Dynamics and Control. pp. 48-65. ISSN 0165-1889

Thornton, Michael Alan orcid.org/0000-0002-4470-809X and Chambers, Marcus (2016) The Exact Discretisation of CARMA Models with Applications in Finance. Journal of empirical finance. 739 - 761. ISSN 0927-5398

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

Book Section

Chambers, Marcus, Thornton, Michael Alan orcid.org/0000-0002-4470-809X and McCrorie, Roderick (2018) Continuous Time Modelling Based on an Exact Discrete Time Representation. In: van Montfort, Kees, Oud, Johan and Voelkle, Manuel, (eds.) Continuous Time Modeling in the Behavioral and Related Sciences. Springer , 317 - 357.