Items where authors include "Thornton, Michael Alan"

Article

Thornton, Michael Alan orcid.org/0000-0002-4470-809X (2019) Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data. Journal of Time Series Analysis. 5. pp. 951-967. ISSN 1467-9892

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

Thornton, Michael Alan orcid.org/0000-0002-4470-809X (2013) Removing seasonality under a changing regime:Filtering new car sales. Computational Statistics & Data Analysis. 4. pp. 4-14. ISSN 0167-9473

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.