Michael A. Thornton
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Person:1655580
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Exact discrete representations of linear continuous time models with mixed frequency data Journal of Time Series Analysis | 2019-12-06 | Paper |
| Continuous time ARMA processes: discrete time representation and likelihood evaluation Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
| Removing seasonality under a changing regime: filtering new car sales Computational Statistics and Data Analysis | 2017-06-30 | Paper |
| The aggregation of dynamic relationships caused by incomplete information Journal of Econometrics | 2014-08-06 | Paper |
| Continuous-time autoregressive moving average processes in discrete time: representation and embeddability Journal of Time Series Analysis | 2014-02-25 | Paper |
| DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES Econometric Theory | 2012-03-29 | Paper |
Research outcomes over time
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