Michael A. Thornton

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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!

PublicationDate of PublicationType
Exact discrete representations of linear continuous time models with mixed frequency data
Journal of Time Series Analysis
2019-12-06Paper
Continuous time ARMA processes: discrete time representation and likelihood evaluation
Journal of Economic Dynamics and Control
2018-08-09Paper
Removing seasonality under a changing regime: filtering new car sales
Computational Statistics and Data Analysis
2017-06-30Paper
The aggregation of dynamic relationships caused by incomplete information
Journal of Econometrics
2014-08-06Paper
Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
Journal of Time Series Analysis
2014-02-25Paper
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
Econometric Theory
2012-03-29Paper


Research outcomes over time


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