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Deterministic Parameter Change Models in Continuous and Discrete Time
Chambers, Marcus J.; Taylor, A. M. Robert - In: Journal of Time Series Analysis (2019)
Persistent link: https://www.econbiz.de/10012094980
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Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data
Chambers, Marcus J. - In: Journal of Time Series Analysis (2019)
Persistent link: https://www.econbiz.de/10012094985
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Econometric Modelling with Mixed Frequency and Temporally Aggregated Data
Chambers, Marcus J.; Zadrozny, Peter A. - In: Journal of Time Series Analysis 40 (2019) 6, pp. 869-871
Persistent link: https://www.econbiz.de/10012192362
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Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of Time Series Analysis 34 (2013) 5, pp. 552-561
Persistent link: https://www.econbiz.de/10010713462