Thornton, Michael A. Exact discrete representations of linear continuous time models with mixed frequency data. (English) Zbl 1477.62253 J. Time Ser. Anal. 40, No. 6, 951-967 (2019). Reviewer: Christopher Policastro (New York) MSC: 62M10 62H12 62P20 PDFBibTeX XMLCite \textit{M. A. Thornton}, J. Time Ser. Anal. 40, No. 6, 951--967 (2019; Zbl 1477.62253) Full Text: DOI Link
Thornton, Michael A.; Chambers, Marcus J. Continuous time ARMA processes: discrete time representation and likelihood evaluation. (English) Zbl 1401.91506 J. Econ. Dyn. Control 79, 48-65 (2017). MSC: 91B84 62M10 62P20 91B82 PDFBibTeX XMLCite \textit{M. A. Thornton} and \textit{M. J. Chambers}, J. Econ. Dyn. Control 79, 48--65 (2017; Zbl 1401.91506) Full Text: DOI Link