Recent Papers

1. Discrete Time Representation of Continuous Time ARMA processes (with Marcus J Chambers) Forthcoming in Econometric Theory.

2. Modelling Seasonality in UK car sales pdf Forthcoming in Computational Statistics and Data Analysis.

3. The Aggregation of Dynamic Relationships caused by Incomplete Information pdf Submitted to the Journal of Econometrics.

4. On the Equivalence of Discrete Time Representations of Continuous Time ARMA Processes (with Marcus J Chambers) pdf Submitted to the Journal of Time Series Analysis.