Now Publishers
Continuous-Time Linear Models
Product Code:
9781601985866
ISBN13:
9781601985866
Condition:
New
$55.16
Continuous-Time Linear Models
$55.16
Discrete-time linear ARMA processes and lag operator notation are convenient for lots of calculations. Continuous-time representations often simplify economic models, and can handle interesting nonlinearities as well. But standard treatments of continuous-time processes typically don't mention how to adapt the discrete-time linear model concepts and lag operator methods to continuous time. Continuous-Time Linear Models attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas. The concluding section of this monograph collects the important formulas in one place. The author assumes a basic knowledge of discrete-time time-series representation methods and continuous-time representations.
| Author: John Cochrane |
| Publisher: Now Publishers |
| Publication Date: Nov 19, 2012 |
| Number of Pages: 72 pages |
| Binding: Paperback or Softback |
| ISBN-10: 160198586X |
| ISBN-13: 9781601985866 |
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