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.
| Autorius: | John Cochrane |
| Leidėjas: | Now Publishers Inc |
| Išleidimo metai: | 2012 |
| Knygos puslapių skaičius: | 72 |
| ISBN-10: | 160198586X |
| ISBN-13: | 9781601985866 |
| Formatas: | 234 x 156 x 4 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
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