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- Author: John Cochrane
- Publisher: Now Publishers
- ISBN-10: 160198586X
- ISBN-13: 9781601985866
- Format: 15.6 x 23.4 x 0.4 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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Description
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.
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- Author: John Cochrane
- Publisher: Now Publishers
- ISBN-10: 160198586X
- ISBN-13: 9781601985866
- Format: 15.6 x 23.4 x 0.4 cm, minkšti viršeliai
- Language: English English
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.
Reviews