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Anglický jazyk
Continuous-Time Linear Models
Autor: John Cochrane
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... Viac o knihe
Na objednávku
59.85 €
bežná cena: 66.50 €
O knihe
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.
- Vydavateľstvo: Now Publishers Inc
- Rok vydania: 2012
- Formát: Paperback
- Rozmer: 234 x 156 mm
- Jazyk: Anglický jazyk
- ISBN: 9781601985866
