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Opis

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.

Szczegóły książki

Kategoria Knihy po anglicky Economics, finance, business & management Business & management Entrepreneurship

• Pełny tytuł: Continuous-Time Linear Models
• Autor: John Cochrane
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 72
• EAN: 9781601985866
• ISBN: 160198586X
• ID: 04834917
• Wydawca: now publishers Inc
• Waga: 113 g
• Wymiary: 234 × 156 × 4 mm
• Data wydania: 30. December 2012

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