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Wir sind gerne für Sie daDiscrete-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.
Produkteigenschaften
- Artikelnummer: 9781601985866
- Medium: Buch
- ISBN: 978-1-60198-586-6
- Verlag: Now Publishers
- Erscheinungstermin: 31.12.2012
- Sprache(n): Englisch
- Auflage: 1. Auflage 2012
- Serie: Foundations and Trends® in Finance
- Produktform: Kartoniert
- Seiten: 64
- Format (B x H): 156 x 234 mm
- Ausgabetyp: Kein, Unbekannt