Continuous-Time Linear Models

By:

John Cochrane

Format:

Paperback / softback

Series:

Foundations and Trends(R) in Finance

Show Hide Adult Content

$129.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $32.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 13-25 June using International Courier

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.

Release date Australia

December 30th, 2012

Author

John Cochrane

Audience

Professional & Vocational

Pages

Series

Foundations and Trends(R) in Finance

Dimensions

156x234x4

ISBN-13

9781601985866

Product ID

20959424

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here