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Continuous-Time Linear Models

Bag om Continuous-Time Linear Models

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. This book attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781601985866
  • Indbinding:
  • Paperback
  • Sideantal:
  • 72
  • Udgivet:
  • 30. december 2012
  • Størrelse:
  • 234x156x4 mm.
  • 8-11 hverdage.
  • 20. november 2024

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Beskrivelse af Continuous-Time Linear Models

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. This book attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas.

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