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Continuous-Time Linear Models

About 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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  • Language:
  • English
  • ISBN:
  • 9781601985866
  • Binding:
  • Paperback
  • Pages:
  • 72
  • Published:
  • November 18, 2012
  • Dimensions:
  • 156x234x4 mm.
  • Weight:
  • 116 g.
Delivery: 1-2 weeks
Expected delivery: November 29, 2024

Description of 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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