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11 changes: 11 additions & 0 deletions _projects/continuous-time.md
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---
name: "Continuous Time Stochastic Processes"
authors: "Thomas J. Sargent"
description: "Develops the theory of continuous time stochastic processes used in modern macroeconomics, from covariance stationarity and mean square calculus through Poisson and Wiener processes, stochastic differential equations, spectral densities and the Cramér representation, linear prediction, and the Kalman–Bucy filter, with companion papers on time aggregation, identification, and the aliasing problem."
link: https://thomassargent30.github.io/sargent-continuous-time/intro.html
image: continuous-time-thumb.png
order: 7
type: book
category: community
new: true
---
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