An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample (Q1118324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample |
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An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample (English)
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1988
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This article deals with the derivation of an exact discrete model that corresponds to an open linear non-stationary first-order continuous-time system with mixed stock and flow data. This exact discrete model is (under appropriate additional conditions) a stationary autoregressive moving average time-series model and may allow one to obtain asymptotically efficient estimators of the parameters describing the continuous-time system.
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exact discrete model
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open linear non-stationary first-order continuous- time system
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mixed stock and flow data
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stationary autoregressive moving average time-series model
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asymptotically efficient estimators
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