An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample (Q1118324)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample |
scientific article; zbMATH DE number 4094643
| 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 |
scientific article; zbMATH DE number 4094643 |
Statements
An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample (English)
0 references
1988
0 references
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.
0 references
exact discrete model
0 references
open linear non-stationary first-order continuous- time system
0 references
mixed stock and flow data
0 references
stationary autoregressive moving average time-series model
0 references
asymptotically efficient estimators
0 references
0 references
0.85725236
0 references
0.85674644
0 references
0.8488751
0 references
0.8477258
0 references
0.8444451
0 references
0.8356837
0 references
