An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
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.
open linear non-stationary first-order continuous- time system
stationary autoregressive moving average time-series model
scientific article; zbMATH DE number 4094643
scientific article