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An Exact Discrete Analog to a Closed LinearFirst-Order Continuous-Time System with MixedSample
Published online by Cambridge University Press: 11 February 2009
Abstract
This article deals with the derivation of the exactdiscrete model that corresponds to a closed linearfirst-order continuous-time system with mixed stockand flow data. This exact discrete model is (underappropriate additional conditions) a stationaryautoregressive moving average time series model andmay allow one to obtain asymptotically efficientestimators of the parameters describing thecontinuous-time system.
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- Copyright © Cambridge University Press 1987
References
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