An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample
混合存量与流量观测下一阶线性连续时间系统的精确离散对应模型
This article deals with the derivation of the exact discrete model that corresponds to a closed linear 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.