An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample
推导了混合存量与流量数据下封闭线性一阶连续时间系统的精确离散模型，该模型为平稳ARMA过程，可用于估计连续系统参数。
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.