Temporal disaggregation of stationary bivariate time series

DOI10.1016/S0024-3795(99)00096-8zbMath0968.62062WikidataQ127523743 ScholiaQ127523743MaRDI QIDQ1595148

Erin M. Hodgess, William W. S. Wei

Publication date: 17 September 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

bivariate ARMA processbivariate disaggregation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Forecasting aggregated vector ARMA processes
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS
• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
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