scientific article

zbMath0706.62082MaRDI QIDQ3486699

Daniel O. Stram, William W. S. Wei

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series modelautocovariance structuredata disaggregationaggregate autoregressive integrated moving average ARIMA(p,d,r) modeldisaggregate modelmodel disaggregation methodnon-seasonal modelsroots of the autoregressive polynomial

Mathematics Subject Classification ID

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

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A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data ⋮ Temporal aggregation of random walk processes and implications for economic analysis ⋮ A note on the asymptotic distribution of the maxima in disaggregated time-series models. ⋮ Methods for quarterly disaggregation without indicators; a comparative study using simulation ⋮ Interpolation and backdating with a large information set ⋮ A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models ⋮ Temporal disaggregation of stationary bivariate time series

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