Bench-Marking Time Series with Reliable Bench-Marks

DOI10.2307/2347386zbMath0707.62187OpenAlexW2469156998MaRDI QIDQ3489230

Abdelwahed Trabelsi, Steven C. Hillmer

Publication date: 1990

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347386

zbMATH Keywords

signal extractiondata adjustmentautoregressive integrated moving average modelshistorical revision

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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A Polynomial Method for Temporal Disaggregation of Multivariate Time Series ⋮ A Bayesian benchmarking of the Scott–Smith model for small areas ⋮ A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data ⋮ A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series ⋮ Comments on: ``Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation ⋮ A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series

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