Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time

DOI10.1080/03610926.2014.968738zbMath1311.62174OpenAlexW2333925337MaRDI QIDQ5249191

Jacek Białek

Publication date: 29 April 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.968738

zbMATH Keywords

price index theoryprice indicesquantity indicesDivisia's approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Elementary price indices under the GBM price model

Cites Work

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• Mean value estimation using two-phase samples with missing data in both phases
• An exact price index for the almost ideal demand system
• Proposition of a General Formula for Price Indices
• ON PREDICTION OF TOTAL VALUE IN INCOMPLETELY SPECIFIED DOMAINS
• An interpretation of the factorial indexes in the light of Divisia Integral Indexes
• Representative Sampling, III: The Current Statistical Literature
• Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
• Divisia Index Numbers
• Axiomatic Price Index Theory: A Survey
• Simulation Study of an Original Price Index Formula

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