Methods for quarterly disaggregation without indicators; a comparative study using simulation

DOI10.1016/S0167-9473(02)00168-8zbMath1375.62028OpenAlexW2077350490MaRDI QIDQ951910

Delia Dávila Quintana, Alejandro Rodríguez Caro, Santiago Rodríguez Feijoó

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00168-8

zbMATH Keywords

simulationtime series disaggregation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites Work

• Linear transformations of vector ARMA processes
• Efficiency gains due to using missing data procedures in regression models
• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
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