Aggregation and Disaggregation of Structural Time Series Models

DOI10.1111/1467-9892.00131MaRDI QIDQ4956026zbMATH OpenOpenAlexFDO

Authors Luiz K. Hota, Klaus L. P. Vasconcellos

Publication date 24 May 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00131

zbMATH Keywords

aggregation/dissagregation of time seriesautoregressive integrated moving-avarage modelsHarvey modelslocal level structural modelssystematic samplingtime series

Mathematics Subject Classification ID

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

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