Temporal Disaggregation of Time Series: An ARIMA-Based Approach

DOI10.2307/1403472MaRDI QIDQ3201448zbMATH OpenOpenAlexFDO

Authors Victor M. Guerrero

Publication date 1990

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403472

zbMATH Keywords

interpolationtime seriesbenchmarkingbest linear unbiased estimationminimum mean-square erroradjustment to annual totals

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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(19)

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