A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related Series
DOI10.1080/03610920802604194zbMath1185.37171OpenAlexW1970679006MaRDI QIDQ3652688
Leila Hedhili Zaier, Abdelwahed Trabelsi
Publication date: 16 December 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802604194
consistencybenchmarkingsignal extractiontemporal disaggregationARIMA model-based approach (AMB)unknown components ARIMA (UCARIMA) model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05) Numerical interpolation (65D05) Time series analysis of dynamical systems (37M10)
Cites Work
- Seasonal Adjustment by Signal Extraction
- Encompassing univariate models in multivariate time series. A case study
- Temporal Disaggregation of Time Series: An ARIMA-Based Approach
- Bench-Marking Time Series with Reliable Bench-Marks
- The Application of Time Series Methods to the Analysis of Repeated Surveys
- A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
- Introduction to variance estimation
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