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

zbMATH Keywords

consistencybenchmarkingsignal extractiontemporal disaggregationARIMA model-based approach (AMB)unknown components ARIMA (UCARIMA) model

Mathematics Subject Classification ID

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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