Aggregation and Disaggregation of Structural Time Series Models
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Publication:4956026
DOI10.1111/1467-9892.00131zbMath0938.62094OpenAlexW1970811061MaRDI QIDQ4956026
Klaus L. P. Vasconcellos, Luiz K. Hota
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
time seriessystematic samplingaggregation/dissagregation of time seriesautoregressive integrated moving-avarage modelsHarvey modelslocal level structural models
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