Methods for quarterly disaggregation without indicators; a comparative study using simulation

DOI10.1016/S0167-9473(02)00168-8MaRDI QIDQ951910zbMATH OpenOpenAlexFDO

Authors Santiago Rodríguez Feijoó, Alejandro Rodríguez Caro, Delia Dávila Quintana

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00168-8

zbMATH Keywords

simulationtime series disaggregation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
• Efficiency gains due to using missing data procedures in regression models
• scientific article; zbMATH DE number 4159921 (Why is no real title available?)
• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• Linear transformations of vector ARMA processes

Cited in

(1)

• scientific article; zbMATH DE number 1398572 (Why is no real title available?)

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