TEMPORAL DISAGGREGATION OF TIME-SERIES - AN ARIMA-BASED APPROACH

被引：28

作者：

GUERRERO, VM

机构：

来源：

关键词：

D O I：

10.2307/1403472

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：29 / 46

页数：18

共 19 条

[1] SIGNAL EXTRACTION FOR NONSTATIONARY TIME-SERIES [J].

BELL, W .

[2]

BOOT JCG, 1967, APPL STAT, V0016, P00065

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4]

BOX GEP, 1976, J ROYAL STATISTICA C, V25, P195

CHOW, GC ;

LIN, AL .

[6]

COHEN KJ, 1971, APPL STAT, V20, P119

[7] DISAGGREGATION AND FORECASTING - A BAYESIAN-ANALYSIS [J].

DEALBA, E .

DENTON, FT .

[9] A METHODOLOGICAL NOTE ON THE ESTIMATION OF TIME-SERIES [J].

FERNANDEZ, RB .

[10]

FRIEDMAN M, 1962, J AM STAT ASSOC, V57, P729