时间序列分布的随机游走马尔可夫模型

A Random Walk, Markov Model for the Distribution of Time Series

Journal of Business & Economic Statistics · 1983
被引 256 · 同刊同年前 6%
人大 AABS 4

中文导读

介绍一种将季度时间序列分配到月度值的技术,推广了Fernández(1981)的方法,并测试了该方法与Chow和Lin(1971)两种标准程序的准确性。

Abstract

This article describes a technique for distributing quarterly time series across monthly values. The method generalizes an approach described by Fernández (1981). The article also presents results of a test of the accuracy of these two approaches and of the accuracy of two standard procedures suggested by Chow and Lin (1971).

时间序列分布季度转月度随机游走马尔可夫模型