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Stationary bivariate minification processes

✍ Scribed by Miroslav M. Ristić


Book ID
108267285
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
165 KB
Volume
76
Category
Article
ISSN
0167-7152

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Temporal disaggregation of stationary bi
✍ Erin M. Hodgess; William W.S. Wei 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 139 KB

We propose a procedure generalizing the Wei and Stram univariate disaggregation process for the disaggregation of stationary bivariate time series. We discuss the autocovariance and cross-covariance functions needed to produce the disaggregate series. We show how to derive the order of the bivariate