Bayesian decision analysis for benchmarking daily and monthly time series
José Antonio Sanz-Gómez, José Luis Rojo-García
| Alternative title: | Un procedimiento bayesiano de decisión para la desagregación diaria de series temporales mensuales |
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| Year of publication: |
2024
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| Authors: | Sanz-Gómez, José Antonio ; Rojo-García, José Luis |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 42.2024, 1, p. 135-150
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| Subject: | Bayesian time series estimation | Time series benchmarking | Gibbs sampling | Financial data disaggregation | Euribor | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Benchmarking | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.25115/sae.v42i1.9564 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526518