A Polynomial Method for Temporal Disaggregation of Multivariate Time Series |
| |
| Authors: | Leila Hedhili Zaier Abdelwahed Trabelsi |
| |
| Affiliation: | 1. Department of Statistics , Institut Supérieur de Tunis, Université de Tunis , Tunisie, Tunisia leila.hedhili@fsegn.rnu.tn;3. Department of Statistics , Institut Supérieur de Tunis, Université de Tunis , Tunisie, Tunisia |
| |
| Abstract: | Equations are presented to calculate inverse CV, skew and PWM functions for the Pearson-3, log-normal, extreme-value and log-logistic distributions. Such inverse functions are used for moment and PWM estimates. Close numerical approximations are derived for the inverse functions that do not exist explicitly. This is intended to overcome the intractable nature of moment and PWM estimates. |
| |
| Keywords: | Interpolation Polynomial method Temporal and contemporaneous aggregation constraints Temporal disaggregation |
|
|
