TY  - JOUR
AU  - Casals Carro, José
AU  - Jerez Méndez, Miguel
AU  - Sotoca López, Sonia
PY  - 2004
UR  - https://hdl.handle.net/20.500.14352/52653
AB  - This paper discusses how to specify an observable high-frequency model for a vector of time series sampled at high and low frequencies. To this end we first study how aggregation over time affects both, the dynamic components of a time series and...
LA  - spa
KW  - State-space models
KW  - Kalman filter
KW  - temporal disaggregation
KW  - observability
KW  - seasonality
TI  - Modelling and forecasting time series sampled at different frequencies
TY  - journal article
ER  -