We present a Newton's method with Hessian modification for benchmarking a time series according to the Causey and Trager growth rates preservation principle. The proposed technique is easy to implement, computationally robust and efficient, all features which make it an effective statistical tool also in a data-production process involving a considerable amount of series.

A Newton's method for benchmarking time series

DI FONZO, TOMMASO;
2013

Abstract

We present a Newton's method with Hessian modification for benchmarking a time series according to the Causey and Trager growth rates preservation principle. The proposed technique is easy to implement, computationally robust and efficient, all features which make it an effective statistical tool also in a data-production process involving a considerable amount of series.
2013
Complex Models and Complex Methods in Statistics
9788847028708
9788847028715
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2526404
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