Title: A random walk, Markov model for the distribution of time series
Description: "This paper describes a technique for distributing quarterly time series across monthly values.  The method generalizes an approach described by Fernandez (1981).  The paper also presents results of a test of the accuracy of these two approaches and two standard procedures suggested by Chow and Lin (1971)"--Federal Reserve Bank of Minneapolis web site.
Subjects: Time-series analysis