Dynamic principal component regression for forecasting functional time series in a group structure
Year of publication: |
2020
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Authors: | Shang, Han Lin |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 4, p. 307-322
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Subject: | Forecast reconciliation | grouped time series | Japanese mortality database | kernel sandwich estimator | long-run covariance | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Japan | Sterblichkeit | Mortality |
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