Multivariate functional time series forecasting : application to age-specific mortality rates
Year of publication: |
June 2017
|
---|---|
Authors: | Gao, Yuan ; Shang, Han Lin |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 2, p. 1-18
|
Subject: | age-and sex-specific mortality rate | bootstrapping prediction interval | vector autoregressive model | vector error correction model | interval score | Zeitreihenanalyse | Time series analysis | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Theorie | Theory | Kointegration | Cointegration | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5020021 [DOI] hdl:10419/167916 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing, (2021)
-
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe, (2012)
-
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe, (2014)
- More ...
-
Multivariate functional time series forecasting: Application to age-specific mortality rates
Gao, Yuan, (2017)
-
Visualizing rate of change : an application to ageāspecific fertility rates
Shang, Han Lin, (2018)
-
Granger causality of bivariate stationary curve time series
Shang, Han Lin, (2020)
- More ...