Dynamic principal component regression : application to age-specific mortality forecasting
By Han Lin Shang
| Year of publication: |
2019
|
|---|---|
| Authors: | Shang, Han Lin |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 619-645
|
| Subject: | Dimension reduction | functional time series | Kernel sandwich estimator | long-run covariance | multivariate time series | Zeitreihenanalyse | Time series analysis | Sterblichkeit | Mortality | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.20 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116374