Multi-population mortality projection : the augmented common factor model with structural breaks
Pengjie Wang, Athanasios A. Pantelous, Farshid Vahid
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Pengjie ; Pantelous, Athanasios A. ; Vahid, Farshid |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 450-469
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| Subject: | Augmented common factor (ACF) model | Bayesian forecasting | Bayesian statistics | Multi-population mortality projection | Structural/trend change | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462791