Multi-population mortality projection : the augmented common factor model with structural breaks
Year of publication: |
2023
|
---|---|
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
|
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 |
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