Statistical features of persistence and long memory in mortality data
Year of publication: |
2021
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Authors: | Peters, Gareth ; Yan, Hongxuan ; Chan, Jennifer |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 2, p. 291-317
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Subject: | Hurst exponent | Long memory | Mortality projection | Persistence | Sterblichkeit | Mortality | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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