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Search: subject:"spatial-temporal vector-autoregressive model"
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A systematic vector autoregressive framework for modeling and forecasting mortality
Li, Jackie Zhanbiao
;
Liu, Jacie Jia
;
Butt, Adam
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2279-2297
Persistent link: https://www.econbiz.de/10015110431
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Dynamic modelling and coherent forecasting of mortality rates : a time-varying coefficient spatial-temporal autoregressive approach
Chang, Le
;
Shi, Yanlin
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 843-863
Persistent link: https://www.econbiz.de/10012313742
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