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  • Search: subject:"spatial-temporal vector-autoregressive model"
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Year of publication
Subject
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Forecasting model 2 Mortality 2 Prognoseverfahren 2 Sterblichkeit 2 Theorie 2 Theory 2 Cohort analysis 1 Cohort effect 1 Estimation 1 Forecast 1 Kohortenanalyse 1 Mortality forecasting 1 Prognose 1 Schätzung 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 age coherence 1 cohort effect 1 mortality forecasting 1 multi-population modelling 1 period effect 1 spatial-temporal vector-autoregressive model 1 spatial–temporal vector autoregressive model 1 time-varying coefficient model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Butt, Adam 1 Chang, Le 1 Li, Jackie Zhanbiao 1 Liu, Jacie Jia 1 Shi, Yanlin 1
Published in...
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Journal of forecasting 1 Scandinavian actuarial journal 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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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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Cover Image
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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