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Granger causality of bivariate stationary curve time series
Shang, Han Lin; Ji, Kaiying; Beyaztas, Ufuk - In: Journal of Forecasting 40 (2020) 4, pp. 626-635
Persistent link: https://www.econbiz.de/10012406757
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Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
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Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin - In: Journal of forecasting 36 (2017) 7, pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
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A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin - In: Journal of time series econometrics 12 (2020) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
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Local Whittle estimation of long‐range dependence for functional time series
Li, Degui; Robinson, Peter M.; Shang, Han Lin - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 685-695
Persistent link: https://www.econbiz.de/10012410071
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Grouped multivariate and functional time series forecasting : an application to annuity pricing
Shang, Han Lin; Haberman, Steven - In: Insurance / Mathematics & economics 75 (2017), pp. 166-179
Persistent link: https://www.econbiz.de/10011740807
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A multilevel functional data method for forecasting population, with an application to the United Kingdom
Shang, Han Lin; Smith, Peter W. F.; Bijak, Jakub; … - In: International journal of forecasting 32 (2016) 3, pp. 629-649
Persistent link: https://www.econbiz.de/10011621743
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Neural network prediction of crude oil futures using B-splines
Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012649352
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Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin; Haberman, Steven - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
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Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 619-645
Persistent link: https://www.econbiz.de/10012116374