Dynamic principal component regression for forecasting functional time series in a group structure
Author:
Affiliation:
1. Research School of Finance, Actuarial Studies and Statistics, Australian National University, Canberra, Australia
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2019.1663553
Reference30 articles.
1. On the Prediction of Stationary Functional Time Series
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4. Applying Lee-Carter under conditions of variable mortality decline
5. Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
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