DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING (Q4972119)
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scientific article; zbMATH DE number 7135574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING |
scientific article; zbMATH DE number 7135574 |
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DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING (English)
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22 November 2019
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dimension reduction
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functional time series
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kernel sandwich estimator
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long-run covariance
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multivariate time series
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