FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
DOI10.1017/asb.2020.3zbMath1447.91148arXiv2001.03658OpenAlexW3008191167MaRDI QIDQ5119561
Steven Haberman, Han Lin Shang
Publication date: 31 August 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.03658
bottom-up methodmultivariate functional principal component analysisforecast reconciliationJapanese mortality databaseoptimal combination method
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Cites Work
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