Dynamic mortality factor model with conditional heteroskedasticity (Q659163): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:53, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mortality factor model with conditional heteroskedasticity |
scientific article |
Statements
Dynamic mortality factor model with conditional heteroskedasticity (English)
0 references
10 February 2012
0 references
Lee-Carter model
0 references
generalized dynamic factor model
0 references
multivariate generalized autoregressive conditionally heteroskedastic model
0 references
mortality forecasting
0 references
Kalman filter
0 references
