High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The use of factor analysis in the statistical analysis of multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric time series prediction: A semi-functional partial linear modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Generalized Autoregressive Conditional Heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inferential Theory for Factor Models of Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principal components for multivariate functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Forecasting of Some Functional Climatic Variations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference and Prediction in Large Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Funds, Factors, and Diversification in Arbitrage Pricing Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate functional principal component analysis: A normalization approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A partial overview of the theory of statistics with functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric functional data analysis. Theory and practice. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to recent advances in high/infinite dimensional statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Properties of Functional Principal Components Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of principal component methods for functional and longitudinal data analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A FUNCTIONAL VERSION OF THE ARCH MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Functional Principal Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust forecasting of mortality and fertility rates: a functional data approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: An innovations algorithm for the prediction of functional linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determining the order of the functional autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for the autocovariance of a functional time series under conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of latent factors for high-dimensional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust principal component analysis for functional data. (With comments) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of principal component analysis and factor analysis in the identification of multivariable systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic data analysis. Modeling data with differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied functional data analysis. Methods and case studies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional data analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methods for Scalar‐on‐Function Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic Smoothing Splines Fitted by Cross Validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Data Analysis for Sparse Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation / rank
 
Normal rank

Latest revision as of 21:00, 18 July 2024

scientific article
Language Label Description Also known as
English
High-dimensional functional time series forecasting: an application to age-specific mortality rates
scientific article

    Statements

    High-dimensional functional time series forecasting: an application to age-specific mortality rates (English)
    0 references
    0 references
    0 references
    0 references
    21 March 2019
    0 references
    demographic forecasting
    0 references
    dynamic functional principal component analysis
    0 references
    factor model
    0 references
    high-dimensional functional time series
    0 references
    long-run covariance operator
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references