Forecasting density-valued functional panel data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 5713282 (Why is no real title available?)
- scientific article; zbMATH DE number 3772748 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- A Mathematical Theory of Communication
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- An age-at-death distribution approach to forecast cohort mortality
- An autocovariance-based learning framework for high-dimensional functional time series
- Analysis of variance for functional data
- Assessing the Finite Dimensionality of Functional Data
- Clustering and forecasting multiple functional time series
- Cointegrated linear processes in Bayes Hilbert space
- Detection and estimation of structural breaks in high-dimensional functional time series
- Drewnowski's index to measure lifespan variation: revisiting the Gini coefficient of the life table
- Dynamic principal component regression: application to age-specific mortality forecasting
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Eigenvalue ratio test for the number of factors
- Factor models for high‐dimensional functional time series I: Representation results
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
- Functional Data Analysis for Sparse Longitudinal Data
- Functional median polish
- Functions of positive and negative type, and their connection with the theory of integral equations.
- Graphical Principal Component Analysis of Multivariate Functional Time Series
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Local Whittle estimation of long-range dependence for functional time series
- Long-range dependent curve time series
- Modeling Financial Time Series with S-PLUS®
- Multi-population modelling and forecasting life-table death counts
- Nonparametric functional data analysis. Theory and practice.
- Nonstationarity in time series of state densities
- On Information and Sufficiency
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions
- On the Modeling and Prediction of High-Dimensional Functional Time Series
- Simplicial principal component analysis for density functions in Bayes spaces
- Statistical inference for high-dimensional panel functional time series
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The maximum entropy mortality model: forecasting mortality using statistical moments
This page was built for publication: Forecasting density-valued functional panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6914930)