COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804)

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scientific article; zbMATH DE number 6880364
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COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
scientific article; zbMATH DE number 6880364

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    COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (English)
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    4 June 2018
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    cohort effect
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    spatial co-integration
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    penalized least square
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