High-dimensional functional time series forecasting: An application to age-specific mortality rates

标题
High-dimensional functional time series forecasting: An application to age-specific mortality rates
作者
关键词
Demographic forecasting, Dynamic functional principal component analysis, Factor model, High-dimensional functional time series, Long-run covariance operator
出版物
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 170, Issue -, Pages 232-243
出版商
Elsevier BV
发表日期
2018-10-09
DOI
10.1016/j.jmva.2018.10.003

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