4 papers
Modeling and forecasting subnational age distribution of death counts
Han Lin Shang, Cristian F. Jiménez-Varón
Existing mortality forecasting methods focus on age-specific mortality rates, which lie in an unconstrained space and overlook the distributional nature of life-table death counts.…
Forecasting density-valued functional panel data
Cristian F. Jiménez-Varón, Ying Sun, Han Lin Shang
We introduce a statistical method for modeling and forecasting functional panel data represented by multiple densities. Density functions are nonnegative and have a constrained int…
A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering
Cristian F. Jiménez-Varón, Ying Sun, Ta-Hsin Li
In multivariate time series analysis, spectral coherence measures the linear dependency between two time series at different frequencies. However, real data applications often exhi…
Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality
Cristian F. Jiménez-Varón, Ying Sun, Han Lin Shang
We study the modeling and forecasting of high-dimensional functional time series (HDFTS), which can be cross-sectionally correlated and temporally dependent. We introduce a decompo…