3 citations · 4 across the 3 of their papers we have counts for
3 papers
econ.EM2019★ 3 cited
A General Framework for Prediction in Time Series Models
Eric Beutner, Alexander Heinemann, Stephan Smeekes
In this paper we propose a general framework to analyze prediction in time series models and show how a wide class of popular time series models satisfies this framework. We postul…
stat.AP2016
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Eric Beutner, Simon Reese, Jean-Pierre Urbain
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. The…
math.ST2016★ 1 cited
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals
Eric Beutner, Henryk Zähle
The functional delta-method provides a convenient tool for deriving bootstrap consistency of a sequence of plug-in estimators w.r.t. a given functional from bootstrap consistency o…