From the 1 of 5 linked papers with an AI index.
5 papers
Bias Correction of Long-memory Estimator of Functional Time Series via the Prefiltered Sieve Bootstrap
Chang Liu, Han Lin Shang
The paper proposes a bias‑correction method using a prefiltered sieve bootstrap to improve estimation of the long‑memory parameter in stationary or nonstationary fractionally integ…
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…
Robust Functional Logistic Regression
Berkay Akturk, Ufuk Beyaztas, Han Lin Shang
Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parame…
Forecasting Australian fertility by age, region, and birthplace
Yang Yang, Han Lin Shang, James Raymer
Fertility differentials by urban-rural residence and nativity of women in Australia significantly impact population composition at sub-national levels. We aim to provide consistent…
Robust function-on-function interaction regression
Ufuk Beyaztas, Han Lin Shang, Abhijit Mandal
A function-on-function regression model with quadratic and interaction effects of the covariates provides a more flexible model. Despite several attempts to estimate the model's pa…