2 papers
stat.AP2017
Grouped multivariate and functional time series forecasting: An application to annuity pricing
Han Lin Shang, Steven Haberman
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annui…
stat.CO2016
A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series
Gregory Rice, Han Lin Shang
In arenas of application including environmental science, economics, and medicine, it is increasingly common to consider time series of curves or functions. Many inferential proced…