Dynamic principal component regression for forecasting functional time series in a group structure

Volume: 2020, Issue: 4, Pages: 307 - 322
Published: Apr 20, 2020
Abstract
When generating social policies and pricing annuity at national and subnational levels, it is essential both to forecast mortality accurately and ensure that forecasts at the subnational level add...
Paper Details
Title
Dynamic principal component regression for forecasting functional time series in a group structure
Published Date
Apr 20, 2020
Volume
2020
Issue
4
Pages
307 - 322
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