
Functional time series forecasting of extreme values
We consider forecasting functional time series of extreme values within ...
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A partial least squares approach for functiononfunction interaction regression
A partial least squares regression is proposed for estimating the functi...
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Change point detection for COVID19 excess deaths in Belgium
Emerging at the end of 2019, COVID19 has become a public health threat ...
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Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
The bootstrap procedure has emerged as a general framework to construct ...
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Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
This paper presents a Bayesian sampling approach to bandwidth estimation...
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Granger causality of bivariate stationary curve time series
We study causality between bivariate curve time series using the Granger...
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Synergy in fertility forecasting: Improving forecast accuracy through model averaging
Accuracy in fertility forecasting has proved challenging and warrants re...
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Forecasting Australian subnational agespecific mortality rates
When modeling subnational mortality rates, it is important to incorpora...
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Retiree mortality forecasting: A partial agerange or a full agerange model?
An essential input of annuity pricing is the future retiree mortality. F...
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Bootstrap Prediction Bands for Functional Time Series
A bootstrap procedure for constructing pointwise or simultaneous predict...
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A comparison of Hurst exponent estimators in longrange dependent curve time series
The Hurst exponent is the simplest numerical summary of selfsimilar lon...
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A comparison of parameter estimation in functiononfunction regression
Recent technological developments have enabled us to collect complex and...
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Bayesian bandwidth estimation and semimetric selection for a functional partial linear model with unknown error density
This study examines the optimal selections of bandwidth and semimetric ...
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Forecasting multiple functional time series in a group structure: an application to mortality
When modeling subnational mortality rates, we should consider three fea...
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Functional linear models for intervalvalued data
Aggregation of large databases in a specific format is a frequently used...
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On functiononfunction regression: Partial least squares approach
Functional data analysis tools, such as functiononfunction regression ...
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Implied volatility surface predictability: the case of commodity markets
Recent literature seek to forecast implied volatility derived from equit...
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Dynamic principal component regression for forecasting functional time series in a group structure
When generating social policies and pricing annuity at national and subn...
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Forecasting age distribution of death counts: An application to annuity pricing
We consider a compositional data analysis approach to forecasting the ag...
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Forecasting functional time series using weighted likelihood methodology
Functional time series whose sample elements are recorded sequentially o...
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Dynamic principal component regression: Application to agespecific mortality forecasting
In areas of application, including actuarial science and demography, it ...
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A robust functional time series forecasting method
Univariate time series often take the form of a collection of curves obs...
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Uncovering predictability in the evolution of the WTI oil futures curve
Accurately forecasting the price of oil, the world's most actively trade...
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Intraday forecasts of a volatility index: Functional time series methods with dynamic updating
As a forwardlooking measure of future equity market volatility, the VIX...
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Estimation of a functional single index model with dependent errors and unknown error density
The problem of error density estimation for a functional single index mo...
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Semiparametric Regression using Variational Approximations
Semiparametric regression offers a flexible framework for modeling nonl...
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Highdimensional functional time series forecasting: An application to agespecific mortality rates
We address the problem of forecasting highdimensional functional time s...
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Model confidence sets and forecast combination: An application to agespecific mortality
Model averaging combines forecasts obtained from a range of models, and ...
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Han Lin Shang
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