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Details about Han Lin Shang

Homepage:https://researchers.mq.edu.au/en/persons/hanlin-shang
Postal address:Department of Actuarial Studies and Business Analytics Level 7, 4 Eastern Road, Macquarie University, NSW 2109, Australia
Workplace:Business School, Macquarie University, (more information at EDIRC)

Access statistics for papers by Han Lin Shang.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: psh533


Jump to Journal Articles

Working Papers

2023

  1. Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
    Papers, arXiv.org Downloads

2022

  1. Forecasting: theory and practice
    Papers, arXiv.org Downloads View citations (70)
    See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) Downloads View citations (30) (2022)

2021

  1. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
    Papers, arXiv.org Downloads
    See also Journal Article Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, International Journal of Forecasting, Elsevier (2022) Downloads View citations (6) (2022)

2020

  1. Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2019

  1. Implied volatility surface predictability: the case of commodity markets
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article Implied volatility surface predictability: The case of commodity markets, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (3) (2019)

2016

  1. Grouped functional time series forecasting: An application to age-specific mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)

2013

  1. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Computational Statistics & Data Analysis, Elsevier (2014) Downloads View citations (4) (2014)
  2. Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors, Econometrics, MDPI (2016) Downloads View citations (1) (2016)

2012

  1. Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)

2011

  1. A survey of functional principal component analysis
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article A survey of functional principal component analysis, AStA Advances in Statistical Analysis, Springer (2014) Downloads View citations (35) (2014)
  2. Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)

2010

  1. A comparison of ten principal component methods for forecasting mortality rates
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  2. Nonparametric modeling and forecasting electricity demand: an empirical study
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2009

  1. Nonparametric time series forecasting with dynamic updating
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article Nonparametric time series forecasting with dynamic updating, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) Downloads View citations (18) (2011)

2008

  1. Rainbow plots, Bagplots and Boxplots for Functional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)

Journal Articles

2025

  1. An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
    Risks, 2025, 13, (2), 1-25 Downloads
  2. Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model
    Journal of Population Research, 2025, 42, (1), 1-27 Downloads

2024

  1. Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios
    Asia-Pacific Journal of Risk and Insurance, 2024, 18, (1), 87-114 Downloads
  2. Bootstrapping Long-Run Covariance of Stationary Functional Time Series
    Forecasting, 2024, 6, (1), 1-14 Downloads
  3. Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing
    Risks, 2024, 12, (7), 1-15 Downloads
  4. Forecasting Australian fertility by age, region, and birthplace
    International Journal of Forecasting, 2024, 40, (2), 532-548 Downloads
  5. Robust scalar-on-function partial quantile regression
    Journal of Applied Statistics, 2024, 51, (7), 1359-1377 Downloads

2023

  1. A robust scalar-on-function logistic regression for classification
    Communications in Statistics - Theory and Methods, 2023, 52, (23), 8538-8554 Downloads
  2. Bootstrap Prediction Bands for Functional Time Series
    Journal of the American Statistical Association, 2023, 118, (542), 972-986 Downloads View citations (3)
  3. Depth-based reconstruction method for incomplete functional data
    Computational Statistics, 2023, 38, (3), 1507-1535 Downloads
  4. Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
    Journal of Forecasting, 2023, 42, (8), 1973-1988 Downloads View citations (1)
  5. Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
    AStA Advances in Statistical Analysis, 2023, 107, (3), 421-441 Downloads

2022

  1. A model sufficiency test using permutation entropy
    Journal of Forecasting, 2022, 41, (5), 1017-1036 Downloads
  2. Air Pollution and Mortality Impacts
    Risks, 2022, 10, (6), 1-21 Downloads
  3. Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 55-71 Downloads View citations (1)
  4. Change point detection for COVID-19 excess deaths in Belgium
    Journal of Population Research, 2022, 39, (4), 557-565 Downloads View citations (2)
  5. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
    International Journal of Forecasting, 2022, 38, (3), 1025-1049 Downloads View citations (6)
    See also Working Paper Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, Papers (2021) Downloads (2021)
  6. Feature extraction for functional time series: Theory and application to NIR spectroscopy data
    Journal of Multivariate Analysis, 2022, 189, (C) Downloads View citations (1)
  7. Forecasting: theory and practice
    International Journal of Forecasting, 2022, 38, (3), 705-871 Downloads View citations (30)
    See also Working Paper Forecasting: theory and practice, Papers (2022) Downloads View citations (70) (2022)
  8. Function-on-Function Partial Quantile Regression
    Journal of Agricultural, Biological and Environmental Statistics, 2022, 27, (1), 149-174 Downloads
  9. Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Forecasting, 2022, 4, (1), 1-15 Downloads View citations (1)
  10. Multi-population modelling and forecasting life-table death counts
    Insurance: Mathematics and Economics, 2022, 106, (C), 239-253 Downloads View citations (3)
  11. On projection methods for functional time series forecasting
    Journal of Multivariate Analysis, 2022, 189, (C) Downloads View citations (4)
  12. Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
    Journal of Applied Statistics, 2022, 49, (5), 1179-1202 Downloads View citations (1)
  13. Stopping time detection of wood panel compression: A functional time‐series approach
    Journal of the Royal Statistical Society Series C, 2022, 71, (5), 1205-1224 Downloads View citations (1)
  14. Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates
    Journal of the Royal Statistical Society Series A, 2022, 185, (4), 1979-2006 Downloads

2021

  1. A partial least squares approach for function-on-function interaction regression
    Computational Statistics, 2021, 36, (2), 911-939 Downloads View citations (1)
  2. Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
    Journal of Applied Statistics, 2021, 48, (4), 583-604 Downloads
  3. Forecasting Australian subnational age-specific mortality rates
    Journal of Population Research, 2021, 38, (1), 1-24 Downloads View citations (2)
  4. Granger causality of bivariate stationary curve time series
    Journal of Forecasting, 2021, 40, (4), 626-635 Downloads View citations (2)
  5. Local Whittle estimation of long‐range dependence for functional time series
    Journal of Time Series Analysis, 2021, 42, (5-6), 685-695 Downloads View citations (1)
  6. Neural network prediction of crude oil futures using B-splines
    Energy Economics, 2021, 94, (C) Downloads View citations (3)

2020

  1. A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series
    Journal of Time Series Econometrics, 2020, 12, (1), 39 Downloads View citations (1)
  2. Dynamic principal component regression for forecasting functional time series in a group structure
    Scandinavian Actuarial Journal, 2020, 2020, (4), 307-322 Downloads View citations (1)
  3. FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
    ASTIN Bulletin, 2020, 50, (2), 357-379 Downloads View citations (4)
  4. Forecasting age distribution of death counts: an application to annuity pricing
    Annals of Actuarial Science, 2020, 14, (1), 150-169 Downloads View citations (6)
  5. Long-Range Dependent Curve Time Series
    Journal of the American Statistical Association, 2020, 115, (530), 957-971 Downloads View citations (20)
  6. Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
    Risks, 2020, 8, (3), 1-11 Downloads View citations (1)
  7. Uncovering predictability in the evolution of the WTI oil futures curve
    European Financial Management, 2020, 26, (1), 238-257 Downloads View citations (7)

2019

  1. DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
    ASTIN Bulletin, 2019, 49, (3), 619-645 Downloads View citations (6)
  2. Forecasting of density functions with an application to cross-sectional and intraday returns
    International Journal of Forecasting, 2019, 35, (4), 1304-1317 Downloads View citations (6)
  3. High-dimensional functional time series forecasting: An application to age-specific mortality rates
    Journal of Multivariate Analysis, 2019, 170, (C), 232-243 Downloads View citations (13)
  4. Implied volatility surface predictability: The case of commodity markets
    Journal of Banking & Finance, 2019, 108, (C) Downloads View citations (3)
    See also Working Paper Implied volatility surface predictability: the case of commodity markets, Papers (2019) Downloads View citations (6) (2019)
  5. Intraday forecasts of a volatility index: functional time series methods with dynamic updating
    Annals of Operations Research, 2019, 282, (1), 331-354 Downloads View citations (9)
  6. Semiparametric Regression Using Variational Approximations
    Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 Downloads View citations (2)
  7. Visualizing rate of change: an application to age‐specific fertility rates
    Journal of the Royal Statistical Society Series A, 2019, 182, (1), 249-262 Downloads View citations (4)

2017

  1. A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series
    Journal of Time Series Analysis, 2017, 38, (4), 591-609 Downloads View citations (14)
  2. Forecasting intraday S&P 500 index returns: A functional time series approach
    Journal of Forecasting, 2017, 36, (7), 741-755 Downloads View citations (7)
  3. Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
    Econometrics and Statistics, 2017, 1, (C), 184-200 Downloads View citations (6)
  4. Grouped multivariate and functional time series forecasting:An application to annuity pricing
    Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 Downloads View citations (32)
  5. Methods for Scalar-on-Function Regression
    International Statistical Review, 2017, 85, (2), 228-249 Downloads View citations (31)
  6. Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Risks, 2017, 5, (2), 1-18 Downloads View citations (34)
  7. Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods
    Population Research and Policy Review, 2017, 36, (1), 55-84 Downloads View citations (3)

2016

  1. A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
    Journal of Multivariate Analysis, 2016, 146, (C), 95-104 Downloads View citations (2)
  2. A multilevel functional data method for forecasting population, with an application to the United Kingdom
    International Journal of Forecasting, 2016, 32, (3), 629-649 Downloads View citations (6)
  3. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
    Econometrics, 2016, 4, (2), 1-27 Downloads View citations (1)
    See also Working Paper Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors, Monash Econometrics and Business Statistics Working Papers (2013) Downloads View citations (1) (2013)

2015

  1. Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy
    Population Studies, 2015, 69, (3), 317-335 Downloads View citations (4)

2014

  1. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
    Computational Statistics & Data Analysis, 2014, 78, (C), 218-234 Downloads View citations (4)
    See also Working Paper A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Monash Econometrics and Business Statistics Working Papers (2013) Downloads View citations (1) (2013)
  2. A survey of functional principal component analysis
    AStA Advances in Statistical Analysis, 2014, 98, (2), 121-142 Downloads View citations (35)
    See also Working Paper A survey of functional principal component analysis, Monash Econometrics and Business Statistics Working Papers (2011) Downloads View citations (1) (2011)
  3. Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density
    Journal of Nonparametric Statistics, 2014, 26, (3), 599-615 Downloads View citations (12)
  4. Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
    Computational Statistics, 2014, 29, (3), 829-848 Downloads View citations (9)

2013

  1. Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
    Computational Statistics & Data Analysis, 2013, 67, (C), 185-198 Downloads View citations (6)
  2. Functional time series approach for forecasting very short-term electricity demand
    Journal of Applied Statistics, 2013, 40, (1), 152-168 Downloads View citations (17)
  3. The BUGS book: a practical introduction to Bayesian analysis
    Journal of Applied Statistics, 2013, 40, (12), 2774-2775 Downloads

2012

  1. Graphics for statistics and data analysis with R
    Journal of Applied Statistics, 2012, 39, (8), 1843-1844 Downloads
  2. Point and interval forecasts of age-specific life expectancies
    Demographic Research, 2012, 27, (21), 593-644 Downloads View citations (9)

2011

  1. Bayesian Nonparametrics
    Journal of Applied Statistics, 2011, 38, (12), 2990-2990 Downloads
  2. Dynamic linear models with R
    Journal of Applied Statistics, 2011, 38, (10), 2369-2370 Downloads
  3. Non-Parametric Econometrics
    Journal of Applied Statistics, 2011, 38, (12), 2992-2992 Downloads
  4. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 Downloads View citations (18)
    See also Working Paper Nonparametric time series forecasting with dynamic updating, Monash Econometrics and Business Statistics Working Papers (2009) Downloads View citations (1) (2009)
  5. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 Downloads View citations (132)
  6. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
    Demographic Research, 2011, 25, (5), 173-214 Downloads View citations (48)
 
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