Details about Han Lin Shang
Access statistics for papers by Han Lin Shang.
Last updated 2024-12-06. Update your information in the RePEc Author Service.
Short-id: psh533
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Working Papers
2023
- Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
Papers, arXiv.org
2022
- Forecasting: theory and practice
Papers, arXiv.org View citations (70)
See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
2021
- Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Papers, arXiv.org 
See also Journal Article Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, International Journal of Forecasting, Elsevier (2022) View citations (6) (2022)
2020
- 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
2019
- Implied volatility surface predictability: the case of commodity markets
Papers, arXiv.org View citations (6)
See also Journal Article Implied volatility surface predictability: The case of commodity markets, Journal of Banking & Finance, Elsevier (2019) View citations (3) (2019)
2016
- 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 View citations (4)
2013
- 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 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) View citations (4) (2014)
- 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 View citations (1)
See also Journal Article Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors, Econometrics, MDPI (2016) View citations (1) (2016)
2012
- 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 View citations (3)
2011
- A survey of functional principal component analysis
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
See also Journal Article A survey of functional principal component analysis, AStA Advances in Statistical Analysis, Springer (2014) View citations (35) (2014)
- 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 View citations (2)
2010
- 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 View citations (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
2009
- Nonparametric time series forecasting with dynamic updating
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
See also Journal Article Nonparametric time series forecasting with dynamic updating, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (18) (2011)
2008
- Rainbow plots, Bagplots and Boxplots for Functional Data
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (19)
Journal Articles
2025
- An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
Risks, 2025, 13, (2), 1-25
- 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
2024
- Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios
Asia-Pacific Journal of Risk and Insurance, 2024, 18, (1), 87-114
- Bootstrapping Long-Run Covariance of Stationary Functional Time Series
Forecasting, 2024, 6, (1), 1-14
- Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing
Risks, 2024, 12, (7), 1-15
- Forecasting Australian fertility by age, region, and birthplace
International Journal of Forecasting, 2024, 40, (2), 532-548
- Robust scalar-on-function partial quantile regression
Journal of Applied Statistics, 2024, 51, (7), 1359-1377
2023
- A robust scalar-on-function logistic regression for classification
Communications in Statistics - Theory and Methods, 2023, 52, (23), 8538-8554
- Bootstrap Prediction Bands for Functional Time Series
Journal of the American Statistical Association, 2023, 118, (542), 972-986 View citations (3)
- Depth-based reconstruction method for incomplete functional data
Computational Statistics, 2023, 38, (3), 1507-1535
- Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Journal of Forecasting, 2023, 42, (8), 1973-1988 View citations (1)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
AStA Advances in Statistical Analysis, 2023, 107, (3), 421-441
2022
- A model sufficiency test using permutation entropy
Journal of Forecasting, 2022, 41, (5), 1017-1036
- Air Pollution and Mortality Impacts
Risks, 2022, 10, (6), 1-21
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 55-71 View citations (1)
- Change point detection for COVID-19 excess deaths in Belgium
Journal of Population Research, 2022, 39, (4), 557-565 View citations (2)
- Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
International Journal of Forecasting, 2022, 38, (3), 1025-1049 View citations (6)
See also Working Paper Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, Papers (2021) (2021)
- Feature extraction for functional time series: Theory and application to NIR spectroscopy data
Journal of Multivariate Analysis, 2022, 189, (C) View citations (1)
- Forecasting: theory and practice
International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (30)
See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (70) (2022)
- Function-on-Function Partial Quantile Regression
Journal of Agricultural, Biological and Environmental Statistics, 2022, 27, (1), 149-174
- Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
Forecasting, 2022, 4, (1), 1-15 View citations (1)
- Multi-population modelling and forecasting life-table death counts
Insurance: Mathematics and Economics, 2022, 106, (C), 239-253 View citations (3)
- On projection methods for functional time series forecasting
Journal of Multivariate Analysis, 2022, 189, (C) View citations (4)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
Journal of Applied Statistics, 2022, 49, (5), 1179-1202 View citations (1)
- 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 View citations (1)
- 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
2021
- A partial least squares approach for function-on-function interaction regression
Computational Statistics, 2021, 36, (2), 911-939 View citations (1)
- 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
- Forecasting Australian subnational age-specific mortality rates
Journal of Population Research, 2021, 38, (1), 1-24 View citations (2)
- Granger causality of bivariate stationary curve time series
Journal of Forecasting, 2021, 40, (4), 626-635 View citations (2)
- Local Whittle estimation of long‐range dependence for functional time series
Journal of Time Series Analysis, 2021, 42, (5-6), 685-695 View citations (1)
- Neural network prediction of crude oil futures using B-splines
Energy Economics, 2021, 94, (C) View citations (3)
2020
- A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series
Journal of Time Series Econometrics, 2020, 12, (1), 39 View citations (1)
- Dynamic principal component regression for forecasting functional time series in a group structure
Scandinavian Actuarial Journal, 2020, 2020, (4), 307-322 View citations (1)
- FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
ASTIN Bulletin, 2020, 50, (2), 357-379 View citations (4)
- Forecasting age distribution of death counts: an application to annuity pricing
Annals of Actuarial Science, 2020, 14, (1), 150-169 View citations (6)
- Long-Range Dependent Curve Time Series
Journal of the American Statistical Association, 2020, 115, (530), 957-971 View citations (20)
- Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
Risks, 2020, 8, (3), 1-11 View citations (1)
- Uncovering predictability in the evolution of the WTI oil futures curve
European Financial Management, 2020, 26, (1), 238-257 View citations (7)
2019
- DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
ASTIN Bulletin, 2019, 49, (3), 619-645 View citations (6)
- Forecasting of density functions with an application to cross-sectional and intraday returns
International Journal of Forecasting, 2019, 35, (4), 1304-1317 View citations (6)
- High-dimensional functional time series forecasting: An application to age-specific mortality rates
Journal of Multivariate Analysis, 2019, 170, (C), 232-243 View citations (13)
- Implied volatility surface predictability: The case of commodity markets
Journal of Banking & Finance, 2019, 108, (C) View citations (3)
See also Working Paper Implied volatility surface predictability: the case of commodity markets, Papers (2019) View citations (6) (2019)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
Annals of Operations Research, 2019, 282, (1), 331-354 View citations (9)
- Semiparametric Regression Using Variational Approximations
Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 View citations (2)
- Visualizing rate of change: an application to age‐specific fertility rates
Journal of the Royal Statistical Society Series A, 2019, 182, (1), 249-262 View citations (4)
2017
- 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 View citations (14)
- Forecasting intraday S&P 500 index returns: A functional time series approach
Journal of Forecasting, 2017, 36, (7), 741-755 View citations (7)
- Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
Econometrics and Statistics, 2017, 1, (C), 184-200 View citations (6)
- Grouped multivariate and functional time series forecasting:An application to annuity pricing
Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 View citations (32)
- Methods for Scalar-on-Function Regression
International Statistical Review, 2017, 85, (2), 228-249 View citations (31)
- Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
Risks, 2017, 5, (2), 1-18 View citations (34)
- 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 View citations (3)
2016
- 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 View citations (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 View citations (6)
- Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
Econometrics, 2016, 4, (2), 1-27 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) View citations (1) (2013)
2015
- 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 View citations (4)
2014
- 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 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) View citations (1) (2013)
- A survey of functional principal component analysis
AStA Advances in Statistical Analysis, 2014, 98, (2), 121-142 View citations (35)
See also Working Paper A survey of functional principal component analysis, Monash Econometrics and Business Statistics Working Papers (2011) View citations (1) (2011)
- 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 View citations (12)
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
Computational Statistics, 2014, 29, (3), 829-848 View citations (9)
2013
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
Computational Statistics & Data Analysis, 2013, 67, (C), 185-198 View citations (6)
- Functional time series approach for forecasting very short-term electricity demand
Journal of Applied Statistics, 2013, 40, (1), 152-168 View citations (17)
- The BUGS book: a practical introduction to Bayesian analysis
Journal of Applied Statistics, 2013, 40, (12), 2774-2775
2012
- Graphics for statistics and data analysis with R
Journal of Applied Statistics, 2012, 39, (8), 1843-1844
- Point and interval forecasts of age-specific life expectancies
Demographic Research, 2012, 27, (21), 593-644 View citations (9)
2011
- Bayesian Nonparametrics
Journal of Applied Statistics, 2011, 38, (12), 2990-2990
- Dynamic linear models with R
Journal of Applied Statistics, 2011, 38, (10), 2369-2370
- Non-Parametric Econometrics
Journal of Applied Statistics, 2011, 38, (12), 2992-2992
- Nonparametric time series forecasting with dynamic updating
Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 View citations (18)
See also Working Paper Nonparametric time series forecasting with dynamic updating, Monash Econometrics and Business Statistics Working Papers (2009) View citations (1) (2009)
- Optimal combination forecasts for hierarchical time series
Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (132)
- Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
Demographic Research, 2011, 25, (5), 173-214 View citations (48)
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