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A multivariate approach to modeling univariate seasonal time series

✍ Scribed by Philip Hans Franses

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
1023 KB
Volume
63
Category
Article
ISSN
0304-4076

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## Abstract The method of mortality forecasting proposed by Lee and Carter describes a time series of age‐specific log‐death rates as a sum of an independent of time age‐specific component and a bilinear term in which one of the component is a time‐varying factor reflecting general change in mortal