| Intraday forecasts of a volatility index: Functional time series methods with dynamic updating HL Shang, Y Yang, F Kearney Annals of Operations Research 282 (1), 331-354, 2019 | 25 | 2019 |
| Modeling high frequency data with long memory and structural change: A-HYEGARCH model Y Shi, Y Yang Risks 6 (2), 26, 2018 | 12 | 2018 |
| Forecasting Australian subnational age-specific mortality rates HL Shang, Y Yang Journal of Population Research 38, 1-24, 2021 | 7 | 2021 |
| Feature extraction for functional time series: Theory and application to NIR spectroscopy data Y Yang, Y Yang, HL Shang Journal of Multivariate Analysis 189, 104863, 2022 | 5 | 2022 |
| Grouped multivariate functional time series method: an application to mortality forecasting HL Shang, Y Yang Functional Statistics and Related Fields, 233-241, 2017 | 5 | 2017 |
| Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates Y Yang, HL Shang, JE Cohen Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022 | 3 | 2022 |
| Forecasting Australian fertility by age, region, and birthplace Y Yang, HL Shang, J Raymer International Journal of Forecasting, 2022 | 3 | 2022 |
| Is the Group Structure Important in Grouped Functional Time Series? Y Yang, HL Shang Journal of Data Science, 2022 | 2 | 2022 |
| Does Climate Sensitivity Differ Across Regions? A Varying-Coefficient Approach HM Anderson, J Gao, F Vahid, W Wei, Y Yang A Varying-Coefficient Approach (May 4, 2023), 2023 | | 2023 |
Han Lin ShangDepartment of Actuarial Studies and Business Analytics, Macquarie UniversityVerified email at mq.edu.au
