← All authors Han Lin Shang Macquarie University (from arXiv:2401.05784, 2024) · ORCID · OpenAlex
112 papers in scope · 111 published · 2 on the econ.EM arXiv · 3,805 citations · h-index 24 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Florian Ziel Rafał Weron Paul Ghelasi Bartosz Uniejewski Fotios Petropoulos Feng Li Alisa Yusupova João L. Assunção Pedro Afonso Fernandes Li Li Yanfei Kang Souhaib Ben Taieb Xuewen Yu Simon Hirsch Kevin Berk Nicos G. Pavlidis Efthymios Pavlidis Cheng Zhang Gael M. Martin David T. Frazier Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 112)
Spatial Scalar‐on‐Function Quantile Regression Model
published 2026 · Australian & New Zealand Journal of Statistics
with Muge Mutis, Ufuk Beyaztaş, Filiz Karaman
Testing for Integer Integration in Functional Time Series
published 2026 · Journal of the American Statistical Association
AR-sieve bootstrap for high-dimensional time series
published 2026 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2021
Enhancing spatial functional linear regression with robust dimension reduction methods
published 2025 · Journal of Multivariate Analysis · 3 citations · first circulated 2024
Making distributionally robust portfolios feasible in high dimension
published 2025 · Journal of Econometrics · 2 citations
Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
published 2025 · Journal of Statistical Computation and Simulation · 2 citations
with Andrea Nigri, Marco Forti
Forecasting high-dimensional functional time series with dual-factor structures
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society) · first circulated 2021
Constructing prediction intervals for the age distribution of deaths
published 2025 · Scandinavian Actuarial Journal · 2 citations
with Steven Haberman
Spatial Function-on-Function Regression
published 2025 · Journal of Agricultural Biological and Environmental Statistics · 2 citations · first circulated 2024
Forecasting Density‐Valued Functional Panel Data
published 2025 · Australian & New Zealand Journal of Statistics · 4 citations · first circulated 2024
with Cristian Felipe Jiménez Varón, Ying Sun
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
published 2025 · Journal of Forecasting · 1 citations
with Ufuk Beyaztaş, Kaiying Ji, Eliza Wu
Dependence-Based Fuzzy Clustering of Functional Time Series
published 2025 · Journal of Computational and Graphical Statistics · 1 citations · first circulated 2024
with Ángel López-Oriona, Ying Sun
Forecasting a time series of Lorenz curves: one-way functional analysis of variance
published 2025 · Journal of Applied Statistics
Forecasting age distribution of deaths: Cumulative distribution function transformation
published 2025 · Insurance Mathematics and Economics · 1 citations · first circulated 2024
with Steven Haberman
An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
published 2025 · Risks
with Xin Huang, Tak Kuen Siu
Nonstationary Functional Time Series Forecasting
published 2024 · Journal of Forecasting · 1 citations
with Yang Yang
Forecasting age distribution of life-table death counts via α -transformation
published 2024 · Scandinavian Actuarial Journal · 4 citations
with Steven Haberman
On function-on-function linear quantile regression
published 2024 · Journal of Applied Statistics · 9 citations · first circulated 2021
with Muge Mutis, Ufuk Beyaztaş, Filiz Karaman
published 2024 · The Annals of Statistics · 5 citations · first circulated 2023
Forecasting Age-and Sex-Specific Survival Functions: Application to Annuity Pricing
published 2024 · Risks · 1 citations
Locally sparse and robust partial least squares in scalar-on-function regression
published 2024 · Statistics and Computing · 5 citations
Weighted compositional functional data analysis for modeling and forecasting life‐table death counts
published 2024 · Journal of Forecasting · 5 citations
with Steven Haberman
Mortality models ensemble via Shapley value
published 2024 · Decisions in Economics and Finance · 2 citations
with Giovanna Bimonte, Maria Russolillo, Yang Yang
Penalized function-on-function linear quantile regression
published 2024 · Computational Statistics · 5 citations
with Ufuk Beyaztaş, Semanur Sarıçam
Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality
published 2024 · Journal of Computational and Graphical Statistics · 8 citations · first circulated 2023
with Cristian Felipe Jiménez Varón, Ying Sun
Robust functional logistic regression
published 2024 · Advances in Data Analysis and Classification · 13 citations
Bootstrapping Long-Run Covariance of Stationary Functional Time Series
published 2024 · Forecasting
working paper 2024 · arXiv · 3 citations
Fractionally integrated curve time series with cointegration
published 2024 · Electronic Journal of Statistics · 3 citations · first circulated 2022
Robust function-on-function interaction regression
published 2023 · Statistical Modelling · 4 citations
Robust Functional Linear Regression Models
published 2023 · The R Journal · 5 citations
with Ufuk Beyaztaş
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
published 2023 · Journal of Forecasting · 5 citations
with Kaiying Ji
Robust scalar-on-function partial quantile regression
published 2023 · Journal of Applied Statistics · 4 citations
with Ufuk Beyaztaş, Müjgan Tez
Nonstationary fractionally integrated functional time series
published 2023 · Bernoulli · 11 citations
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”
published 2023 · International Journal of Forecasting
with Leonie Tickle
Functional time series forecasting: Functional singular spectrum analysis approaches
published 2023 · Stat · 4 citations
with Jordan Trinka, Hossein Haghbin, Mehdi Maadooliat
Permutation entropy and its variants for measuring temporal dependence
published 2022 · Australian & New Zealand Journal of Statistics · 14 citations
Nonlinear autocorrelation function of functional time series
published 2022 · Nonlinear Dynamics · 10 citations
with Xin Huang
Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
published 2022 · AStA Advances in Statistical Analysis · 2 citations
Depth-based reconstruction method for incomplete functional data
published 2022 · Computational Statistics · 4 citations
with Antonio Elías, Raúl Jiménez
Forecasting Australian fertility by age, region, and birthplace
published 2022 · International Journal of Forecasting · 5 citations
with Yang Yang, James Raymer
Multi-population modelling and forecasting life-table death counts
published 2022 · Insurance Mathematics and Economics · 15 citations
with Steven Haberman, Ruofan Xu
Air Pollution and Mortality Impacts
published 2022 · Risks · 7 citations
with Zhe Michelle Dong, Aaron Bruhn
Stopping Time Detection of Wood Panel Compression: A Functional Time-Series Approach
published 2022 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 4 citations
Temporal and Spatial Taylor's Law: Application to Japanese Subnational Mortality Rates
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 6 citations
with Yang Yang, Joel E. Cohen
Selecting the derivative of a functional covariate in scalar-on-function regression
published 2022 · Statistics and Computing · 5 citations · first circulated 2020
with Giles Hooker
Factor-augmented Model for Functional Data
published 2022 · Statistica Sinica · first circulated 2021
A robust scalar-on-function logistic regression for classification
published 2022 · Communication in Statistics-Theory and Methods · 9 citations
with Muge Mutis, Ufuk Beyaztaş, Gülhayat Gölbaşı Şimşek
published 2022 · International Journal of Forecasting · 843 citations
A model sufficiency test using permutation entropy
published 2022 · Journal of Forecasting · 4 citations · first circulated 2021
Feature extraction for functional time series: Theory and application to NIR spectroscopy data
published 2021 · Journal of Multivariate Analysis · 8 citations
On projection methods for functional time series forecasting
published 2021 · Journal of Multivariate Analysis · 16 citations
with Antonio Elías, Raúl Jiménez
Function-on-Function Partial Quantile Regression
published 2021 · Journal of Agricultural Biological and Environmental Statistics · 8 citations
with Ufuk Beyaztaş, Aylin Alın
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
published 2021 · International Journal of Forecasting · 4 citations
with Fearghal Kearney
Not all long‐memory estimators are born equal: The case of nonstationary functional time series
published 2021 · Canadian Journal of Statistics · 3 citations
Bootstrap Prediction Bands for Functional Time Series
published 2021 · Journal of the American Statistical Association · 27 citations · first circulated 2020
with Efstathios Paparoditis
Forecasting the old‐age dependency ratio to determine a sustainable pension age
published 2021 · Australian & New Zealand Journal of Statistics
with Rob J. Hyndman, Yijun Zeng
Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
published 2021 · Journal of Statistical Computation and Simulation · 1 citations
Functional time series forecasting of extreme values
published 2021 · Communications in Statistics Case Studies Data Analysis and Applications · 6 citations · first circulated 2020
with Ruofan Xu
Neural network prediction of crude oil futures using B-splines
published 2020 · Energy Economics · 21 citations
with Sunil Butler, Piotr Kokoszka, Hong Miao
Local Whittle estimation of long‐range dependence for functional time series
published 2020 · Journal of Time Series Analysis · 21 citations
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
published 2020 · Journal of Applied Statistics
with Ufuk Beyaztaş
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
published 2020 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Xibin Zhang
Granger causality of bivariate stationary curve time series
published 2020 · Journal of Forecasting
with Kaiying Ji, Ufuk Beyaztaş
A comparison of parameter estimation in function-on-function regression
published 2020 · Communications in Statistics - Simulation and Computation
with Ufuk Beyaztaş
Functional linear models for interval-valued data
published 2020 · Communications in Statistics - Simulation and Computation · 3 citations
with Ufuk Beyaztaş, Abdel-Salam G. Abdel-Salam
A partial least squares approach for function-on-function interaction regression
published 2020 · Environmental and Ecological Statistics · 32 citations
with Ufuk Beyaztaş
Incorporating Model Uncertainty in the Construction of Bootstrap Prediction Intervals for Functional Time Series
published 2020 · Springer proceedings in mathematics & statistics · 1 citations
with Efstathios Paparoditis
Implied volatility surface predictability: The case of commodity markets
published 2019 · Journal of Banking & Finance · 7 citations
with Fearghal Kearney, Lisa Sheenan
Dynamic principal component regression for forecasting functional time series in a group structure
published 2019 · Scandinavian Actuarial Journal · 10 citations
Forecasting functional time series using weighted likelihood methodology
published 2019 · Journal of Statistical Computation and Simulation · 12 citations
with Ufuk Beyaztaş
Forecasting of density functions with an application to cross-sectional and intraday returns
published 2019 · International Journal of Forecasting · 50 citations
with Piotr Kokoszka, Hong Miao, Alexander Petersen
DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
published 2019 · Astin Bulletin · 19 citations
Long-Range Dependent Curve Time Series
published 2019 · Journal of the American Statistical Association · 91 citations
A robust functional time series forecasting method
published 2019 · Journal of Statistical Computation and Simulation · 8 citations
Uncovering predictability in the evolution of the WTI oil futures curve
published 2019 · European Financial Management · 13 citations
with Fearghal Kearney
Estimation of a functional single index model with dependent errors and unknown error density
published 2018 · Communications in Statistics - Simulation and Computation · 5 citations
Intraday forecasts of a volatility index: functional time series methods with dynamic updating
published 2018 · Annals of Operations Research · 22 citations
with Yang Yang, Fearghal Kearney
High-dimensional functional time series forecasting: An application to age-specific mortality rates
published 2018 · Journal of Multivariate Analysis · 75 citations · first circulated 2017
Visualizing Rate of Change: An Application to Age-specific Fertility Rates
published 2018 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 17 citations
Inference for the autocovariance of a functional time series under conditional heteroscedasticity
published 2017 · Journal of Multivariate Analysis · 64 citations
Grouped multivariate and functional time series forecasting:An application to annuity pricing
published 2017 · Insurance Mathematics and Economics · 29 citations
with Steven Haberman
Forecasting intraday S&P 500 index returns: A functional time series approach
published 2017 · Journal of Forecasting · 31 citations · first circulated 2015
Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
published 2017 · Risks · 13 citations
with Yuan Gao
A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
published 2016 · Journal of Time Series Analysis · 66 citations
Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
published 2016 · Econometrics and Statistics · 7 citations
Bootstrap methods for stationary functional time series
published 2016 · Statistics and Computing · 58 citations
Grouped Functional Time Series Forecasting: An Application to Age-Specific Mortality Rates
published 2016 · Journal of Computational and Graphical Statistics · 91 citations
with Rob J. Hyndman
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
published 2016 · Econometrics · 12 citations · first circulated 2013
with Xibin Zhang, Maxwell L. King
A multilevel functional data method for forecasting population, with an application to the United Kingdom
published 2016 · International Journal of Forecasting · 36 citations
with Peter Smith, Jakub Bijak, Arkadiusz Wiśniowski
Methods for Scalar‐on‐Function Regression
published 2016 · International Statistical Review · 183 citations
with Philip T. Reiss, Jeff Goldsmith, R. Todd Ogden
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
published 2015 · Journal of Multivariate Analysis · 13 citations
Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density
published 2014 · Journal of nonparametric statistics · 35 citations
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
published 2014 · Computational Statistics & Data Analysis · 18 citations
with Xibin Zhang, Maxwell L. King
Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data
published 2014 · Communications in Statistics - Simulation and Computation · 16 citations
Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
published 2013 · Computational Statistics · 28 citations
The BUGS book: a practical introduction to Bayesian analysis
published 2013 · Journal of Applied Statistics · 209 citations
Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
published 2013 · Computational Statistics & Data Analysis · 17 citations
A survey of functional principal component analysis
published 2013 · AStA Advances in Statistical Analysis · 218 citations
ftsa: An R Package for Analyzing Functional Time Series
published 2013 · The R Journal · 19 citations
Functional time series approach for forecasting very short-term electricity demand
published 2012 · Journal of Applied Statistics · 48 citations
Graphics for statistics and data analysis with R
published 2012 · Journal of Applied Statistics · 1 citations
Non-Parametric Econometrics
published 2011 · Journal of Applied Statistics · 9 citations
Optimal combination forecasts for hierarchical time series
published 2011 · Computational Statistics & Data Analysis · 450 citations
with Rob J. Hyndman, Roman A. Ahmed, George Athanasopoulos
Bayesian Nonparametrics
published 2011 · Journal of Applied Statistics · 19 citations
rainbow: An R Package for Visualizing Functional Time Series
published 2011 · The R Journal · 9 citations
Dynamic linear models with R
published 2010 · Journal of Applied Statistics · 44 citations
Nonparametric time series forecasting with dynamic updating
published 2010 · Mathematics and Computers in Simulation · 54 citations
with Rob J. Hyndman
Rainbow Plots, Bagplots, and Boxplots for Functional Data
published 2010 · Journal of Computational and Graphical Statistics · 295 citations · first circulated 2009
with Rob J. Hyndman
Forecasting functional time series
published 2009 · Journal of the Korean Statistical Society · 184 citations
with Rob J. Hyndman, Steven Haberman
Rejoinder: Forecasting functional time series
published 2009 · Journal of the Korean Statistical Society · 3 citations
with Rob J. Hyndman
D. Hand: Information generation (2007): how data rule our world
published 2009 · Computational Statistics
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