The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (2024)

First Author: Mosley L

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11222-023-10378-1

Publication URI: http://dx.doi.org/10.1007/s11222-023-10378-1

Type: Journal Article/Review

Parent Publication: Statistics and Computing

Issue: 2