The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (2024)
Attributed to:
Model Selection for High-Dimensional Temporal Disaggregation in Official Statistics
funded by
ESRC
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