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The Sparse Dynamic Factor Model: A Regularised Quasi-Maximum Likelihood Approach (2023)

First Author: Mosley L

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/10.48550/arxiv.2303.11892

Publication URI: https://arxiv.org/abs/2303.11892

Type: Preprint