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