"The sparse dynamic factor model: a regularised quasi-maximum likelihood ..."

Luke Mosley, Tak-Shing T. Chan, Alex J. Gibberd (2024)

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DOI: 10.1007/S11222-023-10378-1

access: open

type: Journal Article

metadata version: 2024-05-07

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Luke Mosley, Tak-Shing T. Chan, Alex J. Gibberd:
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. Stat. Comput. 34(2): 68 (2024)

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