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The sparse dynamic factor model: a regularised quasi-maximum likelihood approach - MaRDI portal

The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410)

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scientific article; zbMATH DE number 7840053
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The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
scientific article; zbMATH DE number 7840053

    Statements

    title
    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (English)
    0 references
    author
    Q6494408
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    Tak-Shing T. Chan
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    Q6494409
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    publication date
    30 April 2024
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    cites work
    Q2891271
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    Q4864293
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    Identifiers

    zbMATH DE Number
    7840053
    0 references
     
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