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Model Selection for High-Dimensional Temporal D...
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Model Selection for High-Dimensional Temporal Disaggregation in Official Statistics
Project
:
Research
Status
Finished
Effective start/end date
8/03/21
→
1/02/23
Funding
ESRC:
£132,277.00
Gibberd, Alex
(Principal Investigator)
Research outputs
Sparse temporal disaggregation
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review