Sparse temporal disaggregation
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Cites work
- A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data
- A study of error variance estimation in Lasso regression
- Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization
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- Estimating the dimension of a model
- Estimating the error variance in a high-dimensional linear model
- Extended Bayesian information criteria for model selection with large model spaces
- Forward stagewise regression and the monotone lasso
- High dimensional thresholded regression and shrinkage effect
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- scientific article; zbMATH DE number 4159921 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Interpolation and backdating with a large information set
- Investigation of the widely applicable Bayesian information criterion
- Least angle and \(\ell _{1}\) penalized regression: a review
- Least angle regression. (With discussion)
- Least squares after model selection in high-dimensional sparse models
- Model Selection and Estimation in Regression with Grouped Variables
- Nowcasting monthly GDP with big data: a model averaging approach
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Sparse temporal disaggregation
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Stability selection. With discussion and authors' reply
- Statistical analysis of cointegration vectors
- Statistics for high-dimensional data. Methods, theory and applications.
- Temporal disaggregation by state space methods: Dynamic regression methods revisited
- Temporal disaggregation of economic time series: The view from the trenches
- Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value-added tax data
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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