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

Disaggregating Time-Series with Many Indicators: An Overview of the DisaggregateTS Package. - Luke Mosley; Kaveh Salehzadeh Nobari; Giuseppe Brandi; Alexander J. Gibberd (R J., 2025)