Limit theorems for Hilbert space-valued linear processes under long range dependence MC Düker Stochastic Processes and their Applications 128 (5), 1439-1465, 2018 | 17 | 2018 |
Limit theorems in the context of multivariate long-range dependence MC Düker Stochastic Processes and their Applications 130 (9), 5394-5425, 2020 | 9* | 2020 |
Asymptotic results for multivariate local Whittle estimation with applications MC Düker, V Pipiras 2019 IEEE 8th International Workshop on Computational Advances in Multi …, 2019 | 5 | 2019 |
Local Whittle estimation of high-dimensional long-run variance and precision matrices C Baek, MC Düker, V Pipiras The Annals of Statistics 51 (6), 2386-2414, 2023 | 4* | 2023 |
Sample autocovariance operators of Hilbert space-valued linear processes MC Düker | 4* | 2021 |
Addressing the embeddability problem in transition rate estimation C Goolsby, J Losey, A Fakharzadeh, Y Xu, MC Düker, ... The Journal of Physical Chemistry A 127 (27), 5745-5759, 2023 | 3 | 2023 |
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications MC Düker, R Lund, V Pipiras arXiv preprint arXiv:2301.00491, 2023 | 2 | 2023 |
Cotrending: Testing for common deterministic trends in varying means model MC Düker, V Pipiras, R Sundararajan Journal of Multivariate Analysis 187, 104825, 2022 | 2 | 2022 |
Technical appendix for “Asymptotic results for multivariate local Whittle estimation with applications” MC Düker, V Pipiras Preprint, 2019 | 2 | 2019 |
Testing simultaneous diagonalizability Y Xu, MC Düker, DS Matteson Journal of the American Statistical Association, 1-13, 2023 | 1 | 2023 |
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence M Düker, S Jeong, T Lee, C Baek | 1 | 2022 |
Vector AutoRegressive Moving Average Models: A Review MC Düker, DS Matteson, RS Tsay, I Wilms arXiv preprint arXiv:2406.19702, 2024 | | 2024 |
Breuer-Major Theorems for Hilbert Space-Valued Random Variables MC Düker, P Zoubouloglou arXiv preprint arXiv:2405.11452, 2024 | | 2024 |
Testing for common structures in high-dimensional factor models MC Düker, V Pipiras arXiv preprint arXiv:2403.19818, 2024 | | 2024 |
Clustering future scenarios based on predicted range maps M Davidow, TLJ Schafer, C Merow, J Che‐Castaldo, MC Düker, E Feng, ... Methods in Ecology and Evolution 14 (5), 1346-1360, 2023 | | 2023 |
Higher order approximation for constructing confidence intervals in time series MC Düker, A Betken arXiv preprint arXiv:2211.01108, 2022 | | 2022 |
Risk Identification & Quantification in Complex Human-Natural Systems via Convergent Data Intensive Research TLJ Schafer, RM McGranaghan, M Getmansky Sherman, MLE Feng, ... Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data …, 2021 | | 2021 |
High-dimensional time series under long-range dependence and nonstationarity MC Düker | | 2020 |