10 papers
Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series
Christopher M. Crawford, Marie-Christine Düker, Younghoon Kim +3
Unlike their continuous-valued counterparts, there are no universally preferred methodologies for modeling discrete-valued time series. This is especially problematic in fields suc…
Breuer-Major Theorems for Hilbert Space-Valued Random Variables
Marie-Christine Düker, Pavlos Zoubouloglou
Let be a stationary Gaussian process with values in a separable Hilbert space , and let be a measurable…
On extremes for Gaussian subordination
Shuyang Bai, Marie-Christine Duker
This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The m…
Testing common structure in high-dimensional factor models: change-point and two-sample procedures
Marie-Christine Düker, Vladas Pipiras
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are dr…
Prior distributions for structured semi-orthogonal matrices
Michael Jauch, Marie-Christine Düker, Peter Hoff
Statistical models for multivariate data often include a semi-orthogonal matrix parameter. In many applications, there is reason to expect that the semi-orthogonal matrix parameter…
The Fourth-Moment Theorem on Hilbert Spaces
Marie-Christine Düker, Pavlos Zoubouloglou
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-Itô chaos representation to a nondegenerate Gaussian measure on a separ…