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math.ST2025
Higher-order approximation for uncertainty quantification in time series analysis
Annika Betken, Marie-Christine Düker
For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fi…
math.ST2025
Kernel Estimation for Nonlinear Dynamics
Marie-Christine Düker, Adam Waterbury
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis o…