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20172026
most citedLocal Whittle estimation of high-dimensional long-run variance and precision matrices

2 citations · 4 across the 12 of their papers we have counts for

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math.PR2017

Limit theorems for multivariate long-range dependent processes

Marie-Christine Düker

This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the s…

math.PR2017

Limit theorems for Hilbert space-valued linear processes under long range dependence

Marie-Christine Düker

Let be a linear process with values in a separable Hilbert space given by for eac…