2 citations · 4 across the 12 of their papers we have counts for
3 papers · 1 filter
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…
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
Marie-Christine Düker, Robert Lund, Vladas Pipiras
This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general a…
Local Whittle estimation of high-dimensional long-run variance and precision matrices
Changryong Baek, Marie-Christine Düker, Vladas Pipiras
This work develops non-asymptotic theory for estimation of the long-run variance matrix and its inverse, the so-called precision matrix, for high-dimensional time series under gene…