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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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Showing 2023 · math.STShow all

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math.ST2023★ 1 cited

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…