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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.PR2024

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 map…

stat.ME2024

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…