2 citations · 4 across the 12 of their papers we have counts for
4 papers · 1 filter
The Fourth-Moment Theorem on Hilbert Spaces
Marie-Christine Düker, Pavlos Zoubouloglou
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-Itô chaos representation to a Gaussian measure on a separable Hilbert sp…
Scaling limits for sample autocovariance operators of Hilbert space-valued linear processes
Marie-Christine Düker, Pavlos Zoubouloglou
This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at dif…
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…
Prior distributions for structured semi-orthogonal matrices
Michael Jauch, Marie-Christine Düker, Peter Hoff
Statistical models for multivariate data often include a semi-orthogonal matrix parameter. In many applications, there is reason to expect that the semi-orthogonal matrix parameter…