3 citations · 4 across the 5 of their papers we have counts for
7 papers
Long-memory Hermite functional processes in functional time series spectral asymptotics
M. C. Düker, P. Zoubouloglou, M. D. Ruiz-Medina
Functional Non-Central Limit Theorems (NCLTs) are derived, in the functional spectral domain (see RuizMedina, 2022), for square integrable transformations, mapping an H_{1}-valued…
RKHS-Based Inference for Nonlinear Granger Causality via Conditional Centering
Yuhan Tian, Adam Waterbury, Marie-Christine Düker
Granger causality is commonly formulated through linear prediction in vector autoregressive models, limiting its ability to detect nonlinear predictive relationships. We propose a…
On extremes for Gaussian subordination
Shuyang Bai, Marie-Christine Duker
This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The m…
Vector AutoRegressive Moving Average Models: A Review
Marie-Christine Düker, David S. Matteson, Ruey S. Tsay +1
Vector AutoRegressive Moving Average (VARMA) models form a powerful and general model class for analyzing dynamics among multiple time series. While VARMA models encompass the Vect…
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
Younghoon Kim, Marie-Christine Düker, Zachary F. Fisher +1
This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic f…
Higher-order approximation for uncertainty quantification in time series analysis
Annika Betken, Marie-Christine Düker
For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fi…
Clustering Future Scenarios Based on Predicted Range Maps
Matthew Davidow, Cory Merow, Judy Che-Castaldo +4
Predictions of biodiversity trajectories under climate change are crucial in order to act effectively in maintaining the diversity of species. In many ecological applications, futu…