Marie-Christine Düker

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series Journal of Time Series Analysis	2026-01-07	Paper
Vector moving average models: a review Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2025-04-14	Paper
High-dimensional latent Gaussian count time series: concentration results for autocovariances and applications Electronic Journal of Statistics	2025-01-31	Paper
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence Statistical Papers	2024-07-25	Paper
Testing Simultaneous Diagonalizability Journal of the American Statistical Association	2024-07-05	Paper
Local Whittle estimation of high-dimensional long-run variance and precision matrices The Annals of Statistics	2024-01-04	Paper
Local Whittle estimation of high-dimensional long-run variance and precision matrices The Annals of Statistics	2024-01-04	Paper
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications	2023-01-01	Paper
Higher-order approximation for uncertainty quantification in time series analysis	2022-11-02	Paper
Cotrending: testing for common deterministic trends in varying means model Journal of Multivariate Analysis	2021-12-07	Paper
Limit theorems in the context of multivariate long-range dependence Stochastic Processes and their Applications	2020-09-02	Paper
Limit theorems for Hilbert space-valued linear processes under long range dependence Stochastic Processes and their Applications	2018-04-27	Paper

Research outcomes over time

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