Kim, Y, Düker, M., Fisher, Z. F., Pipiras, V.: Latent Gaussian dynamic factor modeling and forecasting for high-dimensional count time series, 2024. [arXiv]. |
Düker, M., Matteson, D., Tsay, R., Wilms, I.: Vector AutoRegressive Moving Average Models: A Review, 2024. [arXiv]. |
Düker, M., Zoubouloglou, P.: Breuer-Major Theorems for Hilbert Space-Valued Random Variables, 2024. [arXiv]. |
Düker, M., Pipiras, V.: Testing for common structures in high-dimensional factor models, 2024. [arXiv] [Supplement]. |
Baek, C., Düker, M., Pipiras, V.: Local Whittle estimation of high-dimensional long-run variance and precision matrices. The Annals of Statistics 51(6), 2386-2414, 2023. [Link] [arXiv]. |
Baek, C., Düker, M., Jeong, S., Lee, T.: Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. Journal of Statistical Papers, 2023. [Link] Preprint. |
Xu, Y., Düker, M., Matteson, D.: Testing Simultaneous Diagonalizability. Journal of the American Statistical Association, 2023. [Link] [arXiv]. |
Goolsby, C., Losey, J., Xu, Y., Düker, M., Sherman Getmansky, M., Matteson, D. S., Moradi, M.: Addressing the Embeddability Problem in Transition Rate Estimation. The Journal of Physical Chemistry A, 127(27), 5745-5759, 2023. [Link] [bioRxiv]. |
Davidow, M., Cory, M., Che-Castaldo, J., Schafer, T., Düker, M., Corcoran, D., Matteson, D. S.: Clustering Future Scenarios Based on Predicted Range Maps. Methods in Ecology and Evolution, 2023. [Link] [arXiv]. |
Düker, M., Lund, R., Pipiras, V.: High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications, 2022. [arXiv]. |
Betken, A., Düker, M.: Higher order approximation for constructing confidence intervals in time series, 2022. [arXiv]. |
Schafer, T., McGranaghan, R., Getmansky Sherman, M., Feng, M., Owolabi, O., Ryan, S., Düker, M., Jauch, M., Matteson, D. S.: Risk Identification & Quantification in Complex Human-Natural Systems via Convergent Data Intensive Research. KDD Proceedings, 2021. |
Düker, M., Pipiras, V., Sundararajan, R.: Cotrending: testing for common deterministic trends in varying means model. Journal of Multivariate Analysis 187, 104825, 2021. [doi] [Link] [Supplement]. |
Düker, M.: High-dimensional time series under long-range dependence and nonstationarity. Dissertation, 2020. |
Düker, M.: Sample autocovariance operators of long-range dependent Hilbert space-valued linear processes. Preprint, 2020. [Link], 2020 |
Düker, M.: Limit theorems for multivariate long-range dependent processes. Stochastic Processes and their Applications 130, 5394–5425, 2020. [doi] [arXiv]. |
Düker, M., Pipiras, V.: Asymptotic results for multivariate local Whittle estimation with applications. 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2019. [doi] [Supplement]. |
Düker, M.: Limit theorems for Hilbert space-valued linear processes under long-range dependence. Stochastic Processes and their Applications, 128(5):1439–1465, 2018. [doi]. |