Düker, M. , Pipiras, V.: Testing for common structures in high-dimensional factor models.
Preprint, 2024.
Supplement.
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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]
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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.
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Xu, Y., Düker, M. , Matteson, D.: Testing Simultaneous Diagonalizability.
Journal of the American Statistical Association , 2023.
[Link]
[arXiv]
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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].
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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].
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Düker, M. , Lund, R., Pipiras, V.: High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications.
[arXiv], 2022.
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Betken, A., Düker, M. : Higher order approximation for constructing confidence intervals in time series.
[arXiv], 2022.
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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.
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Düker, M. , Pipiras, V., Sundararajan, R.: Cotrending: testing for common deterministic trends in varying means model.
Journal of Multivariate Analysis 187, 104825, 2021.
[Link]
Preprint
Supplementary material
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Düker, M. : High-dimensional time series under long-range dependence and nonstationarity.
Dissertation , 2020
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Düker, M. : Sample autocovariance operators of long-range dependent Hilbert space-valued linear processes.
Preprint, 2020
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Düker, M. : Limit theorems for multivariate long-range dependent processes.
Stochastic Processes and their Applications 130, 5394–5425, 2020.
[Link]
[arXiv]
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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).
[Link]
and
Technical Appendix
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Düker, M. : Limit theorems for Hilbert space-valued linear processes under long-range dependence.
Stochastic Processes and their Applications , 128(5):1439–1465, 2018.
[Link]
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