Zobrazeno 1 - 10
of 2 338
pro vyhledávání: '"DÜKER, A."'
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 Vector AutoRegressive (VAR) models, their popularity in empirical applicat
Externí odkaz:
http://arxiv.org/abs/2406.19702
Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the operator $G$ and
Externí odkaz:
http://arxiv.org/abs/2405.11452
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are driven by the same loading matrix up to some linear transformation. The
Externí odkaz:
http://arxiv.org/abs/2403.19818
Autor:
Düker, Julius, Rieber, Alexander
We investigate how to efficiently set up work groups to boost group productivity, individual satisfaction, and learning. Therefore, we conduct a natural field experiment in a compulsory undergraduate course and study differences between self-selected
Externí odkaz:
http://arxiv.org/abs/2403.12694
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 factor series. The estimation of the latent model parameters is based o
Externí odkaz:
http://arxiv.org/abs/2307.10454
This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general and ensures a pre-specified marginal distribution for the counts in eac
Externí odkaz:
http://arxiv.org/abs/2301.00491
Autor:
Düker, Marie-Christine, Betken, Annika
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-fit testing and uncertainty quantification admit a representation as fun
Externí odkaz:
http://arxiv.org/abs/2211.01108
Autor:
Wallner, Markus a, Müller, Omar V. b, Goméz, Andrea A. b, Joost, Ingeborg a, Düker, Urda c, Klawonn, Frank d, Nogueira, Regina c, ⁎
Publikováno v:
In Science of the Total Environment 10 January 2025 959
Autor:
Della-Morte, David, Pacifici, Francesca, Simonetto, Marialaura, Dong, Chuanhui, Dueker, Nicole, Blanton, Susan H., Wang, Liyong, Rundek, Tatjana
Publikováno v:
In Free Radical Biology and Medicine 1 August 2024 220:262-270
This work develops non-asymptotic theory for estimation of the long-run variance matrix and its inverse, the so-called precision matrix, for high-dimensional time series under general assumptions on the dependence structure including long-range depen
Externí odkaz:
http://arxiv.org/abs/2105.13342