Zobrazeno 1 - 10
of 2 635
pro vyhledávání: '"Dueker"'
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
Autor:
Korenfeld MS, Dueker DK
Publikováno v:
Clinical Ophthalmology, Vol 2016, Iss Issue 1, Pp 343-357 (2016)
Michael S Korenfeld,1,2 David K Dueker3 1Comprehensive Eye Care, Ltd. Washington, MO, USA; 2Washington University Department of Ophthalmology and Visual Sciences, St Louis, MO, USA; 3Ophthalmology, Hamad Medical Corporation, Doha, Qatar Purpose: The
Externí odkaz:
https://doaj.org/article/499010a9ec85497cbba4d07d78f0f00d
Autor:
Korenfeld MS, Dueker DK
Publikováno v:
Clinical Ophthalmology, Vol 2016, Iss Issue 1, Pp 71-77 (2016)
Michael S Korenfeld,1,2 David K Dueker3 1Comprehensive Eye Care, Ltd., 2Department of Ophthalmology and Visual Sciences, Washington University, Washington, MO, USA; 3Hamad Medical Corporation, Doha, Qatar Purpose: To describe a noninvasive instrument
Externí odkaz:
https://doaj.org/article/22d91a1f1b0649178616cec16930e187
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
Publikováno v:
Aerobiology. Sep2024, Vol. 2 Issue 3, p59-71. 13p.
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