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Marie-Christine Düker

Friedrich-Alexander-Universität Erlangen-Nürnberg (from arXiv:2307.10454, 2023) · ORCID · OpenAlex

10 papers in scope · 10 published · 1 on the econ.EM arXiv · 55 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Elvin Isufi
  2. Geert Leus
  3. Nathanaël Perraudin
  4. Andreas Loukas
  5. George Michailidis
  6. Jiahe Lin
  7. David S. Matteson
  8. Bernd Funovits
  9. Ruey S. Tsay
  10. Vladas Pipiras
  11. Zachary F. Fisher
  12. Young-Hoon Kim
  13. Zhaoxing Gao
  14. Ines Wilms
  15. Puyi Fang
  16. Likai Chen
  17. Wei Biao Wu
  18. Sihan Tu
  19. Jialuo Chen
  20. Yuefeng Han

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 10)

Latent Gaussian Dynamic Factor Modeling and Forecasting for Multivariate Count Time Series
published2025 · Journal of Time Series Analysis · 7 citations · first circulated 2018
with Younghoon Kim, Zachary F. Fisher, Vladas Pipiras, Yisu Jia, Stefanos Kechagias, James Livsey, Robert Lund, Young-Hoon Kim
Paper profile Journal of Time Series Analysis arXiv:2307.10454
HIGHER-ORDER APPROXIMATION FOR UNCERTAINTY QUANTIFICATION IN TIME-SERIES ANALYSIS
published2025 · Econometric Theory · first circulated 2022
with Annika Betken
Econometric Theory
Vector AutoRegressive Moving Average Models: A Review
published2025 · Wiley Interdisciplinary Reviews Computational Statistics · 19 citations · first circulated 2024
with David S. Matteson, Ruey S. Tsay, Ines Wilms
Paper profile Wiley Interdisciplinary Reviews Computational Statistics arXiv:2406.19702
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
published2024 · Electronic Journal of Statistics · 4 citations · first circulated 2023
with Robert Lund, Vladas Pipiras
Electronic Journal of Statistics
Local Whittle estimation of high-dimensional long-run variance and precision matrices
published2023 · The Annals of Statistics · 4 citations · first circulated 2021
with Changryong Baek, Vladas Pipiras
The Annals of Statistics
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
published2023 · Statistical Papers · 4 citations
with Seok-Oh Jeong, Taewook Lee, Changryong Baek
Statistical Papers
Testing Simultaneous Diagonalizability
published2023 · Journal of the American Statistical Association · 1 citations · first circulated 2021
with Yuchen Xu, David S. Matteson
Journal of the American Statistical Association
Cotrending: Testing for common deterministic trends in varying means model
published2021 · Journal of Multivariate Analysis · 1 citations
with Vladas Pipiras, Raanju R. Sundararajan
Journal of Multivariate Analysis
Limit theorems in the context of multivariate long-range dependence
published2020 · Stochastic Processes and their Applications · 4 citations
Stochastic Processes and their Applications
Limit theorems for Hilbert space-valued linear processes under long range dependence
published2017 · Stochastic Processes and their Applications · 11 citations
Stochastic Processes and their Applications

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.