Fakultäten der RUB » Fakultät für Mathematik » Lehrstühle » Lehrstuhl Mathematik XII

Marie Christine Düker, M.Sc.

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Ruhr-University Bochum
Faculty for Mathematics
IB 2/173
Universitätsstraße 150
44780 Bochum

Phone: +49-234-3219597
E-Mail: Marie-Christine.Dueker[at]ruhr-uni-bochum.de



Teaching

  • Summer term 2020: ''Financial Mathematics" exercise class
  • Winter term 2017/18: ''Analysis III" exercise class
  • Winter term 2016/17: ''Analysis I" exercise class
  • Winter term 2015/16: 'co-advisor for the seminar ''Statistics in everyday life"

Publications and Preprints

  • Dueker, 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),
    doi: 10.1109/CAMSAP45676.2019.9022642 (Preprint) and Technical Appendix
  • Dueker, M., Pipiras, V., Sundararajan, R.: Cotrending: testing for common deterministic trends in varying means model. Preprint
  • Dueker, M.: Limit theorems for multivariate long-range dependent processes. Stochastic Processes and their Applications,
    doi: 10.1016/j.spa.2020.03.011 arxiv:1704.08609
  • Dueker, M.: Sample autocovariance operators of long-range dependent Hilbert space-valued linear processes. Preprint
  • Dueker, M.: Limit theorems for Hilbert space-valued linear processes under long range dependence. Stochastic Processes and their Applications, doi: 10.1016/j.spa.2017.07.015

Presentations

  • "Common deterministic trends in varying means model." Graduate Seminar, Department of Statistics and Operations Research, UNC Chapel Hill, September 2019.
  • "Sample autocovariances of long-range dependent Hilbert space-valued linear process.", 40th Conference on Stochastic Processes and their Applications, Gothenburg, 11–15th of June 2018.
  • "Limit theorems for multivariate long-range dependent processes.", 13th German Probability and Statistics Days, Freiburg, 27th February - 02nd March 2018.
  • "Limit theorems for multivariate long-range dependent time series in context of change-point analysis.", 10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, 16-18th December 2017.
  • "Limit theorems for multivariate long-range dependent processes." Graduate Seminar, Department of Statistics and Operations Research, TU Dortmund, November 2017.
  • "Limit theorems for Hilbert space-valued linear processes under long range dependence.", 31st European Meeting of Statisticians, Helsinki, 24-28th July 2017.