Dr. Anne van Delft

Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
Gebäude IB 2/83
Universitätsstrasse 150
D-44801 Bochum

Tel.: +49 (0)234 / 32 25684
Fax: +49 (0)234 / 32 14559

E-Mail: anne dot vandelft at ruhr-uni-bochum.de



Sprechzeiten

nach Vereinbarung

Arbeitsgebiete

  • Funktionale Daten
  • Zeitreihen

Publikationen

van Delft, A. and Dette, H. (2020+)
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing.
Erscheint in: Bernoulli.

Aue, A. and van Delft, A. (2020+).
Testing for stationarity of functional time series in the frequency domain.
Erscheint in: Annals of Statistics.

van Delft, A., Characiejus, V., and Dette, H. (2020+).
A nonparametric test for stationarity in functional time series.
Erscheint in: Statistica Sinica.

van Delft, A. (2020).
A note on quadratic forms of stationary functional time series under mild conditions.
Stochastic Processes and their Applications 130(7), 4206-4251.
https://doi.org/10.1016/j.spa.2019.12.002

van Delft, A. and Eichler, M. (2020).
A note on Herglotz's theorem for time series on function spaces.
Stochastic Processes and their Applications 130(6), 3687-3710.
https://doi.org/10.1016/j.spa.2019.10.006

van Delft, A. and Eichler, M. (2019).
Data-adaptive estimation of time-varying spectral densities.
Journal of Computational and Graphical Statistics 28(2), 244-255.

van Delft, A. and Eichler, M. (2018).
Locally stationary functional time series. Electronic Journal of Statistics 12(1), 107-170.

Eingereicht:

van Delft, A. and Dette, H. (2020)
Pivotal tests for relevant differences in the second order dynamics of functional time series. (PDF).




Abschlussarbeiten

Time-varying spectral analysis on Hilbert spaces: theory and practice
Dissertation Mathematics, Maastricht University, 2016