High-Dimensional Time Series
Concentration results, covariance and precision matrix estimation, factor models, count time series, and change-point analysis.
Assistant Professor of Mathematical Statistics and Data Science
Marie-Christine Düker
I develop statistical theory and methodology for high-dimensional, dependent, and functional data, with applications in econometrics, neuroscience, chemistry, ecology, and the social sciences.
- Department of Mathematics, School of Computation, Information and Technology
- Technical University of Munich, Germany
- marie.dueker@tum.de
Technical University of Munich
Research Program
Statistics for complex dependent data
Functional and Hilbert-Space Methods
Limit theorems and sample autocovariance theory for functional and Hilbert space-valued processes.
Extremes and Applications
Extreme value theory and nonlinear dynamics motivated by data-rich scientific applications.
About
Current Position
I am an assistant professor for Mathematical Statistics and Data Science in the Department of Mathematics at the Technical University of Munich.
Prior to that, I was a postdoctoral associate in the Department of Statistics and Data Science at Cornell University, working with David Matteson. I received my PhD in Mathematics from Ruhr University Bochum and spent part of my PhD at the University of North Carolina at Chapel Hill.