Marie-Christine Düker

Postdoctoral Researcher

About

I'm a postdoctoral associate in the Department of Statistics and Data Science at Cornell University, working with David Matteson and Gennady Samorodnitsky. In April 2023, I will be joining the Department of Statistics and Data Science at Friedrich-Alexander University as an assistant professor.

I received my PhD in Mathematics at the Faculty of Mathematics at Ruhr-University Bochum working in Herold Dehlings group and spent my PhD part-time in the Department of Statistics and Operations Research at the University of North Carolina at Chapel Hill under the supervision of Vladas Pipiras.

My current research interests include high-dimensional time series analysis, latent Gaussian count data, spectral density matrix estimation, dimension reduction, change-point analysis, functional data analysis, (multivariate) long-range dependence, nonstationary data and extreme value theory, applications in econometrics, neuroscience, chemistry and ecology.


CV

A CV can be found here.

Publications

Baek, C., Düker, M. , Jeong, S., Lee, T. : Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence. Preprint, 2022.
Goolsby, C., Losey, J., Xu, Y., Düker, M. , Sherman Getmansky, M., Matteson, D. S., Moradi, M.: Addressing the Embeddability Problem in Transition Rate Estimation. [bioRxiv], 2021.
Davidow, M., Cory, M., Che-Castaldo, J., Schafer, T., Düker, M. , Corcoran, D., Matteson, D. S.: Clustering Future Scenarios Based on Predicted Range Maps. [arXiv], 2021.
Schafer, T., McGranaghan, R., Getmansky Sherman, M., Feng, M., Owolabi, O., Ryan, S., Düker, M. , Jauch, M., Matteson, D. S.: Risk Identification & Quantification in Complex Human-Natural Systems via Convergent Data Intensive Research. KDD Proceedings, 2021.
Xu, Y., Düker, M. , Matteson, D.: Testing Simultaneous Diagonalizability. [arXiv] , 2021.
Baek, C., Düker, M. , Pipiras, V.: Thresholding and graphical local Whittle estimation. [arXiv] Preprint , 2021
Düker, M. : High-dimensional time series under long-range dependence and nonstationarity. Dissertation , 2020
Düker, M. , Pipiras, V., Sundararajan, R.: Cotrending: testing for common deterministic trends in varying means model. Journal of multivariate analysis (2021), Preprint Supplementary material
Düker, M. : Sample autocovariance operators of long-range dependent Hilbert space-valued linear processes. Preprint, 2020
Düker, M. : Limit theorems for multivariate long-range dependent processes. Stochastic Processes and their Applications 130, 5394–5425, 2020. [Link] [arXiv]
Düker, 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) , 2019). [Link] and Technical Appendix
Düker, M. : Limit theorems for Hilbert space-valued linear processes under long-range dependence. Stochastic Processes and their Applications , 128(5):1439–1465, 2018. [Link]

Presentations

  • "Seminar, Econometrics and Statistics, University of Chicago, Booth School of Business, virtual, March 2022 (invited).
  • "Seminar, Department of Statistics, University of Wisconsin Madison, virtual, February 2022 (invited).
  • "Seminar, Department of Statistics, University of Michigan, January 2022 (invited).
  • "10th International Conference of the ERCIM WG on Computational and Methodological Statistics, virtual, 18–20th December 2021 (invited).
  • "Thresholding and graphical local Whittle estimation.". Stochastics Seminar, Department Mathematics, University of Utah, October 2021.
  • "Thresholding and graphical local Whittle estimation.", 10th World Congress, virtual, July 19th–23rd.
  • "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.

Contact

Cornell University
Department of Statistics and Data Science
Comstock Hall
129 Garden Ave
Ithaca, NY 14850

E-Mail: duker@cornell.edu