Anna Dudek

Fonctions et responsabilités :

Chercheuse en statistique, bénéficiant d'une bourse Marie Curie, accueillie à Rennes 2 d'octobre 2015 à septembre 2017.

 

Researcher in statistics, beneficiary of Marie Skłodowska-Curie grant, presently in Rennes 2 from October 2015 to September 2017

Coordonnées :

Email: anna (dot) dudek (at) univ-rennes2.fr

Office : A201, Building A, RENNES - VILLEJEAN

CV :

2016 - Habilitation (Habilitation à diriger des recherches), Université  Rennes 2.
Title: Resampling methods for periodic and almost periodic processes (Méthodes de rééchantillonnage pour des processus périodiques et presque périodiques).
Referees: Patrice Bertail, Marianne Clausel, Antonio Napolitano.
Other jury members: Dominique Dehay, François Guillet, Céline Lévy-Leduc and François Roueff (president).

Publications :

Journal articles

  1.  A. Dudek, M. Goćwin and  J. Leśkow (2008). Simultaneous confidence bands for the integrated hazard function,  Comput. Stat., 23(1), 41-62.
     
  2.  A. Dudek and Z. Szkutnik (2008). Minimax unfolding of the spheres size distribution from linear sections,  Statistica Sinica, 18, 1063-1080.
     
  3.  A. Dudek (2009). Smoothed estimator of the periodic hazard function, Opusc. Math., 29(3), 229-251.
     
  4.  A. Dudek and J. Leśkow (2011). A bootstrap algorithm for data from a periodic multiplicative intensity model,  Comm. Statist. Theory Methods, 40, 1468-1489.
     
  5.  A.E. Dudek, J. Leśkow, E. Paparoditis and D. Politis (2014). A generalized block bootstrap for seasonal time series,   J. Time Ser. Anal., 35, 89-114.
     
  6.  D. Dehay, A. Dudek  and J. Leśkow (2014). Subsampling for continuous-time nonstationary stochastic processes,  J. Stat. Plan. Inf., 150, 142-158.
     
  7. A.E. Dudek, M. Maiz and M.  Elbadaoui (2014). Generalized Seasonal Block Bootstrap in  frequency analysis of cyclostationary signals,  Signal Process., 104C, 358-368.
    A.E. Dudek, M. Maiz and M.  Elbadaoui (2015). Erratum to ''Generalized Seasonal Block Bootstrap in  frequency analysis of cyclostationary signals'' [Signal Process. 104(2014) 358-368],  Signal Process., 109, 362-363.
     
  8. A.E. Dudek (2015). Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series,  Metrika, 78(3),  313-335, DOI 10.1007/s00184-014-0505-9.
     
  9. D. Dehay and  A.E. Dudek (2015). Bootstrap method for Poisson  sampling  almost periodic process, J. Time Ser. Anal., 36(3),  327-351, DOI: 10.1111/jtsa.12115.
     
  10. A.E. Dudek,  E. Paparoditis and D. Politis (2016). Generalized Seasonal Tapered Block Bootstrap, Statistics and Probability Letters, 115, 27-35.
     
  11. A.E. Dudek, H. Hurd and W. Wójtowicz (2016). Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients, Wiley Interdisciplinary Reviews: Computational Statistics, 8(3), 130-149.
     
  12. A.E. Dudek (2016). First and second order analysis for periodic random arrays using block bootstrap methods,  Electronic Journal of Statistics, 10(2) , 2561-2583.
     
  13. D. Dehay and A.E. Dudek (2017). Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes, Electronic Journal of Statistics, 11, 99–147.
     
  14. A.E. Dudek and Ł. Lenart (2017) . Subsampling for nonstationary time series with non-zero mean function,  Statistics and Probability Letters, 129, 252–259.

 

Book chapters, research monographs, conference papers

  1. S. Maiz, M. El Badoui, F. Bonnardot,  J. Leśkow and A. Dudek (2013). Deterministic/cyclostationary Signal Separation Using Bootstrap, 11th IFAC International Workshop on Adaptation and Learning in Control and Signal Processing, ALCOSP 2013, Adaptation and Learning in Control and Signal Processing, Volume  11, Part 1, p. 641-646,  DOI: 10.3182/20130703-3-FR-4038.00089.
     
  2. A.E. Dudek, H. Hurd and W. Wójtowicz (2014). Bootstrap for maximum likelihood estimates of PARMA coefficients, F. Chaari et al. (eds.) Cyclostationarity: Theory and Methods, Lecture Notes in Mechanical Engineering.  Chapter 2, pp 15-22, DOI 10.1007/978-3-319-04187-2, Springer International Publishing Switzerland.
     
  3. A.E. Dudek and P. Potorski (2014). Simulation comparison of CBB and GSBB in overall mean estimation problem for PC time series,  F. Chaari et al. (eds.) Cyclostationarity: Theory and Methods, Lecture Notes in Mechanical Engineering. Chapter 7, pp 95-106, DOI 10.1007/978-3-319-04187-7, Springer International Publishing Switzerland.
     
  4. A.E. Dudek, J. Leśkow and S. Maiz (2014). Block bootstrap for the autocovariance coefficients of periodically correlated time series,  Topics in Nonparametric Statistics: Topics in NonParametric Statistics: Proceedings of the First Conference of the International Society for NonParametric Statistics, M.G. Akritas, S.N. Lahiri and D.N. Politis (Eds.), Springer, New York, Chapter: 8, pp 75-84.
     
  5. A.E. Dudek,  H. Hurd and W. Wójtowicz (2015). PARMA models with applications in R,  F. Chaari et al. (eds.)  Cyclostationarity: Theory and Methods - II, Applied Condition Monitoring 3. Chapter 7, pp 131-153, DOI 10.1007/978-3-319-16330-7\_7, Springer International Publishing Switzerland 2015.
     
  6. A.E. Dudek and J. Uzar (2015). Simulation study of performance of MBB in~overall mean estimation problem for APC time series, F. Chaari et al. (eds.) Cyclostationarity: Theory and Methods - II, Applied Condition Monitoring 3. Chapter 1, pp 1-18,  DOI 10.1007/978-3-319-16330-7\_1, Springer International Publishing Switzerland 2015.

 

Autres informations :

Funded research projects

  1. 2008 - 2011, Improving the Security of Communication Systems, funded by NATO Science for Peace and Security Programme.
  2. 2011, Knowledge and Practice - A Key to Success in Business, funded by UE.
  3. 2015-2017, MARIE SKŁODOWSKA-CURIE ACTIONS, Individual Fellowships (IF),  EU grant nr 655394 - ResMet.

 

Software

Co-author of the perARMA package in R available from the Comprehensive R Archive Network (CRAN) http://cran.r-project.org/web/packages/perARMA.