Curriculum Vitae (April 2015)
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1 Curriculum Vitae (April 2015) Personal details : Nom : Viano. Prnom : Marie-Claude. Date of birth: July 20,1941. French nationality. Personal address : 15 rue du Lieutenant Colpin, Lille, France. Tel : Present position : (Retired) Professeur Emérite Laboratoire de Statistique et Probabilités, Bat. M2, Université des Sciences et Technologies de Lille, F Villeneuve d Ascq Cedex France. Tel : marie-claude.viano@univ-lille1.fr Education and degrees : - Graduate of the Ecole Normale Supérieure ( ). - Standard University cursus from 1961 to Agrégation de Mathématiques (1964). - Thesis (Doctorat d Etat) 1988: Quelques Problèmes de Statistique dans les processus. Supervisor : D. Dacunha Castelle. Academic Career : - First part ( ): Assistant Professor in Universities Paris VI, then Paris V - Second part (from 1990 to 2007): Full Professor in University of Lille I. - Retired in 2007.
2 Teaching: I think useless to give details of 43 years of teaching applied and pure mathematics in all cycles of french university: in small groups as well as lectures to large numbers. Written documents are available on my personal webpage. (Main) Collective Responsibilities: - Co-responsability with my lithuanian colleagues of a long series of Lille- Vilnius agreements - Head of the laboratory of Statistics and Probability of Lille University from 1994 to Supervision of thesis: - Mohamedou Ould Haye (2001): now Professor in Carleton University (Ottawa) - Frédéric Lavancier (2005): now Assistant Professor in Nantes University - Nicolas Perpète (2013): for the moment Professor in a high school in Boulogne. Resarch Some among the topics I studied: - Robustness of usual statistics wrt dependence in the data. - Persistent excitation of controlled systems. - Long memory of stochastic processes. - Change points detection. - Long range forecasting in functional models. - Random sampling in long memory processes. - Aggregating processes with random parameters. Published papers: 35 (see the bibliography below) Conferences and lectures: around 39 2 papers in progress. 2
3 Main published papers [1] Oppenheim G., Viano M.-C. (1974). Robustesse de tests de comparaison de fréquences vis vis de dépendance markovienne. Publ. ISUP [2] Oppenheim G., Viano M.-C. (1975). Robustesse de tests de comparaison de moyennes vis vis de la dépendance des observations, Math. Operat. und Stat. 6, [3] Milhaud X., Oppenheim G., Viano M.-C. (1983). Sur la convergence du processus de vraisemblance en variables markoviennes, Zeitsch. Warsch. verw. Gebiete. 64, [4] Deniau C., Oppenheim G., Viano M.-C. (1986). Time random sampling. Proceedings of the 1rst congress of Bernoulli Society. Tachkent. [5] Viano M.-C. (1987). Excitation persistante et convergence de l estimateur des moindres carrés des paramétres d un modle ARMAX. C.R.A.S. t. 305, Sér. I, [6] Viano M.-C. (1987). Itérations aléatoires et filtrage de Kalman. C.R.A.S. t. 306, Sér. I, [7] Deniau C., Oppenheim G., Viano M.-C. (1990). Estimation of centrality parameter and random sampling, Part I: Necessary condition. Kybernetika. 26, [8] Deniau C., Oppenheim G., Viano M.-C. (1990). Estimation of centrality parameter and random sampling, Part II: Applications. Kybernetika. 26, [9] Viano M.-C. (1990). Partial convergence of extended least-squares for insufficiently excited linear systems. Int. J. Adapt. Contr. and Sign. Proc. 4, [10] Viano M.-C. (1990). Random sampling and Kalman filtering, Theor. Prob. Appl. 35, [11] Kadi A., Oppenheim G., Viano M.-C. (1994). Random aggregation of uni and multivariate linear processes, J. Time Ser. Anal. 15,
4 [12] Viano M.-C., Deniau C., Oppenheim G. (1994). Continuous time fractional ARMA processes, Stat. Prob. Letters. 21, [13] Viano M.-C., Deniau C., Oppenheim G. (1995). Long range dependence and mixing for discrete time fractional processes, J. Time Ser. Anal. 16, [14] Massé B., Viano M.-C. (1995). Discriminating between two A.R(1) families, Stat. Prob. Letters. 25, [15] Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1996). Distribution processes of fractional ARMA type, mixing properties, Prob. and Math. Stat. 16, [16] Poggi J-M., Viano M.-C. (1998). An estimate of the fractal index using multi-scale aggregates, J. Time Ser. Anal. 19, [17] Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1998). Linear Distribution Processes, J. Appl. Math. and Stoch. Anal [18] Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1998). Distribution processes with stationary fractional increments Proceedings of the colloquium FDS 98: Fractional Differential Systems: Models, Methods and Applications. ESAIM: Proceedings, Vol. 5, 1998, [19] Suquet Ch., Viano M.-C. (1998) Change point detection in dependent sequences: invariance principles for some quadratic statistics, Math. Meth. of Stat [20] Leipus R., Viano M.-C. (2000) Modelling long-memory time series with finite or infinite variance: a general approach. J. Time Ser. Anal pp [21] Oppenheim G., Ould Haye M., Viano M.-C. (2000). Long memory with seasonal effects. Statist. Inf. for Stoch. Proc. vol 3, pp [22] Bel L., Oppenheim G., Robbiano L., Viano M.-C. (2002) Synthèse fractionnaire - Filtres fractals (chapter 5) In Lois d echelle fractales et ondelettes tome 1, P. Abry, P. Gonçalvès, J. Lévy Véhel eds., Hermes Sciences. 4
5 [23] Leipus R., Viano M.-C. (2002). Aggregation in ARCH models. Lithuanian Mathematical Journal. vol [24] Surgailis D., Viano M-C., (2002) Long memory properties and covariance structure of the EGARCH model. ESAIM P&S, Vol. 6, pp [25] Ould Haye M., Viano M.-C. (2002). Limit theorems under seasonal longmemory. In Theory and Applications of Long-range Dependence. Paul Doukhan, Georges Oppenheim and Murad S. Taqqu eds. ISBN Birkhäuser, Boston. [26] Leipus R., Viano M.-C. (2003) Long memory and stochastic trend. Stat. and Probab. Letters, 61 (2) pp [27] Oppenheim G. Viano M.-C. (2004) Aggregation of random parameters Ornstein-Uhlenbeck or AR processes: some convergence results. J. Time Ser. Anal pp [28] G. Oppenheim, R. Leipus, A. Philippe and M.-C. Viano (2005). Orthogonal series density estimation in a disaggregation Scheme. Journal of Statistical Planning and Inference. Vol 136/8 pp [29] Doukhan P., Lang G. Surgailis D., Viano M.-C. (2005) The empirical process of a class of Bernoulli shifts with long memory. J. of Theor. Probab pp [30] Kazakevičius V, Leipus R., Viano M.-C (2005) Stability of random coefficients autoregressive conditionally heteroskedastic models. Journal of Econometrics pp [31] Philippe A., Surgailis D., and Viano M.-C. (2006) Almost periodically correlated processes with long-memory. In Dependence in Probability and Statistics, Lecture Notes in Statistics, Vol Bertail, P; Doukhan, P; Soulier, Ph (Eds.) Springer-Verlag New-York. [32] Philippe A., Surgailis D., and Viano M.-C. (2006) Invariance principle for a class of non stationary processes with long memory, C. R. Acad. Sci. Paris, Ser. I Volume 342, Issue 4, Pages
6 [33] Philippe A., Surgailis D., and Viano M.-C.(2008) Time-varying fractionally integrated processes with nonstationary long memory, Theory of Probability and its Applications. Vol. 52. [34] Philippe A., Viano M.-C. (2010) Random sampling of long-memory stationary processes. Journal of Statistical Planning and Inference. vol [35] Brossat X., Oppenheim G. and Viano M.C (2013). Estimating and forecasting partially linear models with non stationary exogeneous variables. Annals of ISUP. Vol 57. 6
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