How to find DELETE and UPDATE statements that have been executed on a database?
Run this in the context of the master database as you must be running it under the context of a user database set to SQL Server 2000 compatibility level.

The following should work fine

USE master;

SELECT deqs.last_execution_time AS [Time],
       dest.TEXT                AS [Query]
FROM   sys.dm_exec_query_stats AS deqs
       CROSS APPLY sys.dm_exec_sql_text(deqs.sql_handle) AS dest
WHERE  dest.text LIKE '%Delete%from%'
ORDER  BY deqs.last_execution_time DESC