Expertise
Organisations
Publications
Betken, A., Dehling, H., Münker, I., Schnurr, A. (2020): Ordinal pattern dependence as a multivariate dependence measure. Preprint, arXiv:2012.02445
Betken, A., Giraudo, D., Kulik, R. (2020): Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series. Preprint, arXiv:2006.02667
Betken, A., Wendler, M. (2020): Rank-based change-point analysis for long-range dependent time series. Preprint, arXiv:2004.06574
Betken, A., Buchsteiner, J., Dehling, H., Münker, I., Schnurr, A., Woerner, J. H. C. (2019): Ordinal Patterns in Long-Range Dependent Time Series. Scandinavian Journal of Statistics, doi: 10.1111/sjos.12478
Betken, A. (2017): Change point estimation based on Wilcoxon tests in the presence of long-range dependence. Electronic Journal of Statistics, 11(2), 3633-3672, doi: 10.1214/17-EJS1323
Betken, A., Kulik, R. (2019): Testing for change in stochastic volatility with long range dependence. Journal of Time Series Analysis, 40(5), 707-738, doi: 10.1111/jtsa.12449
Betken, A., Wendler, M. (2018): Subsampling for General Statistics under Long Range Dependence. Statistica Sinica, 28(3), 1199-1224, doi: 10.5705/ss.202015.0435
Betken, A. (2016): Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test. Journal of Time Series Analysis, 37(6), 785-809, doi: 10.1111/jtsa.12187
UT Research Information System
Courses Academic Year 2022/2023
Courses Academic Year 2021/2022
Contact Details
Visiting Address
University of Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling
(building no. 11), room 2047
Hallenweg 19
7522NH Enschede
The Netherlands
Mailing Address
University of Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling
2047
P.O. Box 217
7500 AE Enschede
The Netherlands