Welcome...

A. Betken (Annika)

Assistant Professor

About Me

My personal webpage:  https://annikabetken.github.io

Expertise

Mathematics
Change Point
Change-Point Analysis
Dependent
Range Of Data
Time Series
Wilcoxon Test
Business & Economics
Change Point
Long-Range Dependence

Publications

Other Contributions

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. PreprintarXiv: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

Contact Details

+31534894272 (secretary)
 

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

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Mailing Address

University of Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling  2047
P.O. Box 217
7500 AE Enschede
The Netherlands