Welcome...

A. Betken (Annika)

Assistant Professor

Expertise

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

Publications

Recent
Betken, A., Dehling, H., Nüßgen, I., & Schnurr, A. (2021). Ordinal pattern dependence as a multivariate dependence measure. Journal of multivariate analysis, 186, [104798]. https://doi.org/10.1016/j.jmva.2021.104798
Betken, A., Buchsteiner, J., Dehling, H., Münker, I., Schnurr, A., & Woerner, J. H. C. (2020). Ordinal patterns in long-range dependent time series. Scandinavian journal of statistics. https://doi.org/10.1111/sjos.12478
Betken, A., & Kulik, R. (2019). Testing for Change in Long-Memory Stochastic Volatility Time Series. Journal of Time Series Analysis, 40(5), 707-738. https://doi.org/10.1111/jtsa.12449
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

Visiting Address

University of Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling (building no. 11), room 1057
Hallenweg 19
7522NH  Enschede
The Netherlands

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Mailing Address

University of Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling  1057
P.O. Box 217
7500 AE Enschede
The Netherlands