My personal webpage: https://annikabetken.github.io
Expertise
Mathematics
- Time Series Analysis
- Time Series
- Simulation Study
- Test Statistic
- Asymptotic Distribution
- Empirical Process
- Test Point
- Change Point Analysis
Organisations
Publications
Jump to: 2026 | 2025 | 2024 | 2023
2026
2025
2024
2023
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. 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
Research profiles
Courses academic year 2026/2027
Courses in the current academic year are added at the moment they are finalised in the Osiris system. Therefore it is possible that the list is not yet complete for the whole academic year.
- 191508209 - Internship AM
- 191508309 - Final Project (combination)
- 191508409 - Final Project M-AM
- 202001233 - Probability Theory for TCS/BIT
- 202001379 - Bachelor's Assignment
- 202300130 - Capita Selecta Applied Mathematics
- 202400669 - Capita Selecta Applied Mathematics 2
- 202500490 - Biostatistics
- 202600325 - Internship AM - 15 EC
- 202600326 - Final Project M-AM - 30 EC
Courses academic year 2025/2026
- 191508209 - Internship AM
- 191508309 - Final Project (combination)
- 191508409 - Final Project M-AM
- 191571090 - Time Series Analysis
- 202000406 - Statistics
- 202001233 - Probability Theory for TCS/BIT
- 202001236 - Probability Theory for pre-masters
- 202300130 - Capita Selecta Applied Mathematics
- 202400669 - Capita Selecta Applied Mathematics 2
- 202500380 - Mathematical Statistics 1
- 202500490 - Biostatistics
- 202500521 - Internship AM / CS 30 EC
- 202500526 - Internship AM / CS
Address

University of Twente
Zilverling (building no. 11), room 2047
Hallenweg 19
7522 NH Enschede
Netherlands
University of Twente
Zilverling 2047
P.O. Box 217
7500 AE Enschede
Netherlands