Zilverling

A. Betken (Annika)

Assistant Professor
EEMCS-AM-MOR
Zilverling 2047
a.betken@utwente.nl
Business card

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

Expertise

  • Mathematics

    • Long Range
    • Stochastic Volatility
    • Simulation Study
    • Range Dependence
    • Test Statistic
    • Change Point Analysis
    • Tail Index
    • Tail Parameter

Organisations

Publications

Jump to: 2024 | 2023 | 2022 | 2021 | 2020

2024

A two-sample test based on averaged Wilcoxon rank sums over interpoint distances (2024)[Working paper › Preprint]. ArXiv.org. Betken, A., Marjanovic, A. & Proksch, K.https://doi.org/10.48550/arXiv.2408.10570Depth Patterns (2024)[Working paper › Preprint]. ArXiv.org. Betken, A. & Schnurr, A.https://doi.org/10.48550/arXiv.2401.13532Class Probability Matching with Calibrated Networks for Label Shift Adaptation (2024)In 12th International Conference on Learning Representations. Betken, A., Wen, H. & Hang, H.https://openreview.net/forum?id=mliQ2huFrZHigher-order approximation for constructing confidence intervals in time series (2024)[Working paper › Preprint]. ArXiv.org. Betken, A. & Düker, M.-C.https://doi.org/10.48550/arXiv.2211.01108Test for independence of long-range dependent time series using distance covariance (2024)[Working paper › Preprint]. ArXiv.org. Betken, A. & Dehling, H.https://doi.org/10.48550/arXiv.2107.03041

2023

Class Probability Matching Using Kernel Methods for Label Shift Adaptation (2023)[Working paper › Preprint]. ArXiv.org. Wen, H., Betken, A. & Hang, H.https://doi.org/10.48550/arXiv.2312.07282Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series (2023)Statistica sinica, 33(3), 2017-2039. Betken, A., Giraudo, D. & Kulik, R.https://doi.org/10.5705/ss.202020.0265

2022

Rank-based change-point analysis for long-range dependent time series (2022)Bernoulli, 28(4), 2209-2233. Betken, A. & Wendler, M.https://doi.org/10.3150/21-BEJ1416

2021

A Bootstrap Test for Independence of Time Series Based on the Distance Covariance (2021)[Working paper › Preprint]. ArXiv.org. Betken, A., Dehling, H. & Kroll, M.https://doi.org/10.48550/arXiv.2112.14091Block Bootstrapping the Empirical Distance Covariance (2021)[Working paper › Working paper]. ArXiv.org. Betken, A., Dehling, H. & Kroll, M.https://arxiv.org/abs/2112.14091Ordinal pattern dependence as a multivariate dependence measure (2021)Journal of multivariate analysis, 186. Article 104798. Betken, A., Dehling, H., Nüßgen, I. & Schnurr, A.https://doi.org/10.1016/j.jmva.2021.104798

2020

Ordinal pattern dependence as a multivariate dependence measure (2020)[Working paper › Working paper]. ArXiv.org. Betken, A., Dehling, H., Münker, I. & Schnurr, A.https://arxiv.org/abs/2012.02445Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series (2020)[Working paper › Preprint]. ArXiv.org. Betken, A., Giraudo, D. & Kulik, R.https://arxiv.org/abs/2006.02667Rank-based change-point analysis for long-range dependent time series (2020)[Working paper › Working paper]. ArXiv.org. Betken, A. & Wendler, M.https://arxiv.org/abs/2004.06574Ordinal patterns in long-range dependent time series (2020)Scandinavian journal of statistics. Betken, A., Buchsteiner, J., Dehling, H., Münker, I., Schnurr, A. & Woerner, J. H. C.https://doi.org/10.1111/sjos.12478

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

Address

University of Twente

Zilverling (building no. 11), room 2047
Hallenweg 19
7522 NH Enschede
Netherlands

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