Expertises
Mathematics
- Long Range
- Stochastic Volatility
- Simulation Study
- Range Dependence
- Test Statistic
- Change Point Analysis
- Tail Index
- Tail Parameter
Organisaties
Publicaties
Jump to: 2024 | 2023 | 2022 | 2021 | 2020
2024
Depth 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
Onderzoeksprofielen
Vakken collegejaar 2024/2025
Vakken in het huidig collegejaar worden toegevoegd op het moment dat zij definitief zijn in het Osiris systeem. Daarom kan het zijn dat de lijst nog niet compleet is voor het gehele collegejaar.
Vakken collegejaar 2023/2024
- 191508209 - Internship AM
- 191508309 - Final Project (combination)
- 191508409 - Final Project M-AM
- 191571090 - Time Series Analysis
- 200900030 - Onderzoek van Wiskunde
- 202001233 - Probability Theory for TCS/BIT
- 202001348 - Mathematical Statistics
- 202001349 - Project Statistics
- 202001379 - Bachelor's Assignment M12
- 202200398 - Internship AM-CS
- 202300130 - Capita Selecta Applied Mathematics
Adres
Universiteit Twente
Zilverling (gebouwnr. 11), kamer 2047
Hallenweg 19
7522 NH Enschede
Universiteit Twente
Zilverling 2047
Postbus 217
7500 AE Enschede
Organisaties
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