Expertises
Mathematics
# Change Point
# Change-Point Analysis
# Dependent
# Range Of Data
# Time Series
# Wilcoxon Test
Business & Economics
# Change Point
# Long-Range Dependence
Verbonden aan
Publicaties
Recent
Betken, A., Dehling, H., & Kroll, M. (2021).
Block Bootstrapping the Empirical Distance Covariance. ArXiv.org.
https://arxiv.org/abs/2112.14091
Betken, A., & Dehling, H. (2021).
Distance correlation for long-range dependent time series.
Betken, A., & Wendler, M. (Accepted/In press).
Rank-based change-point analysis for long-range dependent time series.
Bernoulli.
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., Giraudo, D., & Kulik, R. (2020).
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series. Academia Sinica.
https://arxiv.org/abs/2006.02667
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
Betken, A., & Wendler, M. (2018).
Subsampling for general statistics under long range dependence with application to change point analysis.
Statistica sinica,
28, 1199-1224.
https://doi.org/10.5705/ss.202015.0435
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Vakken Collegejaar 2021/2022
Contactgegevens
Bezoekadres
Universiteit Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling
(gebouwnr. 11), kamer 2047
Hallenweg 19
7522NH Enschede
Postadres
Universiteit Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling
2047
Postbus 217
7500 AE Enschede