A. Betken (Annika)

Universitair docent
EEMCS-AM-MOR
Zilverling 2047
a.betken@utwente.nl
Visitekaartje

Expertises

  • Mathematics

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

Organisaties

Publicaties

2024
Test for independence of long-range dependent time series using distance covariance. ArXiv.org. Betken, A. & Dehling, H.https://doi.org/10.48550/arXiv.2107.03041Class Probability Matching with Calibrated Networks for Label Shift AdaptationIn Class Probability Matching with Calibrated Networks for Label Shift Adaptation. Betken, A., Wen, H. & Hang, H.Higher-order approximation for constructing confidence intervals in time series (Submitted). Betken, A. & Düker, M.-C.Depth Patterns (Unpublished). Betken, A. & Schnurr, A.
2023
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series, 2017-2039. Betken, A., Giraudo, D. & Kulik, R.https://doi.org/10.5705/ss.202020.0265Class Probability Matching Using Kernel Methods for Label Shift Adaptation (Unpublished). Betken, A., Hang, H. & Wen, H.
2022
Rank-based change-point analysis for long-range dependent time series, 2209-2233. Betken, A. & Wendler, M.https://doi.org/10.3150/21-BEJ1416
2021
Block Bootstrapping the Empirical Distance Covariance. ArXiv.org. Betken, A., Dehling, H. & Kroll, M.https://arxiv.org/abs/2112.14091Ordinal pattern dependence as a multivariate dependence measure, Article 104798. Betken, A., Dehling, H., Nüßgen, I. & Schnurr, A.https://doi.org/10.1016/j.jmva.2021.104798
2020
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series. ArXiv.org. Betken, A., Giraudo, D. & Kulik, R.https://arxiv.org/abs/2006.02667Rank-based change-point analysis for long-range dependent time series. ArXiv.org. Betken, A. & Wendler, M.https://arxiv.org/abs/2004.06574Ordinal patterns in long-range dependent time series. Betken, A., Buchsteiner, J., Dehling, H., Münker, I., Schnurr, A. & Woerner, J. H. C.https://doi.org/10.1111/sjos.12478
2019
Testing for Change in Long-Memory Stochastic Volatility Time Series, 707-738. Betken, A. & Kulik, R.https://doi.org/10.1111/jtsa.12449

Onderzoeksprofielen

Adres

Universiteit Twente

Zilverling (gebouwnr. 11), kamer 2047
Hallenweg 19
7522 NH Enschede

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