Expertises
Mathematics
# Change Point
# Change-Point Analysis
# Dependent
# Range Of Data
# Time Series
# Wilcoxon Test
Business & Economics
# Change Point
# Long-Range Dependence
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Publicaties
Recent
Betken, A., & Wendler, M. (2022).
Rank-based change-point analysis for long-range dependent time series.
Bernoulli,
28(4), 2209-2233.
https://doi.org/10.3150/21-BEJ1416
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., Dehling, H., Nüßgen, I., & Schnurr, A. (2021).
Ordinal pattern dependence as a multivariate dependence measure.
Journal of multivariate analysis,
186, Article 104798.
https://doi.org/10.1016/j.jmva.2021.104798
Betken, A., & Wendler, M. (2020).
Rank-based change-point analysis for long-range dependent time series. ArXiv.org.
https://arxiv.org/abs/2004.06574
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
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Universiteit Twente
Faculty of Electrical Engineering, Mathematics and Computer Science
Zilverling
2047
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7500 AE Enschede