Dr. Annika Betken
Ab 1. März 2021 bin ich als Assistant Professor an der Universität Twente in Enschede (Niederlande). [link]
E-Mail: a.betken@utwente.nl
Lehre
- Wintersemester 2019/2020: Übungen zur Vorlesung "Mathematik III für MB/BI/UTRM"
- Wintersemester 2018/2019: Übung zur Vorlesung "Wahrscheinlichkeitstheorie I"
- Wintersemester 2017/2018: Übung zur Vorlesung "Analysis III"
- Wintersemester 2016/2017: Übung zur Vorlesung "Analysis I"
- Sommersemester 2016: Übungen zur Vorlesung "Statistik I"
- Wintersemester 2014/2015: Übungen zur Vorlesung "Wahrscheinlichkeitstheorie I"
- Wintersemester 2013/2014: Übungen zur Vorlesung "Einführung in die Wahrscheinlichkeitstheorie und mathematische Statistik"
Veröffentlichungen
- 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. To appear in Scandinavian Journal of Statistics, arXiv:1905.11033 - 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
Vorträge
- "Rank-based change-point tests for long-range dependent time series",
Online-Workshop "Change-points and Extremes in Space and Time", Dortmund, 22. Juli 2020. - "Testing for a change in the tail parameter of regularly varying time series with long memory",
International Conference on Probability Theory and Statistics Dedicated to the 75-th anniversary of Professor Estate V. Khmaladze, Tiflis, 09. - 13. September 2019. - "Testing for a change in the tail parameter of regularly varying time series with long memory ",
European Meeting of Statisticians, Palermo, 22. - 26. Juli 2019. - "Change-point tests based on self-normalization and subsampling for LRD data", DAGStat 2019, München, 18. - 22. März 2019.
- "Rank-based change-point analysis for long-range dependent time series", 11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, Pisa, 14. - 16. Dezember 2018.
- "Change-point detection in long memory stochastic volatility time series", Workshop "Long Memory", Hannover, 25. - 26. Oktober 2018.
- "Testing for structural changes in LMSV time series", BIRS Workshop "Self-Similarity, Long-Range Dependence and Extremes", Casa Mathematica Oaxaca, Mexiko, 17. - 22. Juni 2018.
- "Change-point tests for LMSV time series",
13th German Probability and Statistics Days, Freiburg, 27. Februar - 02. März 2018. - "Robust change-point estimation in the presence of long-range dependence",
10th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, London, 16. - 18. Dezember 2017. - "Estimation of a change-point in long-range dependent time series based on the Wilcoxon statistic",
European Meeting of Statisticians, Helsinki, 24. - 28. Juli 2017. - "Subsampling-based change-point detection in LRD time series",
9th International Conference of the ERCIM Working Group on Computational and Methodological Statistics, Sevilla, 09. - 11. Dezember 2016. - "Subsampling: Validity under Long-Range Dependence and Application to a Self-Normalized Change-Point Test",
12th German Probability and Statistics Days, Bochum, 01. - 04. März 2016. - "Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test",
European Meeting of Statisticians, Amsterdam, 06. - 10. Juli 2015. - "Strukturbruchtests mit Selbstnormierung",
DMV-Studierendenkonferenz, Bochum, 01. - 02. Oktober 2014. - "Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test",
11th German Probability and Statistics Days, Ulm, 04. - 07. März 2014.