Fakultäten der RUB » Fakultät für Mathematik » Lehrstühle » Lehrstuhl Mathematik XII

Dr. Annika Betken

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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.