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

Dr. Annika Betken

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Raum: NA 3/35
Tel.: +49(0)234/32-23426
Fax: +49(0)234/32-14039
E-Mail: annika.betken[at]ruhr-uni-bochum.de



Lehre

  • 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.: Change point estimation based on Wilcoxon tests in the presence of long-range dependence.
    Electronic Journal of Statistics, doi: 10.1214/17-EJS1323
  • Betken, A., Kulik, R.: Testing for change in stochastic volatility with long range dependence. arXiv:1706.06351
  • Betken, A., Wendler, M.: Subsampling for General Statistics under Long Range Dependence.
    Statistica Sinica, doi: 10.5705/ss.202015.0435
  • Betken, A.: Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test.
    Journal of Time Series Analysis , doi: 10.1111/jtsa.12187


Vorträge

  • "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.