Depth patterns
Annika Betken, Alexander Schnurr
arXiv, 2024.
Publications
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
Annika Betken, Herold Dehling, Marius Kroll
arXiv, 2023.
Class Probability Matching Using Kernel Methods for Label Shift Adaptation
Hongwei Wen, Annika Betken, Hanyuan Hang
arXiv, 2023.
Rank-based change-point analysis for long-range dependent time series
Annika Betken, Martin Wendler
Bernoulli, 2022.
Higher order approximation for constructing confidence intervals in time series
Annika Betken, Marie-Christine Düker
arXiv, 2022.
Test for independence of long-range dependent time series using distance covariances
Annika Betken, Herold Dehling
arXiv, 2021.
Ordinal pattern dependence as a multivariate dependence measure
Annika Betken, Herold Dehling, Ines Münker, Alexander Schnurr
Journal of Multivariate Analysis, 2021.
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series
Annika Betken, Davide Giraudo, Rafal Kulik
Statistica Sinica, 2020.
Testing for change in stochastic volatility with long range dependence
Annika Betken, Rafal Kulik
Journal of Time Series Analysis, 2019.
Ordinal Patterns in Long-Range Dependent Time Series
Annika Betken, Janis Buchsteiner, Herold Dehling, Ines Münker, Alexander Schnurr, Jeanette H. C. Woerner
Scandinavian Journal of Statistics, 2019.
Subsampling for General Statistics under Long Range Dependence
Annika Betken, Martin Wendler
Statistica Sinica, 2018.
Change-Point Analysis for Long-Range Dependent Time Series
Annika Betken
Dissertation, 2018.
Change point estimation based on Wilcoxon tests in the presence of long-range dependence
Annika Betken
Electronic Journal of Statistics, 2017.
Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
Annika Betken
Journal of Time Series Analysis, 2016.