Central limit theorems for the outputs of fully convolutional neural networks with time series input
Annika Betken, Giorgio Micali, Johannes Schmidt-Hieber
arXiv, 2026.
Publications
Symmetry Testing in Time Series using Ordinal Patterns: A U-Statistic Approach
Annika Betken, Giorgio Micali, Manuel Ruiz Marín
arXiv, 2026.
Extending Characterizations of Multivariate Laws via Distance Distributions
Annika Betken, Aljosa Marjanovic, Katharina Proksch
arXiv, 2026.
Optimal Learning of Kernel Logistic Regression for Complex Classification Scenarios
Hongwei Wen, Annika Betken, Hanyuan Hang
The Thirteenth International Conference on Learning Representations, 2025.
Differentially Private Algorithms for Linear Queries via Stochastic Convex Optimization
Giorgio Micali, Clement Lezanne, Annika Betken
AISTATS 2025, 2025.
Ordinal Patterns Based Change Point Detection
Annika Betken, Giorgio Micali, Johannes Schmidt-Hieber
TEST, 2025.
On the Robustness of Kernel Ridge Regression Using the Cauchy Loss Function
Hongwei Wen, Annika Betken, Wouter Koolen
arXiv, 2025.
Median of Forests for Robust Density Estimation
Hongwei Wen, Annika Betken, Tao Huang
arXiv, 2025.
Higher-order approximation for uncertainty quantification in time series analysis
Annika Betken, Marie-Christine Düker
Econometric Theory, 2025.
Class Probability Matching with Calibrated Networks for Label Shift Adaption
Hongwei Wen, Annika Betken, Hanyuan Hang
The Twelfth International Conference on Learning Representations, 2024.
A two-sample test based on averaged Wilcoxon rank sums over interpoint distances
Annika Betken, Aljosa Marjanovich, Katharina Proksch
arXiv, 2024.
Depth patterns
Annika Betken, Alexander Schnurr
arXiv, 2024.
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.
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.