Alexander Schnurr

Available identifiers

zbMath Open schnurr.alexanderMaRDI QIDQ432513

List of research outcomes

Publication	Date of Publication	Type
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence	2024-09-26	Paper
Ordinal pattern dependence and multivariate measures of dependence	2024-09-02	Paper
The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities	2024-08-24	Paper
On the rôle of singular functions in extending the probabilistic symbol to its most general class	2024-01-16	Paper
The Time-Dependent Symbol of a Non-Homogeneous It\^o Process and corresponding Maximal Inequalities	2023-08-30	Paper
From Markov processes to semimartingales	2023-08-09	Paper
ordinalpattern	2023-08-09	Software
Operator-stable-like processes	2023-03-09	Paper
Generalized ordinal patterns allowing for ties and their applications in hydrology	2022-04-22	Paper
Ordinal pattern dependence as a multivariate dependence measure	2021-10-28	Paper
Ordinal patterns in long‐range dependent time series	2021-09-17	Paper
Ordinal patterns in clusters of subsequent extremes of regularly varying time series	2021-05-21	Paper
Ordinal Pattern Dependence in the Context of Long-Range Dependence	2021-05-03	Paper
The fourth characteristic of a semimartingale	2019-12-05	Paper
Laplace symbols and invariant distributions	2018-06-14	Paper
Time change equations for Lévy-type processes	2018-02-13	Paper
Criteria for the finiteness of the strong p-variation for Lévy-type processes	2017-11-02	Paper
Testing for Structural Breaks via Ordinal Pattern Dependence	2017-03-30	Paper
Comparison of time-inhomogeneous Markov processes	2017-02-21	Paper
A criterion for invariant measures of Itô processes based on the symbol	2015-08-05	Paper
COGARCH: Symbol, Generator and Characteristics	2015-08-05	Paper
Testing for Structural Breaks via Ordinal Pattern Dependence	2015-01-29	Paper
SDEs driven by SDE solutions	2014-11-12	Paper
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series	2014-10-24	Paper
On Deterministic Markov Processes: Expandability and Related Topics	2014-06-24	Paper
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications	2014-02-04	Paper
On the semimartingale nature of Feller processes with killing	2012-07-04	Paper
The Euler scheme for Feller processes	2012-02-19	Paper
Well-balanced Lévy driven Ornstein–Uhlenbeck processes	2011-12-23	Paper
A classification of deterministic Hunt processes with some applications	2011-12-01	Paper
The symbol associated with the solution of a stochastic differential equation	2011-09-09	Paper
The symbol of a Markov semimartingale.	2009-06-18	Paper
Generalized Ordinal Patterns Allowing for Ties and Their Applications in Hydrology	N/A	Paper
Ordinal pattern dependence and multivariate measures of dependence	N/A	Paper
Depth Patterns	N/A	Paper
A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis	N/A	Paper
Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations	N/A	Paper

Research outcomes over time

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