| Publication | Date of Publication | Type |
|---|
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
Journal of Nonparametric Statistics | 2024-09-26 | Paper |
Ordinal pattern dependence and multivariate measures of dependence
Journal of Multivariate Analysis | 2024-09-02 | Paper |
The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities
Journal of Theoretical Probability | 2024-08-24 | Paper |
On the rôle of singular functions in extending the probabilistic symbol to its most general class
Transactions of the American Mathematical Society | 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
Probability Surveys | 2023-08-09 | Paper |
ordinalpattern
| 2023-08-09 | Software |
Operator-stable-like processes
Stochastic Analysis and Applications | 2023-03-09 | Paper |
Generalized ordinal patterns allowing for ties and their applications in hydrology
Computational Statistics and Data Analysis | 2022-04-22 | Paper |
Ordinal pattern dependence as a multivariate dependence measure
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Ordinal patterns in long‐range dependent time series
Scandinavian Journal of Statistics | 2021-09-17 | Paper |
Ordinal patterns in clusters of subsequent extremes of regularly varying time series
Extremes | 2021-05-21 | Paper |
Ordinal Pattern Dependence in the Context of Long-Range Dependence
| 2021-05-03 | Paper |
The fourth characteristic of a semimartingale
Bernoulli | 2019-12-05 | Paper |
Laplace symbols and invariant distributions
Statistics \& Probability Letters | 2018-06-14 | Paper |
Time change equations for Lévy-type processes
Stochastic Processes and their Applications | 2018-02-13 | Paper |
Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes
Stochastic Analysis and Applications | 2017-11-02 | Paper |
Testing for Structural Breaks via Ordinal Pattern Dependence
Journal of the American Statistical Association | 2017-03-30 | Paper |
Comparison of time-inhomogeneous Markov processes
Advances in Applied Probability | 2017-02-21 | Paper |
A criterion for invariant measures of Itô processes based on the symbol
Bernoulli | 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
Universal Journal of Mathematics and Mathematical Sciences | 2014-11-12 | Paper |
An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
Statistical Papers | 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
Bernoulli | 2014-02-04 | Paper |
On the semimartingale nature of Feller processes with killing
Stochastic Processes and their Applications | 2012-07-04 | Paper |
The Euler scheme for Feller processes
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Well-balanced Lévy driven Ornstein–Uhlenbeck processes
Statistics & Risk Modeling | 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
Electronic Journal of Probability | 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 |
