Research interests
- Ordinal pattern statistics
- Time series analysis and concepts of dependence
- Structural breaks and long-term dependence
- Didactics of probability theory and statistics
- Paradoxes in probability theory
- Semimartingales and their characteristics
- The symbol of a stochastic process
- Path properties of stochastic processes and killings
Publications by Alexander Schnurr
- Zeitreihen und hilbertsche Zerlegungen ihrer Prozesskern.
Staatsexamensarbeit, Philipps-Universität Marburg, 2005.
Reviewed by Claude Portenier and Wolfgang Gromes. - The Symbol of a Markov Semimartingale.
Dissertation, Technische Universität Dresden, 2009.
Reviewed by René L. Schilling, Volker Nollau and Niels Jacob. - Stochastic Analysis and Modelling Beyond Lévy Processes: Generalized Indices and Their Relationship to Path Properties.
Habilitation thesis, Dortmund University of Technology, 2014.
Reviewed by Jeannette H. C. Woerner, Alexander Lindner and Jan Rosinski.
- Limit Theorems for the Symbolic Correlation Integral and the Rényi-2 Entropy Under Short-Range Dependence
(with Angelika Silbernagel and Manuel Ruiz Marín, 2026).
Statistics, 60(1), 182-203. - Non-Parametric Tests for Cross-Dependence Based on Multivariate Extensions of Ordinal Patterns
(with Angelika Silbernagel and Christian H. Weiß, 2025).
Computational Statistics & Data Analysis, 210, 108189. - The Bayesian Group-Sequential Predictive Evidence Value Design for Phase II Clinical Trials with Binary Endpoints
(with Riko Kelter, 2025).
Statistics in Biosciences, 17, 442-478. - Depth Patterns and Their Applications in Animal Tracking
(with Annika Betken, 2025).
arXiv preprint, 2401.13532. - An Overview of Various Applications of Ordinal Patterns in Data Analysis and Mathematical Statistics
(with Angelika Silbernagel, 2024).
2024 International Conference on Electrical, Computer and Energy Technologies (ICECET), Sydney, Australia, 2024, 1-5. - Ordinal Pattern Dependence and Multivariate Measures of Dependence
(with Angelika Silbernagel, 2024).
Journal of Multivariate Analysis, 203, 105337. - The Time-Dependent Symbol of a Non-Homogeneous Itô Process and Corresponding Maximal Inequalities
(with Sebastian Rickelhoff, 2024).
Journal of Theoretical Probability, 37, 2508-2533. - Generalized Ordinal Patterns in Discrete-Valued Time Series: Nonparametric Testing for Serial Dependence
(with Christian H. Weiß, 2024).
Journal of Nonparametric Statistics, 36(3), 573-599. - Multivariate Motion Patterns and Applications to Rainfall Radar Data
(with Svenja Fischer and Marco Oesting, 2024).
Stochastic Environmental Research and Risk Assessment, 38, 1235-1249. - Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
(with Sebastian Rickelhoff, 2024).
arXiv preprint, 2403.12613. - On the Rôle of Singular Functions in Extending the Probabilistic Symbol to Its Most General Class
(with Sebastian Rickelhoff, 2024).
Transactions of the American Mathematical Society, 377(2), 905-919. - A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis
(with Angelika Silbernagel, 2023).
2023 International Conference on Electrical, Computer and Energy Technologies (ICECET), Cape Town, South Africa, 2023, 1-7. - A Toolbox to Demystify Probabilistic and Statistical Paradoxes
(with Riko Kelter and Susanne Spies, 2023).
Frontiers in Education, 8, 1212419. - From Markov Processes to Semimartingales
(with Sebastian Rickelhoff, 2023).
Probability Surveys, 20, 568-607. - Operator-Stable-Like Processes
(with Hans-Peter Scheffler and Daniel Schulte, 2023).
Stochastic Analysis and Applications 41(2), 185-213. - Generalized Ordinal Patterns Allowing for Ties and Their Applications in Hydrology
(with Svenja Fischer, 2022).
Computational Statistics & Data Analysis, 171, 107472. - An Ordinal Procedure to Detect Change Points in the Dependence Structure between Non-Stationary Time Series
(with Svenja Fischer, 2022).
Engineering Proceedings, 18(1), 14. - Ordinal Pattern Dependence as a Multivariate Dependence Measure
(with Annika Betken, Herold Dehling and Ines Nüßgen, 2021).
Journal of Multivariate Analysis, 186, 104798. - Ordinal Patterns in Long-Range Dependent Time Series
(with Annika Betken, Jannis Buchsteiner, Herold Dehling, Ines Münker and Jeannette H. C. Woerner, 2021).
Scandinavian Journal of Statistics, 48(3), 969-1000. - Ordinal Pattern Dependence in the Context of Long-Range Dependence
(with Ines Nüßgen, 2021).
Entropy, 23(6), 670. - Ordinal Patterns in Clusters of Subsequent Extremes of Regularly Varying Time Series
(with Marco Oesting, 2020).
Extremes, 23, 521-545. - The Fourth Characteristic of a Semimartingale
(2020).
Bernoulli, 26(1), 642-663. - Space Dependent Ordinal Pattern Probabilities in Time Series
(with Ines Münker, 2020).
Proceedings of the 62nd ISI World Statistics Congress, Kuala Lumpur, Contributed Paper Session, 7, 352-360. - Laplace Symbols and Invariant Distributions
(with Anita Behme, 2018).
Statistics & Probability Letters, 137, 217-223. - Time Change Equations for Lévy-Type Processes
(with Paul Krühner, 2018).
Stochastic Processes and Their Applications, 128(3), 963-978. - Ordinal Pattern Dependence in Contrast to Other Concepts of Dependence (with Ines Münker, 2017).
Proceedings of the 61st ISI World Statistics Congress, Marrakech. - Criteria for the Finiteness of the Strong p-Variation for Lévy-Type Processes
(with Martynas Manstavičius, 2017).
Stochastics Analysis and Applications, 35(5), 873-899. - Testing for Structural Breaks via Ordinal Pattern Dependence
(with Herold Dehling, 2017).
Journal of the American Statistical Association, 112(518), 706-720. - Ordinal Pattern Dependence Between Hydrological Time Series
(with Svenja Fischer and Andreas Schumann, 2017).
Journal of Hydrology, 548, 536-551. - Comparison of Time-Inhomogeneous Markov Processes
(with Ludger Rüschendorf and Viktor Wolf, 2016).
Advances in Applied Probability, 48(4), 1015-1044. - A Criterion for Invariant Measures of Itô Processes Based on the Symbol
(with Anita Behme, 2015).
Bernoulli, 21(3), 1697-1718. - An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series
(2014).
Statistical Papers, 55(4), 919-931. - Generalization of the Blumenthal-Getoor Index to the Class of Homogeneous Diffusions With Jumps and Some Applications
(2013).
Bernoulli, 19(5A), 2010-2032. - COGARCH: Symbol, Generator and Characteristics
(2013).
Rendiconti del Seminario Matematico (Università e Politecnico di Torino), 71(2), 251-260.(arXiv) - On Deterministic Markov Processes: Expandability and Related Topics
(2013).
Markov Processes and Related Fields, 19(4), 693-720.(arXiv) - On the Semimartingale Nature of Feller Processes With Killing
(2012).
Stochastic Processes and Their Applications, 122(7), 2758-2780. - SDEs Driven by SDE Solutions
(2012).
Universal Journal of Mathematics and Mathematical Sciences, 1(2), 83-105.(arXiv) - Well-Balanced Lévy Driven Ornstein-Uhlenbeck Processes
(with Jeannette H. C. Woerner, 2011).
Statistics & Risk Modeling, 28(4), 343-357. - A Classification of Deterministic Hunt Processes With Some Applications
(2011).
Markov Processes and Related Fields, 17(2), 259-276.(arXiv) - The Euler Scheme for Feller Processes
(with Björn Böttcher, 2011).
Stochastic Analysis and Applications, 29(6), 1045-1056. - The Symbol Associated With the Solution of a Stochastic Differential Equation
(with René L. Schilling, 2010).
Electronic Journal of Probability, 15, 1369-1393.
Alexander Schnurr is a referee for the following journals:
Transactions of the AMS
Annals of Applied Probability
Stochastic Processes and Their Applications
Bernoulli
Journal of Theoretical Probability
Markov Processes and Related Fields
Statistics and Probability Letters
Journal of Mathematical Analysis and Applications
Scandinavian Journal of Statistics
Canadian Journal of Statistics
Computational Statistics & Data Analysis
Journal of Econometrics
Lectures, workshops, etc.
- Dependence Analysis Using Ordinal Patterns With Ties.
6thStAnDS-Workshop, Siegen (Germany), September 23, 2025. - Dependence Analysis Using Ordinal Patterns With Ties.
8thInternational Conference on Econometrics and Statistics (EcoSta 2025), Tokyo (Japan), August 23, 2025. - Ordinal Patterns - A Swiss Army Knife in Time Series Analysis.
Probability Theory and Its Applications (in Celebration of Herold Dehling's 70th Birthday), Bochum (Germany), July 5, 2025. - Analyzing Rainfall Radar Data Using Multivariate Motion Patterns.
DYNSTOCH2025: Statistical Methods for Dynamical Stochastic Models, Le Mans (France), June 4, 2025. - Classes of Mulitvariate Motion Patterns and Applications to Environmental Data.
17th German Probability and Statistics Days (GPSD), Dresden (Germany), March 14, 2025. - On the Various Connections Between Markov Processes and Semimartingales.
5thStAnDS-Workshop, Siegen (Germany), October 2, 2024. - What are Ordinal Patterns - And How Can They Be Used?.
University of Stuttgart: Oberseminar Stochastik, Stuttgart (Germany), September 3, 2024. - An Overview of Various Applications of Ordinal Patterns in Data Analysis and Mathematical Statistics.
4th International Conference on Electrical, Computer and Energy Technologies (ICECET 2024), Sydney (Australia), July 25, 2024. - Multivariate Motion Patterns and Applications to Rainfall Radar Data.
15th Workshop on Stochastic Models, Statistics and Their Applications (SMSA 2024), Delft (Netherlands), March 14, 2024. - From Markov Processes to Semimartingales.
Stochastic Analysis and Related Topics (START 2023), Dresden (Germany), November 23, 2023. - A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis.
3rd International Conference on Electrical, Computer and Energy Technologies (ICECET 2023), Cape Town (South Africa), November 16, 2023. - How Semimartingale Theory Was Inspired by the Analysis of Markov Processes.
Michigan State University: Probability Seminar, East Lansing (Michigan, United States), September 27, 2023. - Generalized Ordinal Patterns: Definition, Limit Theorems and Applications.
DYNSTOCH2023: Statistical Methods for Dynamical Stochastic Models, London (United Kingdom), March 27, 2023. - Generalized Ordinal Patterns Allowing for Ties and Their Applications in Hydrology.
16th German Probability and Statistics Days (GPSD), Essen (Germany), March 9, 2023. - The Goat Problem from 7 Perspectives.
University of Siegen: Rome Seminar 2023, Siegen (Germany), January 18, 2023. - An Ordinal Procedure to Detect Change Points in the Dependence Structure Between Non-Stationary Time Series.
8thInternational Conference on Time Series and Forecasting (ITISE 2022), Maspalomas (Gran Canaria, Spain), June 30, 2022. - Ordinal Patterns and Ordinal Pattern Dependence From a Statistical Point-of-View.
Ordinal Methods: Concepts, Applications, New Developments and Challenges, Dresden (Germany), March 3, 2022. - An Overview on Applications of Ordinal Patterns and Ordinal Pattern Dependence.
Department Applied Mathematics UT (DAMUT), Enschede (Netherlands), December 1, 2021. - Detecting Change-Points in Time Series via Ordinal Patterns.
12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019), London (United Kingdom), December 14, 2019. - Poster: Space-Dependent Ordinal Pattern Probabilities in Time Series.
62nd ISI World Statistics Congress (WSC2019), Kuala Lumpur (Malaysia), August 23, 2019. - On Markov Processes with Killing and Semimartingales With 4 Characteristics.
41st Conference on Stochastic Processes and Their Applications (SPA 2019), Evanston (Illinois, United States), July 9, 2019. - Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series.
Otto-von-Guericke-Universität Magdeburg: Oberseminar zur Stochastik, Magdeburg (Germany), June 27, 2019. - On a Missing Characteristic in the Theory of Semimartingales.
DYNSTOCH2019: Statistical Methods for Dynamical Stochastic Models, Delft (Netherlands), June 13, 2019. - Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series.
Universität zu Lübeck: Oberseminar Mathematik, Lübeck (Germany), May 20, 2019. - On a Missing Characteristic in the Theory of Semimartingales.
Liverpool (United Kingdom), May 1, 2019. - Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series.
Michigan State University: Probability Seminar, East Lansing (Michigan, United States), April 4, 2019. - The Fourth Characteristic of a Semimartingale.
14th Workshop on Stochastic Models, Statistics and Their Applications (SMSA 2019), Dresden (Germany), March 7, 2019. - Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series.
11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), Pisa (Italy), December 16, 2018. - The Fourth Characteristic of a Semimartingale.
Stochastic Analysis, Financial and Insurance Mathematics Workshop (SAFIM), Accra (Ghana), August 21, 2018. - Fraudsters have (almost) no chance against stochastic methods.
Universität zu Lübeck: Kolloquium Mathematik, Lübeck (Germany), July 17, 2018. - The Fourth Characteristic of a Semimartingale.
12th International Vilnius Conference on Probability Theory & Mathematical Statistics, Vilnius (Lithuania), July 5, 2018. - The Fourth Characteristic of a Semimartingale.
13th German Probability and Statistics Days (GPSD), Freiburg (Germany), March 1, 2018. - On the Missing Semimartingale Characteristic.
Michigan State University: Probability Seminar, East Lansing (Michigan, United States), February 15, 2018. - Detecting Structural Breaks via Ordinal Pattern Probabilities: The Short- and the Long-Range Dependent Framework.
10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017), London (United Kingdom), December 17, 2017. - The fourth characteristic of a semimartingale.
2ndStAnDS-Workshop, Düsseldorf (Germany), September 29, 2017. - Ordinal Pattern Dependence in Contrast to other Concepts of Dependence.
61st ISI World Statistics Congress (WSC2017), Marrakesh (Morocco), July 17, 2017. - Detecting Changes in the Dependence Structure Between Two Time Series.
University of Ulm: Mathematical Colloquium, Ulm (Germany), May 19, 2017. - Ordinal Pattern Dependence: Background, Origins and Areas of Application.
9thInternational Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), Sevilla (Spain), December 11, 2016. - The Spectrum of Applications of the Probabilistic Symbol.
Vienna Seminar in Mathematical Finance and Probability, Vienna (Austria), October 27, 2016. - New Developments in Ordinal Pattern Dependence.
Universität zu Lübeck: Kolloquium Mathematik, Lübeck (Germany), September 28, 2016. - Detecting Changes in the (Non-Linear) Dependence Structure Between Time Series.
9thWorld Congress in Probability and Statistics, Toronto (Canada), July 12, 2016. - Detecting Structural Breaks in the Degree of Dependence Between Time Series.
DYNSTOCH2016: Statistical Methods for Dynamical Stochastic Models, Rennes (France), June 8, 2016. - Poster: An Intuitive Measure of Dependence Between Non-Stationary Hydrological Time Series.
7th International Water Resources Management Conference of ICWRS, Bochum (Germany), May 18 - 20, 2016. - An Efficient Way to Analyze Path and Distributional Properties of Processes Used in Mathematical Finance.
Columbia University: Mathematical Finance Seminar, New York (United States), March 10, 2016. - Detecting Changes in the Dependence Structure Between Time Series.
12th German Probability and Statistics Days (GPSD), Bochum (Germany), March 1, 2016. - Fine Properties of Paths of Homogeneous Diffusions With Jumps.
38th Conference on Stochastic Processes and Their Applications (SPA 2015), Oxford (United Kingdom), July 16, 2015. - Habilitation inaugural lecture.
Technische Universität Dortmund: Mathematisches Kolloquium, Dortmund (Germany), July 6, 2015. - Ordinal Pattern Statistics with Applications in Finance, Hydrology and Medicine.
1stStAnDS-Workshop, Düsseldorf (Germany), July 3, 2015. - Continuous Negative Definite Functions and Stochastic Processes.
Technische Universität Kaiserslautern: Oberseminar Analysis und Stochastik, Kaiserslautern (Germany), June 16, 2015. - Detecting Structural Breaks via Ordinal Pattern Dependence.
DYNSTOCH2015: Statistical Methods for Dynamical Stochastic Models, Lund (Sweden), May 27, 2015. - On the Natural Appearance of Continuous Negative Definite Functions in the Analysis of Stochastic Processes.
University of Freiburg: Mathematical Colloquium, Freiburg (Germany), April 23, 2015. - Detecting Changes in the Dependence Structure Between Two Time Series.
AMSCentral Spring Sectional Meeting, East Lansing (Michigan, United States), March 15, 2015. - Teaching Sample: Symbols and Indices of Stochastic Processes and their Applications / Law of the Iterated Logarithm.
Marburg (Germany), February 27, 2015. - On the Spectrum of Applications of the Probabilistic Symbol.
The T.N. Thiele Centre: Thiele Seminar, Aarhus (Denmark), February 19, 2015. - Habilitation lecture: Ordinal Patterns, Entropy and Dynamical Systems
Technische Universität Dortmund: Mathematisches Kolloquium, Dortmund (Germany), February 11, 2015. - Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data.
DYNSTOCH2014: Statistical Methods for Dynamical Stochastic Models, Warwick (United Kingdom), September 12, 2014. - Teaching sample: Characteristics of stochastic processes and their applications / Law of large numbers.
Siegen (Germany), September 3, 2014. - Non-Linear Leverage Effects.
Heinrich-Heine-Universität Düsseldorf: Statistisches Kolloquium, Düsseldorf (Germany), July 14, 2014. - Presentation of the habilitation.
Technische Universität Dortmund: Mathematisches Kolloquium, Dortmund (Germany), July 7, 2014. - A Unified Approach to Analyze Lévy-Type Processes.
11th International Vilnius Conference on Probability Theory & Mathematical Statistics, Vilnius (Lithuania), July 3, 2014. - Teaching sample: Characteristics of stochastic processes and their applications / Bayes' theorem.
Hamburg (Germany), June 25, 2014. - An Ordinal Pattern Approach to Analyze Dependence Structures Between Real World Time Series.
Universität zu Lübeck: Kolloquium Mathematik, Lübeck (Germany), June 24, 2014. - A canonical way to study homogeneous diffusions.
University of Augsburg: Lecture series "Praxis der Finanz- und Versicherungsmathematik", Augsburg (Germany), May 22, 2014. - Teaching sample: Symbols and indices of stochastic processes and their application in the analysis of path and distribution properties / Martingale.
Trier (Germany), April 29, 2014. - A Canonical Way to Derive Properties of Lévy-Type Processes.
Oslo (Norway), April 2, 2014. - The Symbol: A Swiss Army Knife in Analyzing Stochastic Processes.
Politechnika Wrocławska, Wroclaw (Poland), March 21, 2014. - An Overview on the Spectrum of Applications of the Probabilistic Symbol.
11th German Probability and Statistics Days (GPSD), Ulm (Germany), March 6, 2014. - A Criterion for Invariant Measures of Itô Processes Based on the Symbol.
Workshop on Jump Processes (JUMPS 2014), Dresden (Germany), February 6, 2014. - An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series.
Ulm (Germany), November 15, 2013. - Techniques for Analyzing Homogeneous Diffusions with Jumps.
Karlsruhe (Germany), November 5, 2013. - How to Make Generalized Lévy Processes Analytically Tractable.
Workshop "Stochastic Processes and Their Limit Theorems", Siegen (Germany), August 23, 2013. - Generalized Blumenthal-Getoor Indices and Some Applications.
Building Bridges: Probability, Statistics and Applications, Braunschweig (Germany), August 16, 2013. - Session: Lévy Driven Processes.
36th Conference on Stochastic Processes and Their Applications (SPA 2013), Boulder (Colorado, United States), July 30, 2013. - Über die Analyse verallgemeinerter Lévy-Prozesse.
University of Cologne: Oberseminar Stochastik, Cologne (Germany), July 8, 2013. - Teaching sample: Symbols and indices of stochastic processes and their relation to path properties.
Essen (Germany), June 17, 2013. - Path Properties of Stochastic Processes with Underlying Lévy Dynamics.
German-Polish Joint Conference on Probability and Mathematical Statistics, Toruń (Poland), June 6, 2013. - An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series.
DYNSTOCH 2013: Statistical Methods for Dynamical Stochastic Models, Copenhagen (Denmark), April 17, 2013. - Blumenthal-Getoor-Indices for Homogeneous Diffusions With Jumps.
Seminar on Finance and Insurance Mathematics, Vilnius (Lithuania), March 13, 2013. - Blumenthal-Getoor-Indices for Homogeneous Diffusions With Jumps.
Seminar on Probability Theory and Mathematical Statistics, Vilnius (Lithuania), March 12, 2013. - Quo vadis Symbol (et ubi venis)?
University of Duisburg-Essen: Probability Seminar, Essen (Germany), January 15, 2013. - Generalizations of the Blumenthal-Getoor index and their applications.
Christian-Albrechts-Universität zu Kiel: Mathematisches Seminar, Kiel (Germany), December 6, 2012. - Teaching sample: Characteristics of stochastic processes and their relation to fine properties of trajectories / ergodic theorems.
Marburg (Germany), November 22, 2012. - Studying Stochastic Processes by Using Their Symbol.
Swansea University: Welsh Probability Seminar, Swansea (United Kingdom), November 15, 2012. - On a Generalization of the Blumenthal-Getoor Index.
8thWorld Congress in Probability and Statistics, Istanbul (Turkey), July 13, 2012. - Fine Properties of Stochastic Processes Used in Mathematical Finance.
Oberseminar Wahrscheinlichkeitstheorie LMU - TUM, Munich (Germany), June 20, 2012. - Generalized Blumenthal-Getoor Indices and Some Applications.
DYNSTOCH 2012: Statistical Methods for Dynamical Stochastic Models, Paris (France), June 7, 2012. - Some Remarks on Feller Semimartingales and Their Symbols.
Michigan State University, East Lansing (Michigan, United States), March 27, 2012. - The Semimartingale Perspective on a Class of Feller Processes With Killing.
10th German Probability and Statistics Days (GPSD), Mainz (Germany), March 8, 2012. - Well-balanced Lévy Driven Ornstein-Uhlenbeck Processes: Properties and Applications.
Technische Universität Kaiserslautern, Kaiserslautern (Germany), November 30, 2011. - On the Semimartingale Nature of Feller Processes With Killing.
8thISAAC Congress, Moscow (Russia), August 24, 2011. - Modelling Financial Data With Continuous Time Moving Average Processes.
DYNSTOCH 2011: Statistical Methods for Dynamical Stochastic Models, Heidelberg (Germany), June 17, 2011. - Some Nice (Counter-)Examples in the Context of Feller and Itô Processes.
The T.N. Thiele Centre: Thiele Seminar, Aarhus (Denmark), March 24, 2011. - Fixed Times of Discontinuity and Jump Structures.
Workshop "Analysis of Jump Processes", Bielefeld (Germany), March 15, 2011. - A Classification of Deterministic Hunt Processes.
Politechnika Wrocławska, Wroclaw (Poland), March 4, 2011. - On a Well-Balanced Lévy Driven Ornstein-Uhlenbeck Process.
Technische Universität Braunschweig: Institut für Mathematische Stochastik, Braunschweig (Germany), February 8, 2011. - On the Construction of a Hunt Semimartingale Which Is Not an Itô Process.
Technische Universität Dresden, Dresden (Germany), January 11, 2011. - Poster: Inference for Semimartingale Stochastic Volatility Models.
German-Swiss Research Group FOR 916: Statistical Regularization and Qualitative Constraints: Inference Algorithms, Asymptotics and Applications, Göttingen (Germany), October 14, 2010. - The Symbol of an Itô Process and Its Relations to Fine Properties.
34th Conference on Stochastic Processes and Their Applications (SPA 2010), Osaka (Japan), September 9, 2010. - Poster: Fine Properties of Processes Given as Solutions of Lévy Driven SDEs.
6th International Conference on Lévy Processes: Theory and Applications, Dresden (Germany), July 26, 2010. - The Symbol of an Itô Process and Its Relations to Fine Properties.
University of Siegen: Mathematical Colloquium, Siegen (Germany), July 16, 2010. - The Symbol of an Itô Process and Its Relations to Fine Properties.
DYNSTOCH 2010: Statistical Methods for Dynamical Stochastic Models, Angers (France), June 18, 2010. - Generalized Indices and Fine Properties of Stochastic Processes.
9th German Probability and Statistics Days (GPSD), Leipzig (Germany), March 3, 2010. - A New Approach to the Analysis of Markov Semimartingales.
Workshop "Fine Properties of Stochastic Processes", Bielefeld (Germany), November 30, 2009. - A New Approach to the Analysis of Markov Semimartingales.
Oberseminar Finanz- und Versicherungsmathematik LMU - TUM, Munich (Germany), November 5, 2009. - Poster: A New Approach to the Analysis of Markov Semimartingales.
33rd Conference on Stochastic Processes and Their Applications (SPA 2009), Berlin (Germany), July 30, 2009. - The Symbol of a Markov Semimartingale.
Dortmund (Germany), June 25, 2009. - Disputationsvortrag.
Technische Universität Dresden, Dresden (Germany), April 27, 2009. - Transformed Process and Transformed Symbol.
Stochastic Analysis and Related Topics (START 2008), Dresden (Germany), September 22, 2008. - Das Symbol eines Markov-Semimartingals.
Interdisziplinäres Statistik-Kolloquium der Universitäten Gießen und Marburg, Marburg (Germany), April 8, 2008. - A Generalized Symbol in the Theory of Stochastic Processes.
8th German Probability and Statistics Days (GPSD), Aachen (Germany), March 5, 2008. - Poster: The Symbol of a Markov Semimartingale and Some Applications.
5th International Conference on Lévy Processes: Theory and Applications, Copenhagen (Denmark), August 13, 2007. - The Symbol Associated to the Solution of an SDE.
British Mathematical Colloquium, Swansea (United Kingdom), April 17, 2007.
- Jian Wang (Fujian University of Education).
AUniform Approach to Couplings of SDEs With Lévy Noises and Its Application.
June 19, 2018. - Tomasz Luks (Paderborn University).
Multiple Points of Operator Stable Lévy Processes.
May 28, 2018. - Ines Münker (University of Siegen).
Long-Range Dependence.
May 8, 2018. - Kevin Musielak (University of Siegen).
What actually is the symbol? And what is interesting about it?
April 24, 2018. - Alexander Dürre (Dortmund University of Technology).
Robust Change-Point Tests Using Bounded Transformations.
April 17, 2018. - Victoria Knopova (National University of Kyiv "Taras Shevchenko").
Parametric Construction of Some Lévy-Type Processes and Applications.
July 7, 2016. - Paul Krühner (Vienna University of Technology).
On the Brownian Order Book Model.
May 27, 2016. - Julia Eisenberg (Vienna University of Technology).
The Challenge of a Negative Interest Rate in Non-Life Insurance.
May 27, 2016. - Karsten Keller (University of Lübeck).
Complexity of time-dependent systems: Dynamics from a stochastic perspective.
December 17, 2015.
- Research stay with Manuel Ruiz Marín, Cartagena / Murcia (Spain), May 18 - 23, 2025.
- Co-organization: Classical Ordinal Patterns and Beyond (COPAB25)
(with Annika Betken), Enschede (Netherlands), April 7 - 9, 2025. - Organization: 5th StAnDS Workshop, Siegen (Germany), 2 October 2024.
- Co-organization: Session Ordinal Pattern Statistics (with Annika Betken).
11th World Congress in Probability and Statistics, Bochum (Germany), August 16, 2024. - Research stay with Annika Betken, Enschede (Netherlands), June 11 - 14, 2024.
- Participation: DYNSTOCH 2024: Statistical Methods for Dynamical Stochastic Models, Kiel (Germany), May 21 - 25, 2024.
- Research stay with Manuel Ruiz Marín, Cartagena / Murcia (Spain), April 21 - 25, 2024.
- Organization: A crisis-free literary soirée.
Crises, conflicts, catastrophes from the perspective of mathematics and computer science (Rome Seminar 2024), Rome (Italy), 28 February 2024. - Participation: 11th International Conference on Stochastic Analysis and its Applications (ICSAA), Edinburgh (United Kingdom), June 26 - 30, 2023.
- Co-organization: Section Stochastic Processes: Theory and Statistics (with Mark Podolskij).
15th German Probability and Statistics Days (GPSD), [online], 27 September - 1 October 2021. - Organization: Session Lévy-Type Processes in Theory and Applications.
40th Conference on Stochastic Processes and Their Applications (SPA 2018), Gothenburg (Sweden), June 12, 2018. - Organization: DYNSTOCH 2017: Statistical Methods for Dynamical Stochastic Models, Siegen (Germany), April 5 - 7, 2017.
- Organization: Statistical Inference for Continuous Time Stochastic Processes, Dortmund (Germany), February 24 - 26, 2014.
- Organization: Session Lévy Driven Processes.
36th Conference on Stochastic Processes and Their Applications (SPA 2013), Boulder (Colorado, United States), July 30, 2013.
Funding projects
In the project Ordinal-Pattern-Dependence: Limit Theorems and Structural Breaks in the Long-Term Dependent Case with Applications in Hydrology, Medicine and Financial Mathematics, funded by the German Research Foundation
time series were investigated with regard to their long-term dependence using ordinal patterns. In the course of this, the theory of ordinal patterns was generalized in order to be able to take ties into account.
In the DigStat - Digital Learning Units in Statisticsproject
as part of the DH.NRW funding line OERContent.nrw, a self-study course was developed together with researchers from Ruhr-Universität Bochum, Technische Universität Dortmund and Heinrich-Heine-Universität Düsseldorf that covers basic topics in statistics with R that are typically taught in the bachelor's phase at universities.
In the project OER.Stochastik.nrw - Digital OER materials in stochastics teaching for classroom courses and self-study
as part of the DH.NRW funding line OERContent.nrw, digital tasks, topic-related explanatory videos and interactive applications for the subject area of stochastics were developed in the form of Open Educational Resources (OER) together with researchers from Ruhr University Bochum and Heinrich Heine University Düsseldorf.
In the project Analysis of path properties of stochastic processes using generalized parameters under consideration of temporal inhomogeneityfunded by the German Research Foundation (DFG)
the concept of the symbol of a stochastic process, which was previously restricted to temporally homogeneous processes, was generalized to temporally inhomogeneous processes.
In the project Symbols and indices in the theory of stochastic processes and their relations to fine properties of trajectories, funded by the German Research Foundation
the relationships between the symbol and various other properties of a stochastic process were investigated.
In the project Statistics of complex stochastic models in financial mathematicsfunded by the German Research Foundation (DFG)
project funded by the German Research Foundation and headed by Prof. Dr. Jeannette H. C. Woerner from the Technical University of Dortmund, statistical methods were developed for the parameter estimation of various stochastic models. This was a sub-project of the Collaborative Research Center 823 on the statistics of non-linear dynamic processes.