Angelika Silbernagel

Universität Siegen
Department Mathematik  

Emmy-Noether-Campus                                 
Walter-Flex-Str. 3                                           
57072 Siegen                               
Germany                           

 

Büro: EN-B 224                          

Tel.: +49 271 7403639                           

Mail: silbernagel@mathematik.uni-siegen.de 

 

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Forschungsinteressen (Research Interests)

• Ordinal patterns
• Dependence (within and between time series)
• Multivariate measures of dependence

 

Veröffentlichungen (Publications and  Preprints)

• Limit Theorems for the Symbolic Correlation Integral and the Rényi-2 Entropy under Short-range Dependence (with A. Schnurr and M. R. Marin). Preprint.
• Non-parametric Tests for Cross-Dependence Based on Multivariate Extensions of Ordinal Patterns (with C. Weiß and A. Schnurr). Computational Statistics & Data Analysis (2025): 108189, link.
• Ordinal Pattern Dependence and Multivariate Measures of Dependence (with A. Schnurr). Journal of Multivariate Analysis (2024): 105337, link. 
• An Overview of Various Applications of Ordinal Patterns in Data Analysis and Mathematical Statistics (with A. Schnurr). Proceedings of ICECET 2024 (2024).
• A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis (with A. Schnurr). Proceedings of ICECET 2023 (2024), arXiv:2402.07478.

Vorträge (Talks)

• "Limit Theorems for the Symbolic Correlation Integral under Short-range Dependence", COPAB 2025, Enschede (Netherlands), 07.04.2025 (invited talk).
• "The Symbolic Correlation Integral: Measuring Complexity in Short-range Dependent Time Series", GPSD 2025, Dresden (Germany), 14.03.2025 (contributed talk).
• "Limit Theorems for the Symbolic Correlation Integral for Short-range Dependent Time Series", StAnDS 2024, Siegen (Germany), 02.10.2024 (invited talk).
• "Measuring Dependence within a Time Series via the Symbolic Correlation Integral", 19th Doctoral Meeting in Stochastics, Cottbus (Germany), 28.08.2024 (contributed talk).
• "Two Applications of Ordinal Patterns: Estimating the Hurst Parameter of a Fractional Brownian Motion and Quantifying Dependence Within a Time Series", Rhein-Main-Arbeitskreis, Siegen (Germany), 12.07.2024 (contributed talk).
• "Testing for dependence between time series using multivariate extensions of ordinal patterns", DynStoch 2024, Kiel (Germany), 23.05.2024 (contributed talk).
• "Ordinal Patterns: Different Representations and their Application in the Context of Dependence", Hamburg (Germany), 10.10.2023 (invited seminar talk). 

   

Lebenslauf (Curriculum Vitae)

• Wissenschaftliche Mitarbeiterin (Research Assistant).
  University of Siegen (Germany), since May 2022. 

• PhD in Mathematics. 
  University of Siegen (Germany), 2022-2025. 
  Thesis: Ordinal Patterns: Entropy Concepts and Dependence Between Time Series . 
  Supervisor:  Prof. Dr. A. Schnurr.

• Master of Science in Mathematics. 
  Ruhr-University of Bochum (Germany), 2020-2022.
  Thesis:  A Comparison between Multivariate Measures of Dependence.
  Supervisor:  Prof. Dr. H. Dehling.

• Bachelor of Science in Mathematics.
  Ruhr-University of Bochum (Germany), 2016-2020.
  Thesis:  Eine Darstellung von Poisson-Prozessen als Spezialfall von Punktprozesen (A presentation of Poisson processes as a special case of point processes).
  Supervisor:  Prof. Dr. H. Dehling.

• Allgemeine Hochschulreife.  
  Bert-Brecht Gymnasium Dortmund, 2015.