Talks / Participation in Conferences
Contributions to Conferences and Colloquia etc. (selection):
- 03.03.2022 (invited talk): 'Ordinal Patterns and Ordinal Pattern Dependence from a Statistical Point-of-View' (Orpatt 2022, Dresden)
- Organization of Section Stochastic Processes: Theory and Statistics at GPSD (cancelled/virtual)
- 01.12.2021 (invited talk): 'An Overview on Applications of Ordinal Patterns and Ordinal Pattern Dependence' (Damut seminar, Univ. Twente, Netherlands)
- 14.12.2019 (invited talk): 'Detecting Change-Points in Time Series via Ordinal Patterns' (CMStatistics 2019, London, UK)
- 23.08.2019 (poster): 'Space-Dependent Ordinal Pattern Probabilities in Time Series' (ISI World Congress, Kuala Lumpur, Malaysia)
- 09.07.2019 (contributed talk): 'On Markov Processes with Killing and Semimartingales with 4 Characteristics' (SPA 2019, Chicago, USA)
- 27.06.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (Magdeburg)
- 13.06.2019 (contributed talk): 'On a missing Charactersitic in the Theory of Semimartingales' (DynStoch meeting, TU Delft, Netherlands)
- 20.05.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (Lübeck)
- 01.05.2019 (invited talk): 'On a missing Charactersitic in the Theory of Semimartingales' (Liverpool, UK)
- 04.04.2019 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (MSU, East Lansing, USA)
- 07.03.2019 (invited talk): 'The fourth characteristic of a semimartingale' (SMSA 2019, Dresden)
- 16.12.2018 (invited talk): 'Ordinal Patterns in Clusters of Extremes of Regularly Varying Time Series' (CMStatistics 2018, Pisa; Italy)
- 21.08.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (SAFIM, Accra, Ghana)
- 05.07.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (12th int. Vilnius Conf., Lithuania)
- 12.06.2018 (organized session): 'Levy-type processes in theory and applications' (SPA, Gothenburg, Sweden)
- 01.03.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (Stochastik-Tage, Freiburg)
- 15.02.2018 (invited talk): 'On the missing semimartingale characteristic'. (MSU, East Lansing, USA)
- 17.12.2017 (invited talk): 'Detecting structural breaks via ordinal pattern probabilities: the short- and the long-range dependent framework'. (CFE-CMStatistics 2017, London, UK)
- 29.09.2017 (talk): 'Die vierte Charakteristik eines Semimartingals' (2.Workshop Stochastik und Analysis; Düsseldorf - Siegen, Düsseldorf)
- 17.07.2017 (contributed paper session): 'Ordinal Pattern Dependence in Contrast to other Concepts of Dependence' (ISI 2017, Marrakech, Morocco).
- 19.05.2017 (invited talk): 'Detecting Changes in the Dependence Structure Between two Time-Series' Math. Kolloq. Ulm University)
- 05.04.2017 - 07.04.2017 (organized workshop): 25th DynStoch Workshop, Siegen (Haus Patmos)
- 11.12.2016 (invited session): 'Ordinal Pattern Dependence in Time Series Analysis' (CMStatistics 2016, Sevilla, Spain).
- 27.10.2016 (invited talk): 'The Spectrum of Applications of the Probabilistic Symbol' (Vienna Seminar in Math. Finance and Probability, Vienna, Austria)
- 12.07.2016 (talk): 'Detecting Changes in the (non-linear) Dependence Structure Between Time Series' (World Congress Prob & Stat, Fields Institute, Toronto, Canada)
- 08.06.2016 (talk): 'Detecting Structural Breaks in the Degree of Dependence Between Time Series' (DynStoch meeting, Rennes, France)
- 18.-20.05.2016 (poster): 'An Intuitive Measure of Dependence Between non-Stationary Hydrological Time-Series' (7th Int. Water Resources Management Conf. of ICWRY, Bochum)
- 10.03.2016 (invited talk): 'An Efficient Way to Analyze Path and Distributional Properties of Processes Used in Mathematical Finance' (Columbia University, NY, USA)
- 01.03.2016 (talk): 'Detecting Changes in the Dependence Structure Between Time-Series' (Stochastik-Tage, Bochum)
- 16.07.2015 (talk): 'Fine properties of paths of homogeneous diffusions with jumps' (SPA 2015, Oxford, UK)
- 06.07.2015 Antrittsvorlesung im Rahmen der Habilitation (Math. Kolloquium, TU Dortmund)
- 27.05.2015 (talk): 'Detecting Structural Breaks via Ordinal Pattern Dependence' (DynStoch-Meeting, Lund, Sweden)
- 15.03.2015 (invited talk): 'Detecting Changes in the Dependence Structure Between Two Time Series' (AMS Sectional Meeting, East Lansing, USA)
- 19.02.2015 (invited talk): 'On the Spectrum of Applications of the Probabilistic Symbol' (Aarhus, Denmark)
- 12.09.2014 (talk): 'Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data' (DynStoch-Meeting, Warwick, UK)
- 03.07.2014 (talk): 'A Unified Approach to Analyze Levy-Type Processes' (Vilnius Conference, Lithuania)
- 02.04.2014 (invited talk): 'A Canonical Way to Derive Properties of Lévy-Type Processes' (Oslo, Norway)
- 21.03.2014 (invited talk): 'The Symbol: A Swiss Army Knife in Analyzing Stochastic Processes' (TU Wroclaw, Poland)
Guest talks in our Oberseminar:
- 19.06.2018 Jian Wang (Fujian, China): A Uniform Approach to Couplings of SDEs with Levy Noises and its Application.
- 29.05.2018 Tomasz Luks (Paderborn): Multiple Points of Operator Stable Levy Processes.
- 08.05.2018 Ines Münker (Siegen): Long-Range Dependence.
- 24.04.2018 Kevin Musielak (Siegen): Was ist eigentlich das Symbol? Und was ist daran interessant?
- 17.04.2018 Alexander Dürre (Dortmund): Robust Change-Point Tests Using Bounded Transformations.
- 07.07.2016 Victoria Knopova (Kiev, Ukraine): Parametrix construction of some Lévy-type processes and applications.
- 27.05.2016 Paul Krühner (Wien): On the Brownian order book model.
- 27.05.2016 Julia Eisenberg (Wien): The challenge of a negative interest rate in non-life insurance (eingeladen von A. Müller).
- 17.12.2015 Karsten Keller (Lübeck): Komplexität zeitabhängiger Systeme: Dynamik aus stochastischer Sicht.