14 citations · 52 across the 19 of their papers we have counts for
7 papers · 1 filter
Depth Patterns and their Applications in Animal Tracking
Annika Betken, Alexander Schnurr
We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we ar…
Ordinal Pattern Dependence in the Context of Long-Range Dependence
Ines Nüßgen, Alexander Schnurr
Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal infor…
Ordinal pattern dependence as a multivariate dependence measure
Annika Betken, Herold Dehling, Nüßgen +1
In this article, we show that the recently introduced ordinal pattern dependence fits into the axiomatic framework of general multivariate dependence measures, i.e., measures of de…
Ordinal Patterns in Long-Range Dependent Time Series
Annika Betken, Jannis Buchsteiner, Herold Dehling +3
We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points…
Ordinal Patterns in Clusters of Subsequent Extremes of Regularly Varying Time Series
Marco Oesting, Alexander Schnurr
In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clust…
Testing for Structural Breaks via Ordinal Pattern Dependence
Alexander Schnurr, Herold Dehling
We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Henc…
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
Alexander Schnurr
We introduce the probabilistic symbol for the class of homogeneous diffusions with jumps (in the sense of Jacod/Shiryaev). This concept generalizes the well-known characteristic ex…