Testing for Dependence by Using Ordinal Patterns: an Introduction About 20 years ago, ordinal patterns have been introduced as a simple, robust, and flexible tool for analyzing the serial dependence structure of univariate real-valued stochastic processes. If applied to continuously distributed processes, one can derive non-parametric tests of the null hypothesis that the process is […]

Analysis of Hydroacoustical Time Series by State Space Modelling This talk deals with predictive time-domain modelling of time series, either univariate or multivariate. The aim is to identify and reconstruct independent source components from the time series. For this purpose, a special class of linear state space models is employed, which describes the individual source […]