54 citations · 61 across the 9 of their papers we have counts for
10 papers
Trend estimation for time series with polynomial-tailed noise
Michael H. Neumann, Anne Leucht
For time series data observed at non-random and possibly non-equidistant time points, we estimate the trend function nonparametrically. Under the assumption of a bounded total vari…
Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density
Jens-Peter Kreiss, Anne Leucht, Efstathios Paparoditis
In this paper we consider the construction of simultaneous confidence bands for the spectral density of a stationary time series using a Gaussian approximation for classical lag-wi…
Bayesian mortality modelling with pandemics: a vanishing jump approach
Julius Goes, Karim Barigou, Anne Leucht
This paper extends the Lee-Carter model for single- and multi-populations to account for pandemic jump effects of vanishing kind, allowing for a more comprehensive and accurate rep…
A log-linear model for non-stationary time series of counts
Anne Leucht, Michael H. Neumann
We propose a new model for nonstationary integer-valued time series which is particularly suitable for data with a strong trend. In contrast to popular Poisson-INGARCH models, but…
A bootstrap functional central limit theorem for time-varying linear processes
Carina Beering, Anne Leucht
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the l…
Mixing properties of non-stationary INGARCH(1,1) processes
Paul Doukhan, Anne Leucht, Michael H Neumann
We derive mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we prove absolute regular…
Testing Equality of Spectral Density Operators for Functional Processes
Anne Leucht, Efstathios Paparoditis, Daniel Rademacher +1
The problem of comparing the entire second order structure of two functional processes is considered and a -type statistic for testing equality of the corresponding spectral d…
Testing equality of spectral density operators for functional linear processes
Anne Leucht, Efstathios Paparoditis, Theofanis Sapatinas
The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional -type test is developed w…
On Integrated Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
Konstantinos Fokianos, Anne Leucht, Michael H. Neumann
We consider a general monotone regression estimation where we allow for independent and dependent regressors. We propose a modification of the classical isotonic least squares esti…
Degenerate U- and V-statistics under weak dependence: Asymptotic theory and bootstrap consistency
Anne Leucht
We devise a general result on the consistency of model-based bootstrap methods for U- and V-statistics under easily verifiable conditions. For that purpose, we derive the limit dis…