3 papers
math.ST2022
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…
math.PR2020
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…
stat.ME2018
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…