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20122025
most citedDegenerate U- and V-statistics under weak dependence: Asymptotic theory and bootstrap consistency

54 citations · 61 across the 9 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

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…

math.ST2020

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…