54 citations · 54 across the 2 of their papers we have counts for
2 papers
math.ST2025
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…
math.ST2012★ 54 cited
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…