Dependent wild bootstrap for degenerate U-and V-statistics A Leucht, MH Neumann
Journal of Multivariate Analysis 117, 257-280, 2013
88 2013 Degenerate - and -statistics under weak dependence: Asymptotic theory and bootstrap consistency A Leucht
61 2012 Degenerate-and-statistics under ergodicity: asymptotics, bootstrap and applications in statistics A Leucht, MH Neumann
Annals of the Institute of Statistical Mathematics 65 (2), 349-386, 2013
49 2013 Consistency of general bootstrap methods for degenerate U-type and V-type statistics A Leucht, MH Neumann
Journal of Multivariate Analysis 100 (8), 1622-1633, 2009
39 2009 Tests based on simplicial depth for AR (1) models with explosion CP Kustosz, A Leucht, CH MÜller
Journal of Time Series Analysis 37 (6), 763-784, 2016
30 2016 Dependent wild bootstrap for the empirical process P Doukhan, G Lang, A Leucht, MH Neumann
Journal of Time Series Analysis 36 (3), 290-314, 2015
30 2015 A model specification test for GARCH (1, 1) processes A Leucht, JP Kreiss, MH Neumann
Scandinavian Journal of Statistics 42 (4), 1167-1193, 2015
26 2015 Managing inventory systems of slow-moving items GJ Hahn, A Leucht
International Journal of Production Economics 170, 543-550, 2015
23 2015 Bootstrapping sample quantiles of discrete data C Jentsch, A Leucht
Annals of the Institute of Statistical Mathematics 68 (3), 491-539, 2016
22 2016 On Integrated L1 Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations K Fokianos, A Leucht, MH Neumann
IEEE Transactions on Information Theory 66 (10), 6389-6402, 2020
18 2020 Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes C Jentsch, A Leucht, M Meyer, C Beering
Journal of Time Series Analysis 41 (1), 110-133, 2020
13 2020 Mixing properties of non-stationary INGARCH (1, 1) processes P Doukhan, A Leucht, MH Neumann
Bernoulli 28 (1), 663-688, 2022
11 2022 Characteristic function-based hypothesis tests under weak dependence A Leucht
Journal of Multivariate Analysis 108, 67-89, 2012
11 2012 Testing Equality of Spectral Density Operators for Functional Processes A Leucht, E Paparoditis, D Rademacher, T Sapatinas
arXiv preprint arXiv:2004.03412, 2020
8 2020 Testing equality of spectral density operators for functional processes A Leucht, E Paparoditis, D Rademacher, T Sapatinas
Journal of Multivariate Analysis 189, 104889, 2022
3 2022 Tests based on simplicial depth for AR (1) models with explosion A Leucht
Deutsche Nationalbibliothek, 2014
3 2014 Consistent model-specification tests based on parametric bootstrap A Leucht
Reports of the Department of Mathematics and Computer Science, Friedrich …, 2010
2 2010 Bayesian mortality modelling with pandemics: a vanishing jump approach J Goes, K Barigou, A Leucht
arXiv preprint arXiv:2311.04920, 2023
1 2023 Latent-Variable Modelling of Ordinal Outcomes in Language Data Analysis L Sönning, M Krug, F Vetter, T Schmid, A Leucht, P Messer
Journal of Quantitative Linguistics, 1-31, 2024
2024 A bootstrap functional central limit theorem for time-varying linear processes C Beering, A Leucht
Journal of Nonparametric Statistics 36 (1), 240-263, 2024
2024