Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Anne Leucht"'
Publikováno v:
IEEE Transactions on Information Theory. 66:6389-6402
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 estimator and establish its rate of convergence for the integrated $L^{1}$
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48fe9f9cfad2f4a69c3c4cc14a03ce06
https://doi.org/10.1109/tit.2020.3013390
https://doi.org/10.1109/tit.2020.3013390
Publikováno v:
Journal of Time Series Analysis. 41:110-133
In this paper, we propose a kernel-type estimator for the local characteristic function of locally stationary processes. Under weak moment conditions, we prove joint asymptotic normality for local empirical characteristic functions. For time-varying
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a90e49ec84ad20a10d6baacf741e352
https://doi.org/10.1111/jtsa.12497
https://doi.org/10.1111/jtsa.12497
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 regularity at a geometric rate not only for stationary Poisson-GARCH processe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d17fb23cc35e910c58d093967f8afa3
http://arxiv.org/abs/2011.05854
http://arxiv.org/abs/2011.05854
The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic evaluates, over a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c51eb5ca0a6cdc1e1a3e24fe89fa741
Publikováno v:
Journal of Time Series Analysis. 37:763-784
We propose outlier a robust and distribution‐free test for the explosive AR(1) model with intercept based on simplicial depth. In this model, simplicial depth reduces to counting the cases where three residuals have alternating signs. The asymptoti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19dcfd5a11472a41087f5c7d59ea41fe
https://doi.org/10.1111/jtsa.12186
https://doi.org/10.1111/jtsa.12186
Autor:
Anne Leucht, Gerd J. Hahn
Publikováno v:
International Journal of Production Economics. 170:543-550
Slow-moving demand patterns frequently occur with spare parts as well as items in decentralized retail supply chains with large assortments. These patterns are commonly called lumpy since they exhibit comparably high demand variation and a high fract
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::426f2297ed431856a44b0d1223c5d24f
https://doi.org/10.1016/j.ijpe.2015.08.014
https://doi.org/10.1016/j.ijpe.2015.08.014
Publikováno v:
Scandinavian Journal of Statistics. 42:1167-1193
We provide a consistent specification test for generalized autoregressive conditional heteroscedastic (GARCH (1,1)) models based on a test statistic of Cramer-von Mises type. Because the limit distribution of the test statistic under the null hypothe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::157f64c81276122ad4974a1f22ee39bb
https://doi.org/10.1111/sjos.12158
https://doi.org/10.1111/sjos.12158
Autor:
Anne Leucht, Carsten Jentsch
Publikováno v:
Annals of the Institute of Statistical Mathematics. 68:491-539
Sample quantiles are consistent estimators for the true quantile and satisfy central limit theorems (CLTs) if the underlying distribution is continuous. If the distribution is discrete, the situation is much more delicate. In this case, sample quanti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ab2d828be7f6ae4e26414397863d184
https://doi.org/10.1007/s10463-015-0503-3
https://doi.org/10.1007/s10463-015-0503-3
Publikováno v:
Journal of Time Series Analysis. 36:290-314
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab8080d4549d9af04a296351c1a4af63
https://doi.org/10.1111/jtsa.12106
https://doi.org/10.1111/jtsa.12106
Autor:
Anne Leucht, Michael H. Neumann
Publikováno v:
Journal of Multivariate Analysis. 117:257-280
Degenerate U- and V-statistics play an important role in the field of hypothesis testing since numerous test statistics can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be applied in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a14f757389cdc6429785b501a8380f7
https://doi.org/10.1016/j.jmva.2013.03.003
https://doi.org/10.1016/j.jmva.2013.03.003