Ausbildung

2002     Abitur, Julius-Mosen-Gymnasium Oelsnitz

2007     Diplom-Wirtschaftsmathematikerin, Friedrich-Schiller-Universität Jena

2011     Promotion im Fach Mathematik (Dr. rer. nat.), Friedrich-Schiller-Universität Jena

Akademischer Werdegang

Peer-reviewed

1. Leucht, A., Neumann, M. H. (2009). Consistency of general bootstrap methods for degenerate U- and V -type statistics. Journal of Multivariate Analysis  100, 1622-1633.
2. Leucht, A. (2012). Characteristic function-based hypothesis tests under weak dependence.  Journal of Multivariate Analysis 108, 67-89.
3. Leucht, A. (2012). Degenerate U- and V-statistics under weak dependence: Asymptotic theory and bootstrap consistency. Bernoulli  18, 552-585.
4. Leucht, A., Neumann, M. H. (2013). Degenerate U- and V-statistics under ergodicity: Asymptotics, bootstrap and applications in statistics. Annals of the Institute of Statistical Mathematics 65, 349-386.
5. Leucht, A., Neumann, M. H. (2013). Dependent wild bootstrap for degenerate U- and V-statistics. Journal of Multivariate Analysis 117, 257-280.
6. Doukhan, P., Lang, G., Leucht, A., Neumann, M. H. (2015). Dependent wild bootstrap for the empirical process. Journal of Time Series Analysis  36, 290-314.
7. Leucht, A., Neumann, M. H., Kreiss, J.-P. (2015). A model specification test for GARCH(1,1) processes. Scandinavian Journal of Statistics42, 1167-1193.
8. Hahn, G., Leucht, A. (2015). Managing inventory systems of slow-moving items. International Journal of Production Economics 170, 543-550.
9. Jentsch, C., Leucht, A. (2016). Bootstrapping sample quantiles of discrete data. Annals of the Institute of Statistical Mathematics  68, 491-539.
10. Kustosz, Ch.P., Leucht, A., Müller, Ch.H. (2016). Tests based on simplicial depth for AR(1) models with explosion. Journal of Time Series Analysis  37,  763-784.
11. Jentsch, C., Leucht, A., Meyer, M., Beering, C. (2020). Empirical characteristic function-based estimation and distance correlation for locally stationary processes. Journal of Time Series Analysis 41, 110-133. [+ online supplement containing all proofs]
12. Fokianos, K., Leucht, A., Neumann, M. H. (2020). On integrated L1 convergence rate of an isotonic regression estimator for multivariate observations. IEEE Transactions on Information Theory  66, 6389-6402.
13. Doukhan, P., Leucht, A., Neumann, M.H. (2022). Mixing properties of non-stationary INGARCH(1,1) processes.Bernoulli  28, 663-688.
14. Leucht, A., Paparoditis, E., Rademacher, D., Sapatinas, T. (2022). Testing equality of spectral density operators for functional processes.Journal of Multivariate Analysis 189, 104889.
15. Riese,  O., Meyer, M., Leucht, A. (2022). Evaluation of fire models by using local and global metrics and experimental uncertainty estimates - Application to OECD PRISME DOOR.Fire Technology  58, 3091–3117.
16. Beering, C., Leucht, A. (2024). A bootstrap functional central limit theorem for time-varying linear processes. Journal of Nonparametric Statistics  36, 240-263.
17. Sönning, L., Vetter, F., Messer, P., Leucht, A., Schmid, T. (2024). Latent-variable modeling of ordinal outcomes in language data analysis. (Accepted for Journal of Quantitative Linguistics.)
18. Leucht, A., Neumann, M.H. (2024+). A log-linear model for non-stationary time series of counts. (Accepted for Bernoulli.)

Further publications      

1. Leucht, A. (2009). Asymptotic theory and bootstrap consistency for U-statistics under weak dependence. Proceedings of the 16th European Young Statisticians Meeting, 51-55.
2. Leucht, A. (2010). Consistent model-specification tests based on parametric bootstrap. Reports of the Department of Mathematics and Computer Science, Friedrich Schiller University Jena 10-07 (27 pp.).
3. Degenerate U- and V-statistics under weak dependence: Asymptotic theory and bootstrap consistency. (Dissertation; Supervisor: Prof. Dr. M. H. Neumann)
4. Leucht, A., Neumann, M. H. (2011). Degenerate U- and V-statistics under ergodicity: Asymptotics, bootstrap and applications in statistics. Reports of the Department of Mathematics and Computer Science, Friedrich Schiller University Jena  11-01. (contains supplementary material that is not covered in the version published in AISM).
5. Goes, J., Barigou, K., Leucht, A. (2023). Bayesian mortality modelling with pandemics: a vanishing jump approach. (Submitted.)

•  “Statistical methods for time series and their applications in financial mathematics” (Carl-Zeiss-Stiftung, eigene Postdoc-Stelle - nicht angetreten wegen Rufannahme an Universität  Mannheim, 2012)
• GRK 1953 „Statistical Modeling of Complex Systems and Processes - Advanced Nonparametric Approaches” (mit Prof. Dr. Dahlhaus, Prof. Dr. Gneiting, Prof. Dr. Mammen (Sprecher), Prof. Dr. Podolskij, Prof. Dr. Schied, Prof. Dr. Schlather und Dr. Wichelhaus, 2013-2014)
• SFB 884 „Political Economy o Reforms“, Teilprojekt B6 „Nonparametric and Nonlinear Panel Data and Time Series Analysis“  (mit Prof. Dr. Mammen und Prof. Dr. Trenkler, seit 2014, assoziiertes Mitglied)
• “Bootstrap methods for locally stationary and functional time series“ (Volkswagen-Stiftung 2014-2019)
• "ProBe-Pro-Oberfranken: Probabilistische Bevölkerungsprognose für Oberfranken" (Oberfrankenstiftung, mit Prof. Dr. Henriette Engelhardt-Wölfler, 2023-2025)

Scientific talks

• Aachener Stochastik-Tage (8th GOCPS) - March 2008, Consistency of bootstrap methods for degenerate U- and V-type statistics.   
• 4. Doktorandenkonferenz Stochastik, Berlin - September 2008, Asymptotic theory and bootstrap consistency for degenerate U- & V-type statistics of weakly dependent random variables.
• Romanian-German Symposium on Mathematics and Its Applications, Sibiu - May 2009 (invited talk), Degenerate U- & V-type statistics of weakly dependent data: asymptotic theory and bootstrap consistency.
• 15. DStatG-Nachwuchsworkshop, Merseburg - June 2009, Degenerate U- & V-type statistics of weakly dependent data.
• 16th European Young Statisticians Meeting, Bucharest - August 2009, U- and V-type statistics for weakly dependent data: Asymptotic theory and bootstrap consistency.
• Conference on Limit Theory and statistics of time series, Cergy (France) - January 2010 (invited talk), Degenerate U-statistics under weak dependence.
• Leipziger Stochastik-Tage (9th GOCPS) - March 2010, Degenerate U-statistics under weak dependence: Asymptotic theory and Bootstrap consistency.
• 28th European Meeting of Statisticians, Piraeus - August 2010 (invited talk), Degenerate U-statistics under weak dependence: Asymptotics and bootstrap consistency.
• Conference on Dependence in Probability and Statistics, Luminy (France) - April 2011, Bootstrap-aided goodness-of-fit tests under weak dependence.
• Stochastik-Kolloquium Universität Hamburg - July 2011 (invited talk). Degenerierte U-Statistiken unter schwacher Abhängigkeit: Asymptotik, Bootstrap & Anwendungen in der Statistik.       
• Statistische Woche, Leipzig - September 2011. Bootstrap-aided hypothesis tests for time series.
• Seminar SFB 823 Ruhr-Universität Bochum - Januar 2012 (invited talk). Dependent wild bootstrap für degenerierte U- und V-Statistiken.
• Workshop on the mathematics and statistics of quantitative risk management, Oberwolfach  - January 2012. Bootstrap-aided hypothesis tests for time series.
• Mainzer Stochastik-Tage (10th GPSD), Mainz - March 2012. Dependent wild bootstrap for degenerate U- and V-statistics.
• 1st Conference of the ISNPS, Chalkidiki - June 2012 (invited talk). Dependent wild bootstrap for degenerate U-statistics.
• Conference on Multifractals, Non-Stationarity, and Risk, Paris - July 2012 (invited talk). Asymptotics and bootstrap for degenerate von Mises-statistics under ergodicity.
• DMV-Jahrestagung, Saarbrücken - September 2012 (invited talk). Asymptotics for degenerate U- and V-statistics of dependent random variables.
• Final conference of the thematic program "Non-stationarity in Statistics and Risk Management", Luminy - January 2013. A model-specification test for GARCH(1,1) processes.
• DAGStat 2013, Freiburg - March 2013. A model-specification test for GARCH(1,1) processes.
• Research Seminar "Mathematical Statistics", WIAS and Humboldt University of Berlin - July 2013 (invited talk). Degenerate U-statistics under weak dependence. Asymptotics, bootstrap and applications in statistics.
• Seminar of the chair for statistics and econometrics, University Erlangen-Nürnberg - July 2013 (invited talk). A model-specification test for GARCH(1,1) processes.
• 29th European Meeting of Statisticians, Budapest - July 2013. Asymptotics and bootstrap for degenerate von Mises statistics under ergodicity.
• Building Bridges: Probability, Statistics and Applications, Braunschweig - August 2013 (invited talk). Dependent wild bootstrap for U- and V-statistics.
• Workshop on Statistical Inference for Complex Time Series Data, Oberwolfach - September 2013. A model specification test for GARCH(1,1) processes.
• 6th International Conference of the ERCIM WG on Computational and Methodological Statistics, London - December 2013 (invited talk). A model specification test for GARCH(1,1) processes.
• Statistics Seminar UCL, Louvain-la-Neuve - February 2014 (invited talk). A model specification test for GARCH(1,1) processes.
• Ulmer Stochastik-Tage (11th GPSD), Ulm - March 2014. A model specification test for GARCH(1,1) processes.
• 2nd Conference of the ISNPS, Cadiz - June 2014 (invited talk). Dependent wild bootstrap for the empirical process.
• Statistische Woche, Hannover - September 2014. Dependent wild bootstrap for the empirical process.
• Statistics Seminar ULB, Brussels - October 2014 (invited talk). Degenerate U-statistics under weak dependence. Asymptotics, bootstrap and applications in statistics.
• Workshop on Short and long memory in probability and statistics, Bochum - January 2015 (invited talk). Dependent wild bootstrap for the empirical process.
• Stochastics Seminar KIT, Karslruhe - February 2015 (invited talk). Hypothesis tests based on the empirical characteristic function.
• 30th European Meeting of Statisticians, Amsterdam - July 2015. Dependent wild bootstrap for the empirical process.
• Statistics seminar, Universität Bonn - October 2015 (invited talk). A model-specification test for GARCH(1,1) processes.
• Joint statistics seminar, KU Leuven - October 2015 (invited talk). Statistical inference for count time series.
• S3RI seminar, University of Southampton - February 2016 (invited talk). Statistical inference for count time series.
• Bochumer Stochastik-Tage (12th GPSD) - March 2016. A test for independence based on the probability weighted empirical characteristic function.
• DAGStat 2016, Göttingen - March 2016. A test for independence based on the probability weighted empirical characteristic function.
• 3rd ISNPS Conference, Avignon - June 2016 (invited talk). Goodness-of-fit testing and nonparametric estimation in count time series.
• 3rd Workshop on Goodness-of-fit and Change-Point Problems, Bad Herrenalb - September 2017 (invited talk). A test for independence based on the probability weighted empirical characteristic function.
• Oberseminar zur Stochastik, Universität Magdeburg - January 2019 (invited talk). Goodness-of-fit testing and nonparametric estimation in count time series
• CIRM conference on New Results on Time Series and their Statistical Applications - September 2020 (invited talk). Testing equality of spectral density operators for functional linear processes
• Statistische Woche - September 2021 (invited talk). Testing equality of spectral density operators for functional linear processes
• DAGStat 2022, Hamburg - March 2022. Testing equality of spectral density operators for functional linear processes
• 5th Conference of the ISNPS, Paphos - June 2022 (invited talk). Testing equality of spectral density operators for functional linear processes.
• CIRM conference on Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting, Luminy - September 2022 (invited talk), Mixing properties of (non-)stationary INGARCH(1,1) models.
• Ecodep Seminary, Paris - February 2023 (invited talk). Testing equality of spectral density operators for functional linear processes.
• Essener Stochastiktage (16th GPSD) - March 2023, Mixing properties of (non-)stationary INGARCH(1,1) models.
• 15th Workshop on Stochastic Models and their Applications - March 2024 (invited talk). Absolut regularity of nonstationary count time series.

Poster

2nd NTH workshop on finance and insurance mathematics, Braunschweig - June 2011. Bootstrap-aided hypothesis tests for time series.