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 (Akzeptiert für Fire Technology.)

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. Beering, C., Leucht, A. (2022). A bootstrap functional central limit theorem for time-varying linear processes. (Eingereicht.)

•  “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)

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.

Poster

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