Anne Leucht

Anne Leucht (* 1983 ) is a German mathematician and university professor . She is a professor at the Otto Friedrich University in Bamberg. Her research interests include time series analysis , statistical testing, and especially resampling methods.

life and work

After graduating from the Julius-Mosen-Gymnasium in Oelsnitz in 2002 , Leucht studied at the Friedrich-Schiller-University Jena . There she received her diploma in business mathematics in 2007 and was then a research assistant until 2011. In 2011 she received her doctorate in mathematics from the Friedrich Schiller University Jena. Until 2012 she was a professor at the Technical University of Braunschweig , after which she was a deputy professor at the University of Hamburg and junior professor for economics at the University of Mannheim . From 2014 to 2019 she was Professor of Stochastics with Application Reference at the Technical University of Braunschweig. Since 2019 she has been Professor of Mathematics in Economics at the Otto-Friedrich-Universität Bamberg .

Publications (selection)

• mit Neumann, MH: Consistency of general bootstrap methods for degenerate U- and V -type statistics. Journal of Multivariate Analysis 100, 1622-1633, 2009.
• Characteristic function-based hypothesis tests under weak dependence. Journal of Multivariate Analysis 108, 67-89, 2012.
• Degenerate U- and V-statistics under weak dependence: Asymptotic theory and bootstrap consistency. Bernoulli 18, 552-585, 2012.
• with A., Neumann, MH: Degenerate U- and V-statistics under ergodicity: Asymptotics, bootstrap and applications in statistics. Annals of the Institute of Statistical Mathematics 65, 349-386, 2013.
• Jentsch, C., Leucht, A., Meyer, M., Beering, C.: Empirical characteristic function-based estimation and distance correlation for locally stationary processes. Journal of Time Series Analysis 41, 110-133, 2020.

Web links

• biography
• Anne Leucht at the University of Mannheim
• researchgate profile
• Publications