Concepedia

Alexander Aue

AA

Statistics

Publications

35

Citations

2K

H-Index

23

Active since

2002

Affiliations

University of California, Davis(Current)

University of Utah

Charles University

University of Cologne

Utah State University

Alexander Aue is an author at University of California, Davis specializing in engineering, statistics, and business.

Top concepts

EngineeringStatisticsBusinessTime Series EconometricsEconometricsForecastingData ScienceStatistical InferenceFunctional Data AnalysisFinance

Publications per year

2002–2023

35

Publications

35

Structural breaks in time series

Alexander Aue, Lajos Horváth · Journal of Time Series Analysis · 2012 · 430 citations · Full text

Structural Breaks, Engineering, Popular Cumulative Sum +11

On the Prediction of Stationary Functional Time Series

Alexander Aue, Diogo Dubart Norinho, Siegfried Hörmann · Journal of the American Statistical Association · 2014 · 229 citations

Forecasting Methodology, Economic Forecasting, Engineering +15

Change‐point monitoring in linear models

Alexander Aue, Lajos Horváth, Marie Hušková et al. · Econometrics Journal · 2006 · 104 citations

Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction

Alexander Aue, Gregory Rice, Ozan Sönmez · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2017 · 103 citations

Engineering, Structural Pattern Recognition, Deterioration Modeling +17

Functional Generalized Autoregressive Conditional Heteroskedasticity

Alexander Aue, Lajos Horváth, Daniel F. Pellatt · Journal of Time Series Analysis · 2016 · 88 citations

Volatility Modeling, Engineering, Multivariate Variants +16

1–5 of 35