Concepedia

Alexander Aue

AA

Statistics

Publications

36

Citations

2.1K

H-Index

24

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 time series analysis, econometrics, and stochastic processes.

Publications per year

2002–2023

36

Publications

36

Structural breaks in time series

Alexander Aue, Lajos Horváth · Journal of Time Series Analysis · 2012 · 449 citations · Full text

Business, Economics, Econometrics +16

On the Prediction of Stationary Functional Time Series

Alexander Aue, Diogo Dubart Norinho, Siegfried Hörmann · Journal of the American Statistical Association · 2014 · 233 citations

Computing, Environmental Sciences, Air Pollution +16

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 · 109 citations

Computing, Data Science, Econometrics +14

Change‐point monitoring in linear models

Alexander Aue, Lajos Horváth, Marie Hušková et al. · Econometrics Journal · 2006 · 107 citations

Computing, Economics, Econometrics +14

Functional Generalized Autoregressive Conditional Heteroskedasticity

Alexander Aue, Lajos Horváth, Daniel F. Pellatt · Journal of Time Series Analysis · 2016 · 90 citations

Social Sciences, Economics, Finance +17

1–5 of 36