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Alexander Aue - Publications

Affiliations: 
Statistics University of California, Davis, Davis, CA 
Area:
Statistics
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39 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Aue A, Rice G, Sönmez O. Structural break analysis for spectrum and trace of covariance operators Environmetrics. 31. DOI: 10.1002/Env.2617  0.407
2019 Lopes ME, Blandino A, Aue A. Bootstrapping spectral statistics in high dimensions Biometrika. 106: 781-801. DOI: 10.1093/Biomet/Asz040  0.377
2018 Aue A, Rice G, Sönmez O. Detecting and dating structural breaks in functional data without dimension reduction Journal of the Royal Statistical Society Series B-Statistical Methodology. 80: 509-529. DOI: 10.1111/Rssb.12257  0.439
2017 Wang L, Aue A, Paul D. Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions Bernoulli. 23: 2181-2209. DOI: 10.3150/16-Bej807  0.419
2017 Aue A, Cheung RCY, Lee TCM, Zhong M. Piecewise quantile autoregressive modeling for nonstationary time series Bernoulli. 23: 1-22. DOI: 10.3150/14-Bej671  0.476
2017 Aue A, Horváth L, Pellatt DF. Functional generalized autoregressive conditional heteroskedasticity Journal of Time Series Analysis. 38: 3-21. DOI: 10.1111/Jtsa.12192  0.4
2017 Cheung RCY, Aue A, Lee TCM. Consistent Estimation for Partition-Wise Regression and Classification Models Ieee Transactions On Signal Processing. 65: 3662-3674. DOI: 10.1109/Tsp.2017.2698407  0.336
2015 Aue A, Dienes C, Fremdt S, Steinebach JG. Reaction times of monitoring schemes for ARMA time series Bernoulli. 21: 1238-1259. DOI: 10.3150/14-Bej604  0.585
2015 Liu H, Aue A, Paul D. On the Marčenko–Pastur law for linear time series The Annals of Statistics. 43: 675-712. DOI: 10.1214/14-Aos1294  0.597
2015 Aue A, Norinho DD, Hörmann S. On the Prediction of Stationary Functional Time Series Journal of the American Statistical Association. 110: 378-392. DOI: 10.1080/01621459.2014.909317  0.383
2014 Aue A, Hormann S, Horvath L, Huskova M. Dependent Functional Linear Models With Applications To Monitoring Structural Change Statistica Sinica. 24: 1043-1073. DOI: 10.5705/Ss.2012.233  0.419
2014 Wong RKW, Baines P, Aue A, Lee TCM, Kashyap VL. Automatic estimation of flux distributions of astrophysical source populations The Annals of Applied Statistics. 8: 1690-1712. DOI: 10.1214/14-Aoas750  0.42
2014 Dienes C, Aue A. On-line monitoring of pollution concentrations with autoregressive moving average time series Journal of Time Series Analysis. 35: 239-261. DOI: 10.1111/Jtsa.12062  0.565
2014 Aue A, Cheung RCY, Lee TCM, Zhong M. Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle Journal of the American Statistical Association. 109: 1241-1256. DOI: 10.1080/01621459.2014.889022  0.38
2014 Aue A, Horváth L, Hurvich CM, Soulier P. Limit Laws in Transaction-Level Asset Price Models Econometric Theory. 30: 536-579. DOI: 10.1017/S0266466613000406  0.448
2013 Aue A, Horváth L. Structural breaks in time series Journal of Time Series Analysis. 34: 1-16. DOI: 10.1111/J.1467-9892.2012.00819.X  0.394
2012 Aue A, Hörmann S, Horváth L, Hušková M, Steinebach JG. Sequential Testing For The Stability Of High-Frequency Portfolio Betas Econometric Theory. 28: 804-837. DOI: 10.1017/S0266466611000673  0.354
2012 Aue A, Horváth L, Kühn M, Steinebach J. On the reaction time of moving sum detectors Journal of Statistical Planning and Inference. 142: 2271-2288. DOI: 10.1016/J.Jspi.2012.02.053  0.459
2012 Aue A, Horváth L, Hušková M. Segmenting mean-nonstationary time series via trending regressions Journal of Econometrics. 168: 367-381. DOI: 10.1016/J.Jeconom.2012.02.003  0.511
2011 Robbins M, Gallagher C, Lund R, Aue A. Mean shift testing in correlated data Journal of Time Series Analysis. 32: 498-511. DOI: 10.1111/J.1467-9892.2010.00707.X  0.399
2009 Aue A, Hörmann S, Horváth L, Reimherr M. Break detection in the covariance structure of multivariate time series models Annals of Statistics. 37: 4046-4087. DOI: 10.1214/09-Aos707  0.434
2009 Aue A, Horváth L, Hušková M, Ling S. On Distinguishing between Random Walk and Change in the Mean Alternatives Econometric Theory. 25: 411-441. DOI: 10.1017/S0266466608090130  0.383
2009 Aue A, Gabrys R, Horváth L, Kokoszka P. Estimation of a change-point in the mean function of functional data Journal of Multivariate Analysis. 100: 2254-2269. DOI: 10.1016/J.Jmva.2009.04.001  0.405
2009 Aue A, Horváth L, Hušková M. Extreme value theory for stochastic integrals of Legendre polynomials Journal of Multivariate Analysis. 100: 1029-1043. DOI: 10.1016/J.Jmva.2008.10.004  0.425
2009 Aue A, Horváth L, Reimherr ML. Delay times of sequential procedures for multiple time series regression models Journal of Econometrics. 149: 174-190. DOI: 10.1016/J.Jeconom.2008.12.018  0.497
2008 Aue A, Horváth L, Hušková M, Kokoszka P. Testing for changes in polynomial regression Bernoulli. 14: 637-660. DOI: 10.3150/08-Bej122  0.421
2008 Aue A, Berkes I, Horváth L. Selection from a stable box Bernoulli. 14: 125-139. DOI: 10.3150/07-Bej6014  0.324
2008 Aue A. Near-Integrated Random Coefficient Autoregressive Time Series Econometric Theory. 24: 1343-1372. DOI: 10.1017/S0266466608080535  0.475
2008 Aue A, Horváth L, Kokoszka P, Steinebach J. Monitoring shifts in mean: Asymptotic normality of stopping times Test. 17: 515-530. DOI: 10.1007/S11749-006-0041-7  0.466
2008 Aue A, Kühn M. Extreme value distribution of a recursive-type detector in a linear model Extremes. 11: 135-166. DOI: 10.1007/S10687-007-0047-X  0.46
2007 Aue A, Horváth L, Steinebach J. Rescaled range analysis in the presence of stochastic trend Statistics & Probability Letters. 77: 1165-1175. DOI: 10.1016/J.Spl.2007.03.003  0.337
2006 Aue A, Berkes I, Horváth L. Strong approximation for the sums of squares of augmented GARCH sequences Bernoulli. 12: 583-608. DOI: 10.3150/Bj/1155735928  0.312
2006 Aue A, Horváth L, Steinebach J. Estimation in Random Coefficient Autoregressive Models Journal of Time Series Analysis. 27: 61-76. DOI: 10.1111/J.1467-9892.2005.00453.X  0.369
2006 Aue A, Horváth L, Hušková M, Kokoszka P. Change-point monitoring in linear models Econometrics Journal. 9: 373-403. DOI: 10.1111/J.1368-423X.2006.00190.X  0.401
2006 Aue A. Testing for parameter stability in RCA(1) time series Journal of Statistical Planning and Inference. 136: 3070-3089. DOI: 10.1016/J.Jspi.2005.01.003  0.405
2004 Aue A. Strong approximation for RCA(1) time series with applications Statistics & Probability Letters. 68: 369-382. DOI: 10.1016/J.Spl.2004.04.007  0.425
2004 Aue A, Horváth L. Delay time in sequential detection of change Statistics & Probability Letters. 67: 221-231. DOI: 10.1016/J.Spl.2004.01.002  0.431
2003 Aue A, Horváth L. Approximations For The Maximum Of A Vector-Valued Stochastic Process With Drift Periodica Mathematica Hungarica. 47: 1-15. DOI: 10.1023/B:Mahu.0000010807.67937.19  0.302
2002 Aue A, Steinebach J. A note on estimating the change-point of a gradually changing stochastic process Statistics & Probability Letters. 56: 177-191. DOI: 10.1016/S0167-7152(01)00184-5  0.41
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