Alexander Aue

Available identifiers

zbMath Open aue.alexanderMaRDI QIDQ302112

List of research outcomes

Publication	Date of Publication	Type
Functional Time Series Prediction Under Partial Observation of the Future Curve	2023-07-03	Paper
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators	2023-05-23	Paper
TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510	2022-03-17	Paper
Testing for stationarity of functional time series in the frequency domain	2020-12-14	Paper
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage	2020-10-07	Paper
An adaptable generalization of Hotelling's $T^2$ test in high dimension	2020-08-28	Paper
Functional data analysis in the Banach space of continuous functions	2020-08-28	Paper
Bootstrapping spectral statistics in high dimensions	2020-01-30	Paper
Consistent Estimation for Partition-Wise Regression and Classification Models	2019-02-08	Paper
Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction	2018-10-30	Paper
On the Prediction of Stationary Functional Time Series	2017-10-13	Paper
Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions	2017-09-21	Paper
Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle	2017-08-07	Paper
Segmenting mean-nonstationary time series via trending regressions	2017-05-12	Paper
Functional Generalized Autoregressive Conditional Heteroskedasticity	2017-01-12	Paper
Piecewise quantile autoregressive modeling for nonstationary time series	2017-01-11	Paper
An adaptable generalization of Hotelling's $T^2$ test in high dimension	2016-09-28	Paper
Delay times of sequential procedures for multiple time series regression models	2016-07-04	Paper
Reaction times of monitoring schemes for ARMA time series	2015-06-15	Paper
On the Marčenko-Pastur law for linear time series	2015-05-11	Paper
Dependent functional linear models with applications to monitoring structural change	2015-04-28	Paper
Automatic estimation of flux distributions of astrophysical source populations	2014-12-17	Paper
ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES	2014-12-17	Paper
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS	2014-09-25	Paper
Mean shift testing in correlated data	2014-08-06	Paper
Random matrix theory in statistics: a review	2014-06-10	Paper
Structural breaks in time series	2013-10-09	Paper
Local bandwidth selection via second derivative segmentation	2013-05-28	Paper
On image segmentation using information theoretic criteria	2012-09-03	Paper
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS	2012-08-30	Paper
On the reaction time of moving sum detectors	2012-07-06	Paper
A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS	2012-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q3094073	2011-10-21	Paper
Break detection in the covariance structure of multivariate time series models	2009-12-09	Paper
Estimation of a change-point in the mean function of functional data	2009-11-13	Paper
Extreme value distribution of a recursive-type detector in linear model	2009-08-08	Paper
NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES	2009-06-11	Paper
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES	2009-06-11	Paper
Monitoring shifts in mean: asymptotic normality of stopping times	2009-06-02	Paper
Extreme value theory for stochastic integrals of Legendre polynomials	2009-03-25	Paper
Testing for changes in polynomial regression	2009-03-02	Paper
Selection from a stable box	2009-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q3539595	2008-11-19	Paper
Rescaled range analysis in the presence of stochastic trend	2007-08-23	Paper
Estimation in Random Coefficient Autoregressive Models	2007-05-29	Paper
Change‐point monitoring in linear models	2007-02-13	Paper
Strong approximation for the sums of squares of augmented GARCH sequences	2006-11-06	Paper
Testing for parameter stability in \(RCA(1)\) time series	2006-08-16	Paper
Delay time in sequential detection of change	2005-04-07	Paper
Approximations for the maximum of a vector-valued stochastic process with drift	2004-10-19	Paper
Strong approximation for RCA(1) time series with applications	2004-10-04	Paper
A note on estimating the change-point of a gradually changing stochastic process	2002-09-05	Paper

Research outcomes over time

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