Alexander Aue

Statistics and Probability · 2004–2017

A researcher in the Science corpus: 16 papers; trusts 177 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 214 citations into it; #2,437 of 12,932 by trust here, #3,177 by citations
• Finance — 101 citations into it; #1,530 of 10,518 by trust here, #1,893 by citations
• Economics and Econometrics — 93 citations into it; #4,159 of 23,481 by trust here, #7,434 by citations
• Mathematical Physics — 63 citations into it; #2,772 of 8,562 by trust here, #3,022 by citations
• Artificial Intelligence — 41 citations into it; #16,284 of 35,345 by trust here, #26,682 by citations
• Discrete Mathematics and Combinatorics — 37 citations into it
• Management Science and Operations Research — 25 citations into it; #2,475 of 11,946 by trust here, #3,705 by citations
• Control and Systems Engineering — 18 citations into it

Whom Alexander Aue trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lajos Horv'ath
2. Piotr Kokoszka
3. Noureddine El Karoui
4. Robert F. Engle
5. Marie Husková
6. István Berkes
7. Z. Bai
8. Wei Biao Wu
9. Claudia Kirch
10. Daniel B. Nelson

Who trusts Alexander Aue overall

1. Lajos Horv'ath
2. Gregory Rice
3. Xianyang Zhang
4. Siegfried Hormann
5. Marie Husková
6. Matthew Reimherr
7. Xiaofeng Shao
8. Piotr Kokoszka
9. Charles Truong
10. István Berkes

Papers from Alexander Aue's perspective

Ordered by how strongly the researchers Alexander Aue trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Regression Shrinkage and Selection via the Lasso
3. On the distribution of the largest eigenvalue in principal components analysis
4. Estimating the Dimension of a Model
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Eigenvalues of large sample covariance matrices of spiked population models
7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
8. Martingale Limit Theory and Its Application
9. An Introduction to Multivariate Statistical Analysis
10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers

• Random matrix theory in statistics: A review (2014) — 205 citations
• On the Marčenko-Pastur law for linear time series (2013) — 71 citations
• Break detection in the covariance structure of multivariate time series models (2009) — 380 citations
• Delay time in sequential detection of change (2004) — 80 citations
• Estimation in Random Coefficient Autoregressive Models (2006) — 91 citations
• Change-Point Monitoring in Linear Models (2006) — 115 citations
• Testing for changes in polynomial regression (2008) — 47 citations
• Delay times of sequential procedures for multiple time series regression models (2009) — 53 citations
• Mean shift testing in correlated data (2011) — 91 citations
• Structural breaks in time series (2013) — 264 citations
• Testing for stationarity of functional time series in the frequency domain (2017) — 64 citations
• Functional data analysis in the Banach space of continuous functions (2017) — 56 citations
• DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE (2014) — 49 citations
• SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011) — 53 citations
• QUASI-LIKELIHOOD ESTIMATION IN STATIONARY AND NONSTATIONARY AUTOREGRESSIVE MODELS WITH RANDOM COEFFICIENTS (2011) — 56 citations
• Strong approximation for the sums of squares of augmented GARCH sequences (2006) — 65 citations