Alexander Aue
Impact in
- Statistics and Probability top 0.5%
- Statistical Methods and Inference
- Advanced Statistical Methods and Models
- Finance top 1%
- Financial Risk and Volatility Modeling
Papers in
- Finance 30
- Financial Risk and Volatility Modeling 28
- Stochastic processes and financial applications 6
-
- Statistical Methods and Inference 24
- Advanced Statistical Methods and Models 9
- Co-authors
- Lajos Horváth (20 shared papers)Matthew Reimherr (2 shared papers)Siegfried Hörmann (5 shared papers)Debashis Paul (5 shared papers)Marie Hušková (8 shared papers)Piotr Kokoszka (4 shared papers)Josef Steinebach (8 shared papers)Gregory Rice (1 shared paper)
- Journals
- Journal of Time Series Analysis (6 papers)Journal of the American Statistical Association (5 papers)Bernoulli (4 papers)Econometric Theory (4 papers)Journal of Statistical Planning and Inference (3 papers)
- Partner nations
- United StatesGermanyCzechia
In The Last Decade
Alexander Aue
45 papers receiving 1.4k citations
Peers
Comparison fields: 5 of 97
- Statistics and Probability 812
- Finance 665
- Statistics, Probability and Uncertainty 244
- General Economics, Econometrics and Finance 222
- Economics and Econometrics 444
Countries citing papers authored by Alexander Aue
This map shows the geographic impact of Alexander Aue's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexander Aue with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander Aue more than expected).
Fields of papers citing papers by Alexander Aue
This network shows the impact of papers produced by Alexander Aue. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexander Aue. The network helps show where Alexander Aue may publish in the future.
Co-authors
The 25 scholars most cited alongside Alexander Aue, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 50 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2012 | 252 | |
| 2 | Break detection in the covariance structure of multivariate time series models | 2016 | 150 |
| 3 | 2014 | 129 | |
| 4 | 2013 | 85 | |
| 5 | 2006 | 71 | |
| 6 | 2017 | 62 | |
| 7 | 2016 | 56 | |
| 8 | 2009 | 55 | |
| 9 | 2004 | 55 | |
| 10 | 2011 | 53 | |
| 11 | 2006 | 49 | |
| 12 | 2011 | 41 | |
| 13 | 2006 | 36 | |
| 14 | 2009 | 36 | |
| 15 | QUASI-LIKELIHOOD ESTIMATION IN STATIONARY AND NONSTATIONARY AUTOREGRESSIVE MODELS WITH RANDOM COEFFICIENTS | 2011 | 35 |
| 16 | 2019 | 32 | |
| 17 | 2013 | 28 | |
| 18 | 2008 | 27 | |
| 19 | 2007 | 19 | |
| 20 | 2014 | 18 |
About Alexander Aue
Alexander Aue is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, Artificial Intelligence and Statistics, Probability and Uncertainty, having authored 50 papers that have together received 1.5k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (28 papers), Statistical Methods and Inference (24 papers), Advanced Statistical Process Monitoring (10 papers), Advanced Statistical Methods and Models (9 papers), Complex Systems and Time Series Analysis (7 papers), Bayesian Methods and Mixture Models (7 papers), Stochastic processes and financial applications (6 papers) and Monetary Policy and Economic Impact (6 papers). The work is most often cited by research in Statistics and Probability (812 citations), Finance (665 citations), Statistics, Probability and Uncertainty (244 citations), General Economics, Econometrics and Finance (222 citations) and Economics and Econometrics (444 citations). Alexander Aue has collaborated with scholars based in United States, Germany and Czechia. Frequent co-authors include Lajos Horváth, Matthew Reimherr, Siegfried Hörmann, Debashis Paul, Marie Hušková, Piotr Kokoszka, Josef Steinebach, Gregory Rice, Daniel F. Pellatt and Thomas C. M. Lee. Their work appears in journals such as Journal of Time Series Analysis, Journal of the American Statistical Association, Bernoulli, Econometric Theory and Journal of Statistical Planning and Inference.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.