Alexander Aue

2.6k total citations
50 papers, 1.5k citations indexed

About

Alexander Aue is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Alexander Aue has authored 50 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 30 papers in Statistics and Probability and 12 papers in Economics and Econometrics. Recurrent topics in Alexander Aue's work include Financial Risk and Volatility Modeling (28 papers), Statistical Methods and Inference (24 papers) and Advanced Statistical Process Monitoring (10 papers). Alexander Aue is often cited by papers focused on Financial Risk and Volatility Modeling (28 papers), Statistical Methods and Inference (24 papers) and Advanced Statistical Process Monitoring (10 papers). Alexander Aue collaborates with scholars based in United States, Germany and Czechia. Alexander Aue's 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 and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and IEEE Transactions on Signal Processing.

In The Last Decade

Alexander Aue

45 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alexander Aue United States 19 812 665 444 244 222 50 1.5k
Sangyeol Lee South Korea 27 1.2k 1.5× 1.2k 1.8× 606 1.4× 336 1.4× 391 1.8× 220 2.4k
Marie Hušková Czechia 25 1.3k 1.6× 598 0.9× 396 0.9× 381 1.6× 252 1.1× 111 2.0k
Efstathios Paparoditis Cyprus 22 619 0.8× 551 0.8× 452 1.0× 75 0.3× 282 1.3× 71 1.4k
Xiaofeng Shao United States 22 822 1.0× 554 0.8× 393 0.9× 78 0.3× 188 0.8× 68 1.4k
Yi‐Ching Yao United States 12 622 0.8× 356 0.5× 295 0.7× 181 0.7× 200 0.9× 76 1.3k
Michael H. Neumann Germany 23 784 1.0× 623 0.9× 327 0.7× 84 0.3× 177 0.8× 58 1.5k
Benedikt M. Pötscher Austria 20 951 1.2× 467 0.7× 631 1.4× 135 0.6× 496 2.2× 53 1.9k
I. V. Basawa United States 27 1.2k 1.4× 933 1.4× 363 0.8× 254 1.0× 321 1.4× 89 2.0k
Hira L. Koul United States 29 2.0k 2.4× 1.1k 1.6× 444 1.0× 246 1.0× 280 1.3× 115 2.6k
Fabienne Comte France 22 863 1.1× 1.3k 2.0× 751 1.7× 79 0.3× 238 1.1× 96 2.1k

Countries citing papers authored by Alexander Aue

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Alexander Aue

This figure shows the co-authorship network connecting the top 25 collaborators of Alexander Aue. A scholar is included among the top collaborators of Alexander Aue based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexander Aue. Alexander Aue is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Schneider, Matthew J., et al.. (2025). Benchmarking M6 competitors: An analysis of financial metrics and discussion of incentives. International Journal of Forecasting. 41(4). 1383–1394.
2.
Aue, Alexander. (2024). Soccer Analytics: An Introduction Using R. Journal of the American Statistical Association. 120(550). 1320–1321.
3.
Aue, Alexander & Claudia Kirch. (2023). The state of cumulative sum sequential changepoint testing 70 years after Page. Biometrika. 111(2). 367–391. 12 indexed citations
4.
Aue, Alexander, et al.. (2020). An adaptable generalization of Hotelling’s $T^{2}$ test in high dimension. The Annals of Statistics. 48(3). 17 indexed citations
5.
Aue, Alexander, et al.. (2019). Testing for stationarity of functional time series in the frequency domain. Technische Universität Dortmund Eldorado (Technische Universität Dortmund). 32 indexed citations
6.
Aue, Alexander, et al.. (2014). Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle. Journal of the American Statistical Association. 109(507). 1241–1256. 18 indexed citations
7.
Aue, Alexander, et al.. (2014). ON‐LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES. Journal of Time Series Analysis. 35(3). 239–261. 8 indexed citations
8.
Aue, Alexander, et al.. (2014). On the Prediction of Stationary Functional Time Series. Journal of the American Statistical Association. 110(509). 378–392. 129 indexed citations
9.
Aue, Alexander, et al.. (2013). Reaction times of monitoring schemes for ARMA time series. Technische Universität Dortmund Eldorado (Technische Universität Dortmund). 11 indexed citations
10.
Aue, Alexander, Siegfried Hörmann, Lajos Horváth, Marie Hušková, & Josef Steinebach. (2012). A sequential procedure to detect changes in the beta for the functional CAPM model. Econometrica. 28(4). 804–837. 1 indexed citations
11.
Aue, Alexander & Lajos Horváth. (2012). Structural breaks in time series. Journal of Time Series Analysis. 34(1). 1–16. 252 indexed citations
12.
Aue, Alexander, Lajos Horváth, & Marie Hušková. (2012). Segmenting mean-nonstationary time series via trending regressions. Journal of Econometrics. 168(2). 367–381. 7 indexed citations
13.
Aue, Alexander, et al.. (2009). Estimation of a change-point in the mean function of functional data. Journal of Multivariate Analysis. 100(10). 2254–2269. 55 indexed citations
14.
Aue, Alexander, Lajos Horváth, Marie Hušková, & Shiqing Ling. (2009). ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES. Econometric Theory. 25(2). 411–441. 13 indexed citations
15.
Aue, Alexander, Lajos Horváth, & Marie Hušková. (2008). Extreme value theory for stochastic integrals of Legendre polynomials. Journal of Multivariate Analysis. 100(5). 1029–1043. 11 indexed citations
16.
Aue, Alexander, et al.. (2008). Extreme value distribution of a recursive-type detector in a linear model. Extremes. 11(2). 135–166. 3 indexed citations
17.
Aue, Alexander, Lajos Horváth, Piotr Kokoszka, & Josef Steinebach. (2007). Monitoring shifts in mean: Asymptotic normality of stopping times. Test. 17(3). 515–530. 19 indexed citations
18.
Aue, Alexander, I. Berkés, & Lajos Horváth. (2006). Strong approximation for the sums of squares of augmented GARCH sequences. Bernoulli. 12(4). 36 indexed citations
19.
Aue, Alexander. (2004). Strong approximation for RCA(1) time series with applications. Statistics & Probability Letters.
20.
Aue, Alexander & Josef Steinebach. (2002). A note on estimating the change-point of a gradually changing stochastic process. Statistics & Probability Letters. 56(2). 177–191. 9 indexed citations

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.

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