Alexander Aue, Ph.D.

Alexander Aue

Position Title

  • Statistics
4230 Mathematical Sciences Building
One Shields Avenue, Davis CA 95616

Research Interests

  • Time Series Analysis
  • Change-Point Problems
  • Functional Data
  • High Dimensional Statistics

Recent Publications and Preprints

  • Bootstrapping spectral statistics in high dimensions. Preprint (with M. Lopes and Andrew Blandino). 
  • Testing for stationarity of functional time series in the frequency domain. Preprint (with A. van Delft). [Preprint] [Supp] 
  • Estimating functional time series by moving average process fitting. Preprint (with J. Klepsch). 
  • An adaptable generalization of Hotelling's $T^2$ in high dimensions. Preprint (with H. Li, D. Paul, J. Peng and P. Wang). 
  • Estimation of prediction error in time series. Preprint (with P. Burman).
  • Detecting and dating structural breaks in functional data without dimension reduction. Journal of the Royal Statistical Society, Series B, to appear (with G. Rice and O. Sönmez). [Preprint] [Supp]