251 citations · 512 across the 26 of their papers we have counts for
13 papers · 1 filter
Inference for sparsely sampled Gauss-Markov processes under outcome-dependent dropout
Alexander Aue, Siegfried Hörmann, Maximilian Ofner
We consider sparsely observed functional data generated by a latent Gauss-Markov process modeled through a linear stochastic differential equation (SDE). Motivated by an applicatio…
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
Sebastian Kühnert, Gregory Rice, Alexander Aue
Invertible processes are central to functional time series analysis, making the estimation of their defining operators a key problem. While asymptotic error bounds have been establ…
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Alexander Aue, Holger Dette, Gregory Rice
This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Her…
Functional data analysis in the Banach space of continuous functions
Holger Dette, Kevin Kokot, Alexander Aue
Functional data analysis is typically conducted within the -Hilbert space framework. There is by now a fully developed statistical toolbox allowing for the principled applicat…
Piecewise quantile autoregressive modeling for nonstationary time series
Alexander Aue, Rex C. Y. Cheung, Thomas C. M. Lee +1
We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the und…
Reaction times of monitoring schemes for ARMA time series
Alexander Aue, Christopher Dienes, Stefan Fremdt +1
This paper is concerned with deriving the limit distributions of stopping times devised to sequentially uncover structural breaks in the parameters of an autoregressive moving aver…