251 citations · 512 across the 26 of their papers we have counts for
Showing 2017 · stat.MEShow all
3 papers · 2 filters
stat.ME2017
Bootstrapping spectral statistics in high dimensions
Miles Lopes, Andrew Blandino, Alexander Aue
Statistics derived from the eigenvalues of sample covariance matrices are called spectral statistics, and they play a central role in multivariate testing. Although bootstrap metho…
stat.ME2017
Estimating functional time series by moving average model fitting
Alexander Aue, Johannes Klepsch
Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the predict…
stat.ME2017★ 39 cited
Testing for stationarity of functional time series in the frequency domain
Alexander Aue, Anne van Delft
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contr…