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Siegfried Hörmann
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Year
Break detection in the covariance structure of multivariate time series models
A Aue, S Hörmann, L Horváth, M Reimherr
4562009
Weakly dependent functional data
S Hörmann, P Kokoszka
4112010
On the prediction of stationary functional time series
A Aue, DD Norinho, S Hörmann
Journal of the American Statistical Association 110 (509), 378-392, 2015
2712015
Dynamic functional principal components
S Hörmann, Ł Kidziński, M Hallin
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015
2202015
Quality and performance of a PM10 daily forecasting model
E Stadlober, S Hörmann, B Pfeiler
Atmospheric Environment 42 (6), 1098-1109, 2008
1532008
A functional version of the ARCH model
S Hörmann, L Horváth, R Reeder
Econometric Theory 29 (2), 267-288, 2013
1322013
Functional time series
S Hörmann, P Kokoszka
Handbook of statistics 30, 157-186, 2012
1152012
Sequential testing for the stability of high-frequency portfolio betas
A Aue, S Hörmann, L Horváth, M Hušková, JG Steinebach
Econometric Theory 28 (4), 804-837, 2012
732012
Asymptotic results for the empirical process of stationary sequences
I Berkes, S Hörmann, J Schauer
Stochastic processes and their applications 119 (4), 1298-1324, 2009
722009
Augmented GARCH sequences: Dependence structure and asymptotics
S Hörmann
592008
Dependent functional linear models with applications to monitoring structural change
A Aue, S Hörmann, L Horváth, M Hušková
Statistica Sinica, 1043-1073, 2014
552014
Split invariance principles for stationary processes
I Berkes, S Hörmann, J Schauer
522011
Functional GARCH models: The quasi-likelihood approach and its applications
C Cerovecki, C Francq, S Hörmann, JM Zakoïan
Journal of econometrics 209 (2), 353-375, 2019
452019
Consistency of the mean and the principal components of spatially distributed functional data
S Hörmann, P Kokoszka
Recent Advances in Functional Data Analysis and Related Topics, 169-175, 2011
442011
The functional central limit theorem for a family of GARCH observations with applications
I Berkes, S Hörmann, L Horváth
Statistics & Probability Letters 78 (16), 2725-2730, 2008
432008
Testing normality of functional time series
T Górecki, S Hörmann, L Horváth, P Kokoszka
Journal of time series analysis 39 (4), 471-487, 2018
402018
Testing for periodicity in functional time series
S Hörmann, P Kokoszka, G Nisol
392018
Analysis and Prediction of Particulate Matter PM10 for theWinter Season in Graz
S Hörmann, B Pfeiler, E Stadlober
Austrian Journal of Statistics 34 (4), 307–326-307–326, 2005
382005
On the CLT for discrete Fourier transforms of functional time series
C Cerovecki, S Hörmann
Journal of multivariate analysis 154, 282-295, 2017
362017
A note on estimation in Hilbertian linear models
S Hörmann, Ł Kidziński
Scandinavian journal of statistics 42 (1), 43-62, 2015
352015
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