Siegfried Hörmann
Siegfried Hörmann
Institut of Statistics, Graz University of Technology
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Break detection in the covariance structure of multivariate time series models
A Aue, S Hörmann, L Horváth, M Reimherr
The Annals of Statistics 37 (6B), 4046-4087, 2009
Weakly dependent functional data
S Hörmann, P Kokoszka
The Annals of Statistics 38 (3), 1845-1884, 2010
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
Dynamic functional principal components
S Hörmann, Ł Kidziński, M Hallin
Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2015
Quality and performance of a PM10 daily forecasting model
E Stadlober, S Hörmann, B Pfeiler
Atmospheric Environment 42 (6), 1098-1109, 2008
A functional version of the ARCH model
S Hörmann, L Horváth, R Reeder
Econometric Theory, 267-288, 2013
Functional time series
S Hörmann, P Kokoszka
Handbook of statistics 30, 157-186, 2012
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
Sequential testing for the stability of high-frequency portfolio betas
A Aue, S Hörmann, L Horváth, M Hušková, JG Steinebach
Econometric Theory, 804-837, 2012
Augmented GARCH sequences: Dependence structure and asymptotics
S Hörmann
Bernoulli 14 (2), 543-561, 2008
Split invariance principles for stationary processes
I Berkes, S Hörmann, J Schauer
Annals of probability 39 (6), 2441-2473, 2011
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
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
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
Dependent functional linear models with applications to monitoring structural change
A Aue, S Hörmann, L Horváth, M Hušková
Statistica Sinica, 1043-1073, 2014
Testing for periodicity in functional time series
S Hörmann, P Kokoszka, G Nisol
Annals of statistics 46 (6A), 2960-2984, 2018
Critical behavior in almost sure central limit theory
S Hörmann
Journal of theoretical probability 20 (3), 613-636, 2007
An extension of almost sure central limit theory
S Hörmann
Statistics & probability letters 76 (2), 191-202, 2006
The formal and informal institutional framework of capital accumulation
PG Méon, K Sekkat
Journal of Comparative Economics 43 (3), 754-771, 2015
A note on estimation in Hilbertian linear models
S Hörmann, Ł Kidziński
Scandinavian journal of statistics 42 (1), 43-62, 2015
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