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Siegfried Hörmann
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Break detection in the covariance structure of multivariate time series models
A Aue, S Hörmann, L Horváth, M Reimherr
4712009
Weakly dependent functional data
S Hörmann, P Kokoszka
4372010
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
2952015
Dynamic functional principal components
S Hörmann, Ł Kidziński, M Hallin
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015
2442015
Quality and performance of a PM10 daily forecasting model
E Stadlober, S Hörmann, B Pfeiler
Atmospheric Environment 42 (6), 1098-1109, 2008
1562008
A functional version of the ARCH model
S Hörmann, L Horváth, R Reeder
Econometric Theory 29 (2), 267-288, 2013
1452013
Functional time series
S Hörmann, P Kokoszka
Handbook of statistics 30, 157-186, 2012
1272012
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
752012
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
622008
Dependent functional linear models with applications to monitoring structural change
A Aue, S Hörmann, L Horváth, M Hušková
Statistica Sinica, 1043-1073, 2014
612014
Split invariance principles for stationary processes
I Berkes, S Hörmann, J Schauer
542011
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
532019
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
472011
Testing normality of functional time series
T Górecki, S Hörmann, L Horváth, P Kokoszka
Journal of time series analysis 39 (4), 471-487, 2018
452018
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
452008
Testing for periodicity in functional time series
S Hörmann, P Kokoszka, G Nisol
422018
A note on estimation in Hilbertian linear models
S Hörmann, Ł Kidziński
Scandinavian journal of statistics 42 (1), 43-62, 2015
392015
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
392005
Principal component analysis of spatially indexed functions
T Kuenzer, S Hörmann, P Kokoszka
Journal of the American Statistical Association 116 (535), 1444-1456, 2021
372021
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