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Hörmann, Siegfried

Author ID: hormann.siegfried Recent zbMATH articles by "Hörmann, Siegfried"
Published as: Hörmann, Siegfried; Hörmann, S.

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 667 times in 409 Documents Cited by Year
Weakly dependent functional data. Zbl 1189.62141
Hörmann, Siegfried; Kokoszka, Piotr
127
2010
Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew
121
2009
On the prediction of stationary functional time series. Zbl 1373.62462
Aue, Alexander; Norinho, Diogo Dubart; Hörmann, Siegfried
63
2015
Dynamic functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
53
2015
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
37
2013
Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
26
2009
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
21
2012
Critical behavior in almost sure central limit theory. Zbl 1132.60029
Hörmann, Siegfried
17
2007
An extension of almost sure central limit theory. Zbl 1087.60509
Hörmann, Siegfried
17
2006
Augmented GARCH sequences: Dependence structure and asymptotics. Zbl 1155.62066
Hörmann, Siegfried
16
2008
Testing for periodicity in functional time series. Zbl 1416.62496
Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles
16
2018
Split invariance principles for stationary processes. Zbl 1236.60037
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
15
2011
On the CLT for discrete Fourier transforms of functional time series. Zbl 1397.62298
Cerovecki, Clément; Hörmann, Siegfried
14
2017
A note on estimation in Hilbertian linear models. Zbl 1364.62175
Hörmann, Siegfried; Kidziński, Łukasz
14
2015
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
13
2008
Testing normality of functional time series. Zbl 1416.62489
Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr
13
2018
On the universal a.s. central limit theorem. Zbl 1164.60016
Hörmann, S.
12
2007
Dependent functional linear models with applications to monitoring structural change. Zbl 06431820
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie
12
2014
Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193
Hörmann, Siegfried; Kokoszka, Piotr
11
2013
Berry-Esseen bounds for econometric time series. Zbl 1276.60024
Hörmann, Siegfried
10
2009
A note on the almost sure convergence of central order statistics. Zbl 1122.60025
Hörmann, Siegfried
6
2005
Monitoring the intraday volatility pattern. Zbl 1462.62719
Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr
6
2013
Estimation in functional lagged regression. Zbl 1325.62168
Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr
6
2015
Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel
6
2019
Principal component analysis of spatially indexed functions. Zbl 1510.62267
Kuenzer, Thomas; Hörmann, Siegfried; Kokoszka, Piotr
4
2021
Consistently recovering the signal from noisy functional data. Zbl 1520.62080
Hörmann, Siegfried; Jammoul, Fatima
2
2022
On sample marginal quantiles for stationary processes. Zbl 1489.62148
Dominicy, Yves; Hörmann, Siegfried; Ogata, Hiroaki; Veredas, David
2
2013
Upper-lower class tests for weighted i.i.d. sequences and martingales. Zbl 1200.60025
Berkes, István; Hörmann, Siegfried; Weber, Michel
1
2010
A note on the normal approximation error for randomly weighted self-normalized sums. Zbl 1313.60024
Hörmann, Siegfried; Swan, Yvik
1
2013
Estimating the conditional distribution in functional regression problems. Zbl 07633926
Hörmann, Siegfried; Kuenzer, Thomas; Rice, Gregory
1
2022
Preprocessing noisy functional data: a multivariate perspective. Zbl 07633937
Hörmann, Siegfried; Jammoul, Fatima
1
2022
Testing normality of spatially indexed functional data. Zbl 1492.62196
Hörmann, Siegfried; Kokoszka, Piotr; Kuenzer, Thomas
1
2022
Prediction of singular VARs and an application to generalized dynamic factor models. Zbl 1468.62353
Hörmann, Siegfried; Nisol, Gilles
1
2021
Optimal dimension reduction for high-dimensional and functional time series. Zbl 1450.62111
Hallin, Marc; Hörmann, Siegfried; Lippi, Marco
1
2018
Consistently recovering the signal from noisy functional data. Zbl 1520.62080
Hörmann, Siegfried; Jammoul, Fatima
2
2022
Estimating the conditional distribution in functional regression problems. Zbl 07633926
Hörmann, Siegfried; Kuenzer, Thomas; Rice, Gregory
1
2022
Preprocessing noisy functional data: a multivariate perspective. Zbl 07633937
Hörmann, Siegfried; Jammoul, Fatima
1
2022
Testing normality of spatially indexed functional data. Zbl 1492.62196
Hörmann, Siegfried; Kokoszka, Piotr; Kuenzer, Thomas
1
2022
Principal component analysis of spatially indexed functions. Zbl 1510.62267
Kuenzer, Thomas; Hörmann, Siegfried; Kokoszka, Piotr
4
2021
Prediction of singular VARs and an application to generalized dynamic factor models. Zbl 1468.62353
Hörmann, Siegfried; Nisol, Gilles
1
2021
Functional GARCH models: the quasi-likelihood approach and its applications. Zbl 1452.62988
Cerovecki, Clément; Francq, Christian; Hörmann, Siegfried; Zakoïan, Jean-Michel
6
2019
Testing for periodicity in functional time series. Zbl 1416.62496
Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles
16
2018
Testing normality of functional time series. Zbl 1416.62489
Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr
13
2018
Optimal dimension reduction for high-dimensional and functional time series. Zbl 1450.62111
Hallin, Marc; Hörmann, Siegfried; Lippi, Marco
1
2018
On the CLT for discrete Fourier transforms of functional time series. Zbl 1397.62298
Cerovecki, Clément; Hörmann, Siegfried
14
2017
On the prediction of stationary functional time series. Zbl 1373.62462
Aue, Alexander; Norinho, Diogo Dubart; Hörmann, Siegfried
63
2015
Dynamic functional principal components. Zbl 1414.62133
Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc
53
2015
A note on estimation in Hilbertian linear models. Zbl 1364.62175
Hörmann, Siegfried; Kidziński, Łukasz
14
2015
Estimation in functional lagged regression. Zbl 1325.62168
Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr
6
2015
Dependent functional linear models with applications to monitoring structural change. Zbl 06431820
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie
12
2014
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
37
2013
Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193
Hörmann, Siegfried; Kokoszka, Piotr
11
2013
Monitoring the intraday volatility pattern. Zbl 1462.62719
Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr
6
2013
On sample marginal quantiles for stationary processes. Zbl 1489.62148
Dominicy, Yves; Hörmann, Siegfried; Ogata, Hiroaki; Veredas, David
2
2013
A note on the normal approximation error for randomly weighted self-normalized sums. Zbl 1313.60024
Hörmann, Siegfried; Swan, Yvik
1
2013
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
21
2012
Split invariance principles for stationary processes. Zbl 1236.60037
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
15
2011
Weakly dependent functional data. Zbl 1189.62141
Hörmann, Siegfried; Kokoszka, Piotr
127
2010
Upper-lower class tests for weighted i.i.d. sequences and martingales. Zbl 1200.60025
Berkes, István; Hörmann, Siegfried; Weber, Michel
1
2010
Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew
121
2009
Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
26
2009
Berry-Esseen bounds for econometric time series. Zbl 1276.60024
Hörmann, Siegfried
10
2009
Augmented GARCH sequences: Dependence structure and asymptotics. Zbl 1155.62066
Hörmann, Siegfried
16
2008
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
13
2008
Critical behavior in almost sure central limit theory. Zbl 1132.60029
Hörmann, Siegfried
17
2007
On the universal a.s. central limit theorem. Zbl 1164.60016
Hörmann, S.
12
2007
An extension of almost sure central limit theory. Zbl 1087.60509
Hörmann, Siegfried
17
2006
A note on the almost sure convergence of central order statistics. Zbl 1122.60025
Hörmann, Siegfried
6
2005
all top 5

Cited by 514 Authors

28 Horváth, Lajos
24 Kokoszka, Piotr S.
24 Rice, Gregory
23 Hörmann, Siegfried
20 Shang, Han Lin
18 Dette, Holger
13 Jirak, Moritz
12 Wu, Qunying
11 Wied, Dominik
8 Aue, Alexander
7 Hušková, Marie
6 Dehling, Herold G.
6 Giuliano, Rita
6 Macci, Claudio
6 van Delft, Anne
5 Berkes, István
5 Kirch, Claudia
5 Lee, Oesook
5 Panaretos, Victor M.
5 Paparoditis, Efstathios
5 Reimherr, Matthew L.
5 Shao, Xiaofeng
5 Wang, Shixuan
5 Wendler, Martin
5 Zhang, Yong
4 Francq, Christian
4 Hallin, Marc
4 Jiao, Shuhao
4 Li, Degui
4 Nadarajah, Saralees
4 Ombao, Hernando C.
4 Seo, Won-Ki
4 Tavakoli, Shahin
4 Trapani, Lorenzo
4 Wang, Daren
4 Yang, Yanrong
4 Yu, Yi
4 Zhang, Xianyang
4 Zhao, Yuqian
3 Aston, John A. D.
3 Cerovecki, Clément
3 Cribben, Ivor
3 Eckley, Idris A.
3 Fryzlewicz, Piotr
3 Gösmann, Josua
3 Jammoul, Fatima
3 Jiang, Yuanying
3 Kuenzer, Thomas
3 Kutta, Tim
3 Lee, Sangyeol
3 Li, Jingyu
3 Liu, Bin
3 Liu, Zhenya
3 Martínez-Hernández, Israel
3 Meintanis, Simos G.
3 Nisol, Gilles
3 Pacchiarotti, Barbara
3 Pang, Guodong
3 Qiao, Xinghao
3 Raïssi, Hamdi
3 Rinaldo, Alessandro
3 Robinson, Peter Michael
3 Ruiz-Medina, María Dolores
3 Sapatinas, Theofanis
3 Steinebach, Josef G.
3 Tan, Zhongquan
3 Vogel, Daniel
3 Xu, Feng
3 Yau, Chun Yip
3 Zakoïan, Jean-Michel
3 Zang, Qingpei
3 Zhang, Xinsheng
2 Barigozzi, Matteo
2 Borowski, Matthias
2 Bücher, Axel
2 Cao, Jiguo
2 Caponera, Alessia
2 Chang, Jinyuan
2 Characiejus, Vaidotas
2 Chen, Xiaohui
2 Chen, Yuting
2 Chiou, Jeng-Min
2 Chochola, Ondřej
2 Choi, Jieun
2 Dabo-Niang, Sophie
2 Dedecker, Jérôme
2 Dierickx, Gauthier
2 Eichler, Michael
2 Fearnhead, Paul
2 Fremdt, Stefan
2 Fried, Roland
2 Frostig, Ron D.
2 Gao, Yuan
2 Genton, Marc G.
2 Golosnoy, Vasyl
2 Guo, Shaojun
2 Haberman, Steven
2 Hahn, Georg
2 Hashemi, Maryam
2 Heinrichs, Florian
...and 414 more Authors
all top 5

Cited in 97 Serials

35 Journal of Multivariate Analysis
31 Electronic Journal of Statistics
26 Journal of Time Series Analysis
20 Journal of Econometrics
20 Bernoulli
17 The Annals of Statistics
16 Econometric Theory
13 Journal of the American Statistical Association
13 Communications in Statistics. Theory and Methods
12 Statistics & Probability Letters
11 Stochastic Processes and their Applications
8 Statistica Sinica
7 Statistics
7 Journal of Inequalities and Applications
6 Journal of Statistical Planning and Inference
6 Computational Statistics and Data Analysis
6 Test
5 Metrika
5 Economics Letters
5 Extremes
5 The Annals of Applied Statistics
5 Statistics and Computing
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Probability
4 Statistical Inference for Stochastic Processes
4 Statistical Methods and Applications
4 Journal of the Korean Statistical Society
4 Journal of Computational and Graphical Statistics
3 The Canadian Journal of Statistics
3 Scandinavian Journal of Statistics
3 Transactions of the American Mathematical Society
3 Journal of Statistical Computation and Simulation
3 Statistical Papers
3 Filomat
3 Journal of Nonparametric Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Applied Statistics
3 Journal of Business and Economic Statistics
3 Journal of Agricultural, Biological, and Environmental Statistics
2 Journal of Mathematical Analysis and Applications
2 Insurance Mathematics & Economics
2 Acta Mathematica Hungarica
2 Econometric Reviews
2 Journal of Theoretical Probability
2 Queueing Systems
2 Annals of Operations Research
2 Computational Statistics
2 Probability in the Engineering and Informational Sciences
2 Brazilian Journal of Probability and Statistics
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Stochastics
2 Journal of Statistical Theory and Practice
2 Journal of Time Series Econometrics
1 Computers & Mathematics with Applications
1 Lithuanian Mathematical Journal
1 Advances in Mathematics
1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica
1 Biometrical Journal
1 Biometrics
1 International Statistical Review
1 Statistica Neerlandica
1 Stochastic Analysis and Applications
1 Probability Theory and Related Fields
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Indagationes Mathematicae. New Series
1 Applied Mathematics. Series B (English Edition)
1 Mathematical Methods of Statistics
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Studies in Nonlinear Dynamics and Econometrics
1 Fractional Calculus & Applied Analysis
1 Revista Matemática Complutense
1 Data Mining and Knowledge Discovery
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Acta Mathematica Sinica. English Series
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Statistical Modelling
1 Journal of Machine Learning Research (JMLR)
1 Stochastics and Dynamics
1 Journal of Dynamical Systems and Geometric Theories
1 AStA. Advances in Statistical Analysis
1 Advances in Mathematical Physics
1 Probability Surveys
1 Statistics Surveys
1 Advances in Decision Sciences
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 Chilean Journal of Statistics
1 Bayesian Analysis
1 ISRN Probability and Statistics
1 SIAM/ASA Journal on Uncertainty Quantification
1 Environmetrics

Citations by Year