Edit Profile (opens in new tab) Hörmann, Siegfried Co-Author Distance Author ID: hormann.siegfried Published as: Hörmann, Siegfried; Hörmann, S. Documents Indexed: 41 Publications since 2005, including 2 Additional arXiv Preprints Co-Authors: 31 Co-Authors with 35 Joint Publications 572 Co-Co-Authors all top 5 Co-Authors 6 single-authored 8 Kokoszka, Piotr S. 7 Horváth, Lajos 5 Berkes, István 4 Aue, Alexander 4 Cerovecki, Clément 4 Kidziński, Łukasz 3 Jammoul, Fatima 3 Kuenzer, Thomas 2 Characiejus, Vaidotas 2 Hallin, Marc 2 Hušková, Marie 2 Nisol, Gilles 2 Schauer, Johannes 1 Aistleitner, Christoph 1 Dominicy, Yves 1 Francq, Christian 1 Gabrys, Robertas 1 Gorecki, Tomasz T. 1 Kokoskza, Piotr 1 Lippi, Marco 1 Norinho, Diogo Dubart 1 Ofner, Maximilian 1 Ogata, Hiroaki 1 Reeder, Ron 1 Reimherr, Matthew L. 1 Rice, Gregory 1 Steinebach, Josef G. 1 Swan, Yvik C. 1 Veredas, David 1 Weber, Michel Jean Georges 1 Zakoïan, Jean-Michel all top 5 Serials 3 The Annals of Statistics 3 Journal of the American Statistical Association 3 Statistics & Probability Letters 3 Journal of Time Series Analysis 3 Journal of Theoretical Probability 2 Journal of Multivariate Analysis 2 Probability and Mathematical Statistics 2 Bernoulli 2 Econometric Theory 2 Electronic Journal of Statistics 1 The Canadian Journal of Statistics 1 Periodica Mathematica Hungarica 1 Scandinavian Journal of Statistics 1 The Annals of Probability 1 Journal of Econometrics 1 Acta Mathematica Hungarica 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Statistica Sinica 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Statistical Inference for Stochastic Processes 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Time Series Econometrics Fields 30 Statistics (62-XX) 19 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Sequences, series, summability (40-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 19 Fields 340 Statistics (62-XX) 148 Probability theory and stochastic processes (60-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Numerical analysis (65-XX) 6 Operator theory (47-XX) 4 Operations research, mathematical programming (90-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Functional analysis (46-XX) 3 Geophysics (86-XX) 2 Number theory (11-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year