Photo of Siegfried Hörmann

Siegfried Hörmann

Univ.-Prof. Mag.rer.nat. Dr.rer.nat.

20022021

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Personal profile

Research interests

Time series analysis (econometric models, factor models, functional time series);
Statistics (applied problems, change-point analysis, dimension reduction, functional data); Probability (empirical processes, invariance principles, limit theorems, weak dependence);

External positions

Chargé de cours, Université Libre de Bruxelles

Aug 2009Sep 2018

Assistent Professor (Lecturer), University of Utah

Jul 2007Jun 2009

Keywords

  • QA Mathematics
  • Statistics, Probability theory, Time Series, Functional data

Austrian Fields of Study 2012 (6-stellig)

  • 101018 Statistics
  • 101019 Stochastics

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