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Siegfried Hörmann

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

20022021

Research output per year

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Personal profile

Keywords

  • 101018 Statistics
  • 101019 Stochastics

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Research Output

Functional GARCH models: The quasi-likelihood approach and its applications

Cerovecki, C., Francq, C., Hörmann, S. & Zakoïan, J. M., 1 Apr 2019, In : Journal of Econometrics. 209, 2, p. 353-375 23 p.

Research output: Contribution to journalArticleResearchpeer-review

  • Optimal dimension reduction for high-dimensional and functional time series

    Hallin, M., Hörmann, S. & Lippi, M., 2018, In : Statistical Inference for Stochastic Processes. 21, 2, p. 385-398

    Research output: Contribution to journalArticleResearchpeer-review

    Testing for periodicity in functional time series

    Hörmann, S., Kokoszka, P. & Nisol, G., 2018, In : The annals of statistics. 46, 6A, p. 2960-2984 26 p.

    Research output: Contribution to journalArticleResearchpeer-review

    Testing normality of functional time series

    Górecki, T., Hörmann, S., Horváth, L. & Kokoszka, P., 2018, In : Journal of time series analysis. 39, 4, p. 471-487

    Research output: Contribution to journalArticleResearchpeer-review

    On the CLT for discrete Fourier transforms of functional time series

    Cerovecki, C. & Hörmann, S., 2017, In : Journal of multivariate analysis. 154, p. 282-295 14 p.

    Research output: Contribution to journalArticleResearchpeer-review

  • Activities

    Detecting periodicity in functional time series

    Siegfried Hörmann (Speaker)
    May 2018

    Activity: Talk or presentationInvited talkScience to science

    On the prediction of stationary functional time series

    Siegfried Hörmann (Speaker)
    May 2018

    Activity: Talk or presentationInvited talkScience to science

    Detecting periodicity in functional time series

    Siegfried Hörmann (Speaker)
    May 2018

    Activity: Talk or presentationInvited talkScience to science

    Detection of periodicity in functional time series

    Siegfried Hörmann (Speaker)
    Mar 2017

    Activity: Talk or presentationInvited talkScience to science

    On the prediction of stationary functional time series

    Siegfried Hörmann (Speaker)
    Dec 2017

    Activity: Talk or presentationInvited talkScience to science

    Prizes

    Best thesis award

    Siegfried Hörmann (Recipient), 2007

    Prize: Prizes / Medals / Awards

    Hans Stegbuchner Preis

    Siegfried Hörmann (Recipient), 2003

    Prize: Prizes / Medals / Awards

    Hans-Stegbuchner-Preis

    Siegfried Hörmann (Recipient), 2003

    Prize: Prizes / Medals / Awards

    ISI elected member

    Siegfried Hörmann (Recipient), 2016

    Prize: Election to learned society

    Laha Award

    Siegfried Hörmann (Recipient), 2008

    Prize: Prizes / Medals / Awards

    Projects