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Siegfried Hörmann

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

20022021
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Personal profile

Keywords

  • 101018 Statistics
  • 101019 Stochastics

Fingerprint Dive into the research topics where Siegfried Hörmann is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Time series Mathematics
Weak Dependence Mathematics
Functional Data Mathematics
Functional Principal Component Analysis Mathematics
Time Series Models Mathematics
Functional Linear Model Mathematics
Dependence Structure Mathematics
Strong Invariance Principle Mathematics

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Research Output 2004 2018

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

Discrete Fourier transform
Discrete Fourier transforms
Central limit theorem
Time series
Hilbert spaces

Analysis and Prediction of Particulate Matter PM10 in Graz

Stadlober, E., Pfeiler, B., Hörmann, S. & Burger-Ringer, L., 2015.

Research output: Contribution to conferencePosterResearch

Activities 2004 2018

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 2002 2021