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Siegfried Hörmann

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

20022021
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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.

Mathematics

Time series
Weak Dependence
Functional Data
Functional Principal Component Analysis
Time Series Models
Functional Linear Model
Dependence Structure
Strong Invariance Principle
Berry-Esseen Bound
Empirical Process
Principal Components
Stationary Sequences
Multivariate Time Series
Uniform Bound
Independent Random Variables
Generalized Autoregressive Conditional Heteroscedasticity
Normal Approximation
Dependent
Discrete Fourier transform
Multivariate Models
Dependent Data
Covariance Structure
Structural Change
Stationarity
Econometrics
Central limit theorem
Smoothness
Error Bounds
Convergence Rate
Two Parameters
Multiplicative
Dynamic Model
Logarithmic
Curve
GARCH Model
Multivariate GARCH
Dimension Reduction
Monitoring
Moment
Asymptotic Test
Nonlinear Time Series
Decrease
Simulation Study
Financial Data
Selection Model
Model Fitting
Coefficient
Parametric Model
Regression
Time Series Analysis

Earth & Environmental Sciences

time series
methodology
monitoring
prediction
simulation