Siegfried Hörmann

Available identifiers

zbMath Open hormann.siegfriedMaRDI QIDQ485551

List of research outcomes

Publication	Date of Publication	Type
Some optimal conditions for the ASCLT	2024-04-02	Paper
The Maximum of the Periodogram of a Sequence of Functional Data	2024-01-08	Paper
Principal Component Analysis of Spatially Indexed Functions	2023-05-22	Paper
Reconstruction of functional data via factor models of increasing rank	2023-05-22	Paper
Estimating the conditional distribution in functional regression problems	2022-12-19	Paper
Preprocessing noisy functional data: a multivariate perspective	2022-12-19	Paper
Prediction in functional regression with discretely observed and noisy covariates	2022-12-06	Paper
Testing normality of spatially indexed functional data	2022-08-02	Paper
Consistently recovering the signal from noisy functional data	2022-03-01	Paper
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models	2021-06-30	Paper
Estimating the conditional distribution in functional regression problems	2021-05-04	Paper
Consistently recovering the signal from noisy functional data	2020-12-09	Paper
The maximum of the periodogram of Hilbert space valued time series	2020-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q5216387	2020-02-17	Paper
Dynamic Functional Principal Components	2019-06-12	Paper
Functional GARCH models: the quasi-likelihood approach and its applications	2019-04-30	Paper
Testing for periodicity in functional time series	2018-10-30	Paper
Optimal dimension reduction for high-dimensional and functional time series	2018-08-10	Paper
Testing Normality of Functional Time Series	2018-07-11	Paper
Monitoring the intraday volatility pattern	2018-02-07	Paper
On the Prediction of Stationary Functional Time Series	2017-10-13	Paper
On the CLT for discrete Fourier transforms of functional time series	2016-12-28	Paper
Estimation in Functional Lagged Regression	2015-06-29	Paper
Dependent functional linear models with applications to monitoring structural change	2015-04-28	Paper
A Note on Estimation in Hilbertian Linear Models	2015-03-09	Paper
A note on the normal approximation error for randomly weighted self-normalized sums	2015-01-09	Paper
Consistency of the mean and the principal components of spatially distributed functional data	2014-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q2865792	2013-12-03	Paper
A FUNCTIONAL VERSION OF THE ARCH MODEL	2013-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q4915071	2013-04-16	Paper
On sample marginal quantiles for stationary processes	2013-01-25	Paper
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS	2012-08-30	Paper
Split invariance principles for stationary processes	2012-01-09	Paper
Upper-lower class tests for weighted i.i.d. sequences and martingales	2010-06-09	Paper
Weakly dependent functional data	2010-05-26	Paper
On functional versions of the arc-sine law	2010-04-23	Paper
Break detection in the covariance structure of multivariate time series models	2009-12-09	Paper
Asymptotic results for the empirical process of stationary sequences	2009-05-06	Paper
Augmented GARCH sequences: Dependence structure and asymptotics	2009-03-02	Paper
The functional central limit theorem for a family of GARCH observations with applications	2008-11-14	Paper
On the universal a.s. central limit theorem	2008-10-22	Paper
Critical behavior in almost sure central limit theory	2007-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q5756840	2007-09-05	Paper
An extension of almost sure central limit theory	2006-04-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Siegfried Hörmann