The following pages link to Siegfried Hörmann (Q485551):
Displaying 39 items.
- A note on the normal approximation error for randomly weighted self-normalized sums (Q485552) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- (Q950289) (redirect page) (← links)
- On the universal a.s. central limit theorem (Q950290) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Upper-lower class tests for weighted i.i.d. sequences and martingales (Q975330) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Optimal dimension reduction for high-dimensional and functional time series (Q1656851) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- On sample marginal quantiles for stationary processes (Q1933695) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Prediction in functional regression with discretely observed and noisy covariates (Q2101386) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
- Critical behavior in almost sure central limit theory (Q2385613) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- An extension of almost sure central limit theory (Q2489836) (← links)
- A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583) (← links)
- (Q2865792) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- Testing Normality of Functional Time Series (Q4577079) (← links)
- (Q4915071) (← links)
- Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models (Q4997699) (← links)
- Testing normality of spatially indexed functional data (Q5094295) (← links)
- A Note on Estimation in Hilbertian Linear Models (Q5177950) (← links)
- (Q5216387) (← links)
- Dependent functional linear models with applications to monitoring structural change (Q5248901) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- On the Prediction of Stationary Functional Time Series (Q5367373) (← links)
- Dynamic Functional Principal Components (Q5378118) (← links)
- (Q5756840) (← links)
- Some optimal conditions for the ASCLT (Q6204781) (← links)
