Concepedia

Siegfried Hörmann

SH

27

Publications

1.7K

Citations

21

H-Index

2005

Active since

Affiliations

Graz University of Technology(Current)

Université Libre de Bruxelles

University of Utah

Institute of Mathematical Statistics

Colorado State University

Siegfried Hörmann is an author at Graz University of Technology specializing in statistics, engineering, and functional data analysis.

Top concepts

StatisticsEngineeringFunctional Data AnalysisBusinessFunctional AnalysisProbabilityEconometricsForecastingData ScienceManagement

Publications per year

2005–2020

27

Publications

27

Weakly dependent functional data

Siegfried Hörmann, Piotr Kokoszka · The Annals of Statistics · 2010 · 356 citations · Full text

On the Prediction of Stationary Functional Time Series

Alexander Aue, Diogo Dubart Norinho, Siegfried Hörmann · Journal of the American Statistical Association · 2014 · 229 citations

Forecasting Methodology, Economic Forecasting, Engineering +15

Dynamic Functional Principal Components

Siegfried Hörmann, Łukasz Kidziński, Marc Hallin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 189 citations · Full text

Spectral Theory, Engineering, Generalized Function +11

A FUNCTIONAL VERSION OF THE ARCH MODEL

Siegfried Hörmann, Lajos Horváth, Ron Reeder · Econometric Theory · 2012 · 117 citations

Empirical Finance, Volatility Modeling, Functional Setup +16

Quality and performance of a PM10 daily forecasting model☆

Ernst Stadlober, Siegfried Hörmann, Brigitte Pfeiler · Atmospheric Environment · 2007 · 116 citations

Meteorology, Forecasting Methodology, Engineering +2

Rows per page

1–5 of 27