Research output per year
Research output per year
Personal profile
Research interests
Time series analysis (econometric models, factor models, functional time series);
Statistics (applied problems, change-point analysis, dimension reduction, functional data); Probability (empirical processes, invariance principles, limit theorems, weak dependence);
External positions
Chargé de cours, Université Libre de Bruxelles
Aug 2009 → Sept 2018
Assistent Professor (Lecturer), University of Utah
Jul 2007 → Jun 2009
Austrian Fields of Study 2012 (6-stellig)
- 101018 Statistics
- 101019 Stochastics
Keywords
- QA Mathematics
- Statistics, Probability theory, Time Series, Functional data
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.
- 1 Similar Profiles
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Prediction in functional regression with discretely observed and noisy covariates
Hörmann, S. & Jammoul, F., Feb 2023, In: Computational Statistics & Data Analysis. 178, 107600.Research output: Contribution to journal › Article
Open AccessFile -
Some optimal conditions for the ASCLT
Berkes, I. & Hörmann, S., 2023, (Accepted/In press) In: Journal of Theoretical Probability.Research output: Contribution to journal › Article › peer-review
-
Consistently recovering the signal from noisy functional data
Hörmann, S. & Jammoul, F., May 2022, In: Journal of Multivariate Analysis. 189, 104886.Research output: Contribution to journal › Article › peer-review
Open Access -
Estimating the conditional distribution in functional regression problems
Hörmann, S., Kuenzer, T. & Rice, G., 2022, In: Electronic Journal of Statistics. 16, 2, p. 5751-5778 28 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Preprocessing noisy functional data: a multivariate perspective
Hörmann, S. & Jammoul, F., 2022, In: Electronic Journal of Statistics. 16, 2, p. 6232-6266 35 p.Research output: Contribution to journal › Article
Open AccessFile
Activities
-
5th International Symposium on Nonparametric Statistics
Siegfried Hörmann (Speaker)
21 Jun 2022Activity: Talk or presentation › Invited talk at conference or symposium › Science to science
-
Functional Time Series
Siegfried Hörmann (Speaker)
Sep 2022Activity: Talk or presentation › Talk at workshop, seminar or course › Science to science
-
Model diagnostics for discretely sampled functional data
Siegfried Hörmann (Speaker)
Dec 2022Activity: Talk or presentation › Talk at conference or symposium › Science to science
-
Talk: Preprocessing Functional Data by a Factor Model Approach
Siegfried Hörmann (Speaker)
7 Jul 2022Activity: Talk or presentation › Invited talk › Science to science
-
Journal of statistical planning and inference (Journal)
Siegfried Hörmann (Editorial board member)
2022 → …Activity: Publication peer-review or editorial work › Editorial activity
Prizes
Press/Media
-
Statistiken: Wie sich mit Zahlen auch die Wahrheit biegen lässt
26/04/13
1 item of Media coverage
Press/Media: Press / Media
-
FWF - FUNAFA - Analysing functional data by approximate factor models
15/01/22 → 15/01/26
Project: Research project
-
Development and Applications of Statistical Models
Hörmann, S., Stadlober, E., Berkes, I. & Friedl, H.
1/03/03 → …
Project: Research area
-
-
Asymptotic and Statistical Analysis of Time Series in Economy and Finance
Hörmann, S., Schauer, J., Berkes, I. & Jirak, J. M.
1/01/02 → …
Project: Research area
-
FANI2 - Characterisation of uncertainties for the development and validation of models and algorithms in railway applications
1/09/18 → 31/08/21
Project: Research project