Siegfried Hörmann
I am Chargé de cours at the Département de Mathématique at the Université
libre de Bruxelles (ULB)
My general research is in probability and statistics. Recently I have been working in the area called
“functional data analysis”. This is a statistical discipline in which the objective is to analyse data which
are curves or surfaces. When such functional data are collected sequentially and there is dependence
between the observations, then we call this a functional time series. The focus of my research is
studying and modeling the dynamics of such functional time series.
Selected Publications:
 Hörmann, S., Kidziński, Ł., and Hallin, M. (2015).
Dynamic functional principal components. Journal of
the Royal Statistical Society: Series B, 77, 319–348.
 Aue, A., Dubart Norinho, D., Hörmann, S. (2015).
On the prediction of stationary functional time series.
Journal of the American Statistical Association, 110,
509, 378–392.
 Berkes, I., Hörmann, S., Schauer, J. (2011). Split
invariance principles for stationary processes. The
Annals of Probability, 39, 2441–2473.
 Hörmann, S., Kokoszka, P. (2010). Weakly
dependent functional data. The Annals of Statistics, 38,
 Aue, A., Hörmann, S., Horváth, L., Reimherr, M.
(2009). Break detection in the covariance structure of
multivariate time series models. The Annals of
Statistics, 37, 4046–4087.
Phone: +32-2-650.58.86 
Fax: +32-2-650.58.67
Email: shormann
CP 210, local O.9.115
Bd du Triomphe
B-1050 Bruxelles - Belgique
Département de Mathématique
Université libre de Bruxelles (ULB)
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