Published Papers
Hörmann, S., Horváth, L., and Reeder, R.
A functional version of the ARCH model.
Econometric Theory. (Forthcoming.)
Preprint.
Hörmann, S., and Kokoszka, P.
Consistency of the mean and the principal components of spatially distributed
functional data.
Bernoulli. (Forthcoming.)
Preprint.
Supplement.
Aue, A., Hörmann, S., Horváth, L., Hušková, M.,
Steinebach, J. (2012).
A sequential procedure to detect
changes in the beta for the functional CAPM model.
Econometric Theory, 28, 1-34.
Preprint.
Hörmann, S., and Kokoszka, P. (2011).
Functional Time Series.
Handbook of Statistics: Time Series Analysis-Methods and Applications. (Forthcoming.)
Preprint.
Aistleitner, C., and Hörmann, S. (2011).
Upper and lower class separating sequences for Brownian motion with random argument.
Probab. Math. Stat. 31, 183-202 Preprint.
Berkes, I., Hörmann, S., Schauer, J. (2011).
Split invariance principles for stationary processes.
The Annals of Probability, 39, 2441--2473.
Preprint.
Hörmann, S. and Kokoszka, P. (2010).
Weakly dependent functional data.
The Annals of Statistics, 38, 1845-1884.
Preprint.
Hörmann, S. (2009).
Berry-Esseen bounds for econometric
time series models.
ALEA, 6, 377-397.
Preprint.
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.
Preprint.
Berkes, I., Hörmann, S., Weber, M. (2010)
Upper--lower class tests for weighted
i.i.d. sequences and martingales.
J. Theoretical Probability, 23, 428-446.
Preprint.
Berkes, I., Hörmann, S., Horváth, L. (2010)
On functional versions of the arc-sine law.
J. Theoretical Probability, 27, 109-126.
Preprint.
Berkes, I., Hörmann, S., Schauer, J. (2009).
Asymptotic results for the empirical
process of stationary sequences.
Stoch. Proc. Appl., 119, 1298-1324.
Preprint.
Berkes, I., Hörmann, S., Horváth, L. (2008).
The functional
central limit theorem for a family of GARCH models.
Stat. Probab. Lett. 78, 2725-2730.
Preprint.
Hörmann, S. (2008).
Augmented GARCH
sequences: dependence structure and asymptotics.
Bernoulli 14, 543-561.
Preprint.
Hörmann, S., Pfeiler, B., Stadlober, E. (2008).
Quality and
performance of a PM10 daily forecasting model.
Atmospheric Environment 42, 1098--1109.
Preprint.
Friedl, H., Hörmann, S. (2008).
Frequentist probability theory.
In: Handbook of Probability. Theory and Applications, Sage Publications.
Hörmann, S. (2007).
On the universal a.s. central limit
theorem.
Acta Math. Hungarica 116, 377--398.
Preprint.
Hörmann, S. (2007).
Critical behavior in almost sure central
limit theory.
J. Theoretical Probability 20, 613--636.
Preprint.
Hörmann, S. (2006).
Asymptotic properties of augmented
GARCH (1,1) sequences.
In: Proc. Prague Stochastics, 407--417.
Hörmann, S. (2006).
An extension of
almost sure central limit theory.
Stat. Probab. Lett. 76, 191--202.
Hörmann, S., Pfeiler, B., Stadlober, E. (2005).
Analysis
and prediction of
particulate matter PM10 for the winter season in Graz.
Austrian J. Stat. 34, 307--326.
Hörmann, S. (2005).
A
note on the almost sure convergence
of central order statistics.
Probab. Math. Stat. 25, 317--329.
Hörmann, S. (2004).
Optimal averaging procedures in
almost sure central limit theory.
Metodološki zvezki 2, 407--418.
Papers submitted or in preparation:
Gabrys, R., Hörmann, S., and Kokoszka, P.
Monitoring the intraday volatility pattern.
(Submitted.)
Hörmann, S., and Swan, Y.
A remark on the normal approximation error for randomly weighted self-normalized sums.
(Submitted.)
Berkes, I., Hörmann, S.
On split approximation for dependent sequences.
(Submitted.)
Aue, A., Hörmann, S., Horváth, L., Hušková, M.
Sequential stability tests for functional linear models.
(Submitted.)
Dubart Norinho, D., Hörmann, S.
Forecasting functional time series with applictions to PM10 curve prediction.
(In preparation, working title.)
Hörmann, S., Kidzinski, L.
A note on estimation in Hilbertian linear models.
(In preparation, working title.)
Hörmann, S., Horváth, L.
A strong invariance principle for
marked empirical processes with applications to change-point detection.
(In preparation, working title.)
Berkes, I., Hörmann, S.
On the equivalence of LIL and pathwise CLT behavior.
(In preparation, working title.)
Invited talks
FPCA for Sequential and Spatial Data.
Institute of Advanced Studies, Vienna (Austria), January 2012.
Monitoring the intraday volatility pattern.
CFE-ERCIM congress 2011. London (UK), December 2011.
FPCA for Sequential and Spatial Data.
Department of Operations Research and Financial Engineering,
Princeton University (USA), December 2011.
Using FDA techniques for econometric time series.
Wakayama Symposium. Wakayama (Japan), December 2011.
Functional PCA under temporal and spatial dependence.
Recent Developments in Statistics, Empirical Finance and Econometrics.
Kyoto (Japan), November 2011.
Break detection in the covariance structure of multivariate time series models
Seminar. School of Public Health, University of Tampere (Finland),
May 2011.
Functional principal component analsyis for sequential and spatial data
Workshop on "Dependence in Probability and Statistics", CIRM, Marseille-Luminy (France),
April 2011.
Consistency of the mean and the principal components of spatially
distributed functional data
Seminar. Department of Statistics, Charles University in Prague (Czech Republic), April 2011.
Functional principal component analsyis for sequential and spatial data
Seminar. Institute for Mathematical Stochastics, University of Göttingen (Germany),
January 2011.
Break detection in the covariance structure of multivariate time series models
Seminar. Mathematical Faculty, Ruhr-University Bochum (Germany),
November 2010.
Functional principal component analsyis for sequential and spatial data
Seminar. Department of Statistics, Graz University of Technology (Austria),
November 2010.
Analyis and prediction of particulate matter PM10 in Graz
Seminar. Department of Mathematics and Statistics, Utah State University, Logan (USA),
September 2010.
Weakly dependent functional data
Seminar. Mathematical Institute, University of Cologne (Germany),
June 2010.
Weakly dependent functional data
Seminar. OR and Business Statistics, K.U. Leuven (Belgium),
Mai 2010.
Weakly dependent functional data
Seminar. Université Lille 3 (France),
March 2010.
Sequential testing for the stability of high frequency portfolio betas
Conference. Workshop on "Structural Breaks in Time Series".
Lambrecht (Germany),
February 2010.
Weakly dependent functional data
Seminar. Department of Mathematics, University of Hamburg (Germany),
February 2010.
Change-point detection for financial time series models,
Seminar. Department of Mathematics and Computer Science, FU-Berlin (Germany), November 2009.
A moment based notion of weak dependence for functional data,
Seminar. Department of Mathematical and Statistical Sciences, University of Alberta,
Edmonton (Canada), September 2009.
Asymptotic theory for weakly dependent functional data,
Conference. Symposium on "New Directions in Asymptotic Statistics",
Athens (Georgia, USA), May 2009.
A
powerful approach for the analysis of dependent processes,
Seminar. ISDS Colloquium, Institut für Statistik und Decision Support
Systems, Vienna (Austria), June 2009.
Break detection in the covariance
structure of multivariate time series models,
Conference. IISA meeting, University of Connecticut, Storrs (USA), May 2008.
Analysis of dependent data,
Seminar. Department of Mathematics and Statistics, Utah State University, Logan (USA), October 2007.
Bedingt heteroskedastische Zeitreihenmodelle,
Seminar. Department of Mathematics, University of Salzburg, (Austria),
June 2007.
Augmented GARCH sequences, dependence and asymptotics,
Conference. Statistical Models for Financial Data II, Graz (Austria), May 2007.
Untersuchungen zur Feinstaubproblematik PM10 in Graz,
Seminar. Diskussionsforum Junge Statistik, Vienna (Austria), March 2006.
Optimal averaging procedures in almost sure central limit theory,
Conference. 9th Young Statistician Meeting, Rimini (Italy), October 2004.
Further international conference presentations
'Split-invariance' principles for stationary processes,
"10th International Vilnius Conference on Probability and Mathematical Statistics",
Vilnius (Lithuania), June 2010.
'Split-invariance' principles for stationary processes,
"German Open Conference on Probability and Statistics",
Leipzig (Germany), March 2010.
A moment based notion of weak dependence for functional data,
"NBER-NSF meeting",
Davis (USA), September 2009.
Break detection in the covariance structure of multivariate time series models,
"Statistical Science Symposium/Shumway Lectures",
Davis (USA), April 2009.
Augmented GARCH sequences, dependence and asymptotics,
7th World Congress in Probability and Statistics (Singapore), July 2008.
Asymptotic properties of augmented GARCH (1,1) sequences,
Prague Stochastics 2006, Prague (Czech Republic), August 2006.
Critical behavior in almost sure central limit theory,
9th International Vilnius Conference on Probability Theory and
Mathematical Statistics,
Vilnius (Lithuania), June 2006.
Investigations on Particulate Matter PM10 in Graz,
ROeS Seminar, Graz (Austria), September 2005.
Summability methods in almost sure central limit theory,
Statistische Wochen 2004, Vienna (Austria), September 2004.