Siegfried Hörmann
About
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, 1845–1884. 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: shormannulb.ac.be
CP 210, local O.9.115
Bd du Triomphe
B-1050 Bruxelles - Belgique
Links:
Département de Mathématique
Université libre de Bruxelles (ULB)
Google Scholar
Siegfried Hörmann
About
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.
Contact:
Phone: +32-2-650.58.86 Fax: +32-2-650.58.67 Email: shormannulb.ac.be CP 210, local O.9.115 Bd du Triomphe B-1050 Bruxelles - Belgique
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, 1845–1884. 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.
