Siegfried Hormann

Statistics and Probability · 2009–2014

A researcher in the Science corpus: 8 papers; trusts 35 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 69 citations into it; #1,629 of 12,932 by trust here, #3,801 by citations
• Finance — 67 citations into it; #2,040 of 10,518 by trust here, #2,555 by citations
• Economics and Econometrics — 44 citations into it; #1,902 of 23,481 by trust here, #5,336 by citations
• Artificial Intelligence — 29 citations into it
• Mathematical Physics — 21 citations into it; #5,478 of 8,562 by trust here, #5,794 by citations
• Management Science and Operations Research — 17 citations into it; #3,441 of 11,946 by trust here, #4,430 by citations
• Statistical and Nonlinear Physics — 7 citations into it
• Analytical Chemistry — 5 citations into it; #432 of 1,254 by trust here, #810 by citations

Whom Siegfried Hormann trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Wei Biao Wu
2. Robert F. Engle
3. Tim Bollerslev
4. Victor M. Panaretos
5. Ole E. Barndorff-Nielsen
6. Alexander Aue
7. Richard C. Bradley
8. Daniel B. Nelson
9. Dimitris Nicolas Politis
10. Annastiina Silvennoinen

Who trusts Siegfried Hormann overall

1. Piotr Kokoszka
2. Lajos Horv'ath
3. Xianyang Zhang
4. Anne van Delft
5. Alexander Aue
6. Gregory Rice
7. Victor M. Panaretos
8. Michael Eichler
9. Matthew Reimherr
10. Robertas Gabrys

Papers from Siegfried Hormann's perspective

Ordered by how strongly the researchers Siegfried Hormann trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Linear Processes in Function Spaces: Theory And Applications
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
6. Linear Processes in Function Spaces
7. Nonlinear system theory: another look at dependence.
8. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
9. Introduction to strong mixing conditions
10. Dynamic Conditional Correlation

Their papers

• Weakly dependent functional data (2010) — 394 citations
• Break detection in the covariance structure of multivariate time series models (2009) — 380 citations
• A FUNCTIONAL VERSION OF THE ARCH MODEL (2011) — 103 citations
• DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE (2014) — 49 citations
• Dynamic functional principal components (2012) — 215 citations
• Split invariance principles for stationary processes. (2011) — 46 citations
• SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011) — 53 citations
• Asymptotic results for the empirical process of stationary sequences (2009) — 77 citations