4. Mathematics
  5. Statistics Theory

Siegfried Hörmann

Mathematics – Statistics Theory

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A Functional Version of the ARCH Model

Mathematics – Statistics Theory
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Augmented GARCH sequences: Dependence structure and asymptotics

Mathematics – Statistics Theory
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Break detection in the covariance structure of multivariate time series models

Mathematics – Statistics Theory
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Consistency of the mean and the principal components of spatially distributed functional data

Mathematics – Statistics Theory
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Split invariance principles for stationary processes

Mathematics – Probability
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