Siegfried Hörmann

1.9k total citations
42 papers, 1.1k citations indexed

About

Siegfried Hörmann is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, Siegfried Hörmann has authored 42 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 15 papers in Statistics and Probability and 12 papers in Management Science and Operations Research. Recurrent topics in Siegfried Hörmann's work include Financial Risk and Volatility Modeling (17 papers), Statistical Methods and Inference (15 papers) and Stochastic processes and financial applications (12 papers). Siegfried Hörmann is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Statistical Methods and Inference (15 papers) and Stochastic processes and financial applications (12 papers). Siegfried Hörmann collaborates with scholars based in United States, Austria and Belgium. Siegfried Hörmann's co-authors include Piotr Kokoszka, Alexander Aue, Lajos Horváth, Łukasz Kidziński, Marc Hallin, Ernst Stadlober, I. Berkés, Ron Reeder, Marie Hušková and Yves Dominicy and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Atmospheric Environment.

In The Last Decade

Siegfried Hörmann

40 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Siegfried Hörmann United States 18 494 405 388 173 143 42 1.1k
Xiaofeng Shao United States 22 554 1.1× 822 2.0× 393 1.0× 118 0.7× 43 0.3× 68 1.4k
Valdério Anselmo Reisen Brazil 16 394 0.8× 184 0.5× 318 0.8× 54 0.3× 119 0.8× 67 832
Wilfredo Palma Chile 12 432 0.9× 98 0.2× 413 1.1× 56 0.3× 60 0.4× 36 772
Wolfgang Schmid Germany 22 623 1.3× 566 1.4× 245 0.6× 360 2.1× 38 0.3× 158 1.8k
Alexander Aue United States 19 665 1.3× 812 2.0× 444 1.1× 152 0.9× 35 0.2× 50 1.5k
Graciela González–Farías Mexico 12 201 0.4× 330 0.8× 340 0.9× 112 0.6× 66 0.5× 44 878
Jiti Gao Australia 25 777 1.6× 1.3k 3.3× 885 2.3× 230 1.3× 71 0.5× 176 2.4k
Fukang Zhu China 20 852 1.7× 902 2.2× 189 0.5× 139 0.8× 37 0.3× 93 1.4k
Jens‐Peter Kreiß Germany 15 469 0.9× 526 1.3× 240 0.6× 78 0.5× 29 0.2× 46 969
Umberto Cherubini Italy 13 1.1k 2.1× 239 0.6× 670 1.7× 248 1.4× 28 0.2× 53 1.5k

Countries citing papers authored by Siegfried Hörmann

Since Specialization
Citations

This map shows the geographic impact of Siegfried Hörmann's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Siegfried Hörmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Siegfried Hörmann more than expected).

Fields of papers citing papers by Siegfried Hörmann

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Siegfried Hörmann. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Siegfried Hörmann. The network helps show where Siegfried Hörmann may publish in the future.

Co-authorship network of co-authors of Siegfried Hörmann

This figure shows the co-authorship network connecting the top 25 collaborators of Siegfried Hörmann. A scholar is included among the top collaborators of Siegfried Hörmann based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Siegfried Hörmann. Siegfried Hörmann is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Berkés, I. & Siegfried Hörmann. (2023). Some Optimal Conditions for the ASCLT. Journal of Theoretical Probability. 37(1). 209–227. 1 indexed citations
2.
Dominicy, Yves, et al.. (2023). Marginal Quantiles for Stationary Processes. SSRN Electronic Journal.
3.
Hörmann, Siegfried, et al.. (2022). The Maximum of the Periodogram of a Sequence of Functional Data. Journal of the American Statistical Association. 118(544). 2712–2720. 1 indexed citations
4.
Hörmann, Siegfried, et al.. (2018). Testing for periodicity in functional time series. The Annals of Statistics. 46(6A). 21 indexed citations
5.
Hörmann, Siegfried, Łukasz Kidziński, & Piotr Kokoszka. (2015). Estimation in Functional Lagged Regression. Journal of Time Series Analysis. 36(4). 541–561. 6 indexed citations
6.
Hörmann, Siegfried, Łukasz Kidziński, & Marc Hallin. (2014). Dynamic Functional Principal Components. Journal of the Royal Statistical Society Series B (Statistical Methodology). 77(2). 319–348. 113 indexed citations
7.
Aue, Alexander, et al.. (2014). On the Prediction of Stationary Functional Time Series. Journal of the American Statistical Association. 110(509). 378–392. 129 indexed citations
8.
Hörmann, Siegfried, et al.. (2013). Monitoring the Intraday Volatility Pattern. 5(2). 87–116. 15 indexed citations
9.
Hörmann, Siegfried, et al.. (2013). A note on the normal approximation error for randomly weighted self-normalized sums. Periodica Mathematica Hungarica. 67(2). 143–154. 1 indexed citations
10.
Aue, Alexander, Siegfried Hörmann, Lajos Horváth, Marie Hušková, & Josef Steinebach. (2012). A sequential procedure to detect changes in the beta for the functional CAPM model. Econometrica. 28(4). 804–837. 1 indexed citations
11.
Dominicy, Yves, et al.. (2012). On sample marginal quantiles for stationary processes. Statistics & Probability Letters. 83(1). 28–36. 6 indexed citations
12.
Veredas, David, et al.. (2012). Marginal Quantiles for Stationary Processes. SSRN Electronic Journal. 44 indexed citations
13.
Berkés, I., et al.. (2011). Split invariance principles for stationary processes. The Annals of Probability. 39(6). 24 indexed citations
14.
Hörmann, Siegfried. (2009). Berry-Esseen bounds for econometric time series. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 6. 377–397. 10 indexed citations
15.
Berkés, I., Siegfried Hörmann, & Michel Weber. (2009). Upper-Lower Class Tests for Weighted i.i.d. Sequences and Martingales. Journal of Theoretical Probability. 23(2). 428–446. 1 indexed citations
16.
Berkés, I., et al.. (2008). Asymptotic results for the empirical process of stationary sequences. Stochastic Processes and their Applications. 119(4). 1298–1324. 35 indexed citations
17.
Berkés, I., Siegfried Hörmann, & Lajos Horváth. (2008). The functional central limit theorem for a family of GARCH observations with applications. Statistics & Probability Letters. 78(16). 2725–2730. 17 indexed citations
18.
Hörmann, Siegfried. (2007). On the universal A.S. central limit theorem. Acta Mathematica Academiae Scientiarum Hungaricae. 116(4). 377–398. 9 indexed citations
19.
Hörmann, Siegfried. (2007). Critical Behavior in Almost Sure Central Limit Theory. Journal of Theoretical Probability. 20(3). 613–636. 17 indexed citations
20.
Hörmann, Siegfried. (2005). A note on the almost sure convergence of central order statistics. Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles). 25(2). 317–329. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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