363 citations · 772 across the 19 of their papers we have counts for
4 papers · 1 filter
Dynamic Functional Principal Component
Siegfried Hörmann, Łukasz Kidziński, Marc Hallin
In this paper, we address the problem of dimension reduction for time series of functional data . Such {\it functional time series} frequently arise, e.…
A note on estimation in Hilbertian linear models
Siegfried Hörmann, Łukasz Kidziński
We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistenc…
On the prediction of stationary functional time series
Alexander Aue, Diogo Dubart Norinho, Siegfried Hörmann
This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional…
Split invariance principles for stationary processes
István Berkes, Siegfried Hörmann, Johannes Schauer
The results of Komlós, Major and Tusnády give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and stat…