Siegfried Hörmann

1. A Functional Version of the ARCH Model
   2011/05/02 by Siegfried Hörmann, Hormann, Siegfried, Lajos Horváth +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistics Theory (math.ST) #Stock Market Forecasting Methods
2. Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
   2024/05/13 by Siegfried Hörmann, Daniel Strenger, Hörmann, Siegfried +1 · 2 citations
   Mathematics · #62R10 #FOS: Mathematics #Primary 62H20 #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #secondary 62G05