| Break detection in the covariance structure of multivariate time series models A Aue, S Hörmann, L Horváth, M Reimherr | 469 | 2009 |
| Weakly dependent functional data S Hörmann, P Kokoszka | 441 | 2010 |
| On the prediction of stationary functional time series A Aue, DD Norinho, S Hörmann Journal of the American Statistical Association 110 (509), 378-392, 2015 | 297 | 2015 |
| Dynamic functional principal components S Hörmann, Ł Kidziński, M Hallin Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015 | 243 | 2015 |
| Quality and performance of a PM10 daily forecasting model E Stadlober, S Hörmann, B Pfeiler Atmospheric Environment 42 (6), 1098-1109, 2008 | 158 | 2008 |
| A functional version of the ARCH model S Hörmann, L Horváth, R Reeder Econometric Theory 29 (2), 267-288, 2013 | 144 | 2013 |
| Functional time series S Hörmann, P Kokoszka Handbook of statistics 30, 157-186, 2012 | 125 | 2012 |
| Asymptotic results for the empirical process of stationary sequences I Berkes, S Hörmann, J Schauer Stochastic processes and their applications 119 (4), 1298-1324, 2009 | 73 | 2009 |
| Sequential testing for the stability of high-frequency portfolio betas A Aue, S Hörmann, L Horváth, M Hušková, JG Steinebach Econometric Theory 28 (4), 804-837, 2012 | 72 | 2012 |
| Dependent functional linear models with applications to monitoring structural change A Aue, S Hörmann, L Horváth, M Hušková Statistica Sinica, 1043-1073, 2014 | 62 | 2014 |
| Augmented GARCH sequences: Dependence structure and asymptotics S Hörmann | 61 | 2008 |
| Split invariance principles for stationary processes I Berkes, S Hörmann, J Schauer | 55 | 2011 |
| Functional GARCH models: The quasi-likelihood approach and its applications C Cerovecki, C Francq, S Hörmann, JM Zakoïan Journal of econometrics 209 (2), 353-375, 2019 | 51 | 2019 |
| Consistency of the mean and the principal components of spatially distributed functional data S Hörmann, P Kokoszka Recent advances in functional data analysis and related topics, 169-175, 2011 | 49 | 2011 |
| Testing normality of functional time series T Górecki, S Hörmann, L Horváth, P Kokoszka Journal of time series analysis 39 (4), 471-487, 2018 | 46 | 2018 |
| Testing for periodicity in functional time series S Hörmann, P Kokoszka, G Nisol | 44 | 2018 |
| The functional central limit theorem for a family of GARCH observations with applications I Berkes, S Hörmann, L Horváth Statistics & Probability Letters 78 (16), 2725-2730, 2008 | 44 | 2008 |
| Analysis and prediction of particulate matter pm10 for thewinter season in Graz S Hörmann, B Pfeiler, E Stadlober Austrian Journal of Statistics 34 (4), 307–326-307–326, 2005 | 41 | 2005 |
| A note on estimation in Hilbertian linear models S Hörmann, Ł Kidziński Scandinavian journal of statistics 42 (1), 43-62, 2015 | 40 | 2015 |
| Principal component analysis of spatially indexed functions T Kuenzer, S Hörmann, P Kokoszka Journal of the American Statistical Association 116 (535), 1444-1456, 2021 | 37 | 2021 |
