  We establish the following results on higher order
$\mathcal{S}^p$-differentiability, $1<p<\infty$, of the operator function
arising from a continuous scalar function $f$ and self-adjoint operators
defined on a fixed separable Hilbert space: (i) $f$ is $n$ times continuously
Fr\'{e}chet $\mathcal{S}^p$-differentiable at every bounded self-adjoint
operator if and only if $f\in C^n(\mathbb{R})$; (ii) if $f',\ldots,f^{(n-1)}\in
C_b(\mathbb{R})$ and $f^{(n)}\in C_0(\mathbb{R})$, then $f$ is $n$ times
continuously Fr\'{e}chet $\mathcal{S}^p$-differentiable at every self-adjoint
operator; (iii) if $f',\ldots,f^{(n)}\in C_b(\mathbb{R})$, then $f$ is $n-1$
times continuously Fr\'{e}chet $\mathcal{S}^p$-differentiable and $n$ times
G\^{a}teaux $\mathcal{S}^p$-differentiable at every self-adjoint operator. We
also prove that if $f\in B_{\infty1}^n(\mathbb{R})\cap
B_{\infty1}^1(\mathbb{R})$, then $f$ is $n$ times continuously Fr\'{e}chet
$\mathcal{S}^q$-differentiable, $1\le q<\infty$, at every self-adjoint
operator. These results generalize and extend analogous results of [10] to
arbitrary $n$ and unbounded operators as well as substantially extend the
results of [2,4,19] on higher order $\mathcal{S}^p$-differentiability of $f$ in
a certain Wiener class, G\^{a}teaux $\mathcal{S}^2$-differentiability of $f\in
C^n(\mathbb{R})$ with $f',\ldots,f^{(n)}\in C_b(\mathbb{R})$, and G\^{a}teaux
$\mathcal{S}^q$-differentiability of $f$ in the intersection of the Besov
classes $B_{\infty1}^n(\mathbb{R})\cap B_{\infty1}^1(\mathbb{R})$. As an
application, we extend $\mathcal{S}^p$-estimates for operator Taylor remainders
to a broad set of symbols. Finally, we establish explicit formulas for
Fr\'{e}chet differentials and G\^{a}teaux derivatives.
