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Eighty years of control charts
Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800410
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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635782
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Surveillance of univariate and multivariate linear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635783
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Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635784
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Econometrical analysis of the sample efficient forntier
Bodnar, Taras; Schmid, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10003448652
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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003697373
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Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang; Zabolotska, Svitlana - 2008
Persistent link: https://www.econbiz.de/10003800378
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EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800387
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Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800389
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On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800392