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On the run length of the EWMA scheme - a monotonicity result for normal variables
Schöne, Alexander; Schmid, Wolfgang; Knoth, Sven - 1997
Persistent link: https://www.econbiz.de/10004828476
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Simultaneous Shewhart-type charts for the mean and the variance of a time series
Knoth, Sven; Schmid, Wolfgang; Schöne, Alexander - 1998
Persistent link: https://www.econbiz.de/10004831769
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Die Bilanz in der Prüfung
Schmid, Wolfgang - 1954
Persistent link: https://www.econbiz.de/10004679320
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Optimal investment decisions with exponential utility function
Kozhan, Roman; Schmid, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10004823107
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Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10004823200
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Estimation of the term structure and its application to risk management
Zagst, Rudi; Gopalan, Gita; Schmid, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10004828315
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EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej; Schmid, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10004828368
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Tail behaviour of a general family of control charts
Schmid, Wolfgang; Okhrin, Yarema - 2001
Persistent link: https://www.econbiz.de/10004828369
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Sequential control of non-stationary processes by nonparametric kernel control charts
Schmid, Wolfgang; Steland, Ansgar - 1999
Persistent link: https://www.econbiz.de/10004828408
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A comparison of several methods for estimating beta factors at the Polish stock market
Knoth, Sven; Schmid, Wolfgang; Chudzik, Robert - 1997
Persistent link: https://www.econbiz.de/10004828483