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EWMA schemes with non-homogeneous transition kernels
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001787913
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Accurate ARL computation for EWMA-S2 control charts
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001787915
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Computation of the ARL for CUSUM-S2 schemes
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001884394
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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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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 2, pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
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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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EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800395
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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800400