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EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, M.; Schmid, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10001597609
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EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołiwski, Maciej; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693098
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Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693132
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Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693144
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Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693155
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Control charts for time series : a review
Knoth, Sven; Schmid, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10001637559
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EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołowski, M.; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001798797
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Monitoring changes in GARCH processes
Severin, Thomas; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 83 (1999) 3, pp. 281-307
Persistent link: https://www.econbiz.de/10001409827
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Should a portfolio investor follow or neglect regime changes?
Golosnoy, Vasyl; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001774747
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Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model
Schmid, Wolfgang; Tzotchev, Dobromir - 2003
Persistent link: https://www.econbiz.de/10001774748