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The influence of parameter estimation on the ARL of Shewhart type charts for time series
Kramer, Holger G.; Schmid, Wolfgang - In: Statistical papers 41 (2000) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001497728
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The influence of parameter estimation on the Arl of Shewhart type charts for time series
Kramer, Holger; Schmid, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000610741
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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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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003697373
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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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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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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
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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800400
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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - In: International journal of theoretical and applied finance 11 (2008) 3, pp. 249-276
Persistent link: https://www.econbiz.de/10003733142
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The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001916051