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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/10002464163
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Multivariate control charts based on a projection approach
Bodnar, Olha; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10002395509
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Statistical process control and its application in finance
Severin, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 83-104). 1998
Persistent link: https://www.econbiz.de/10001305358
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Sequential methods for detecting changes in the volatility of economic time series
Schipper, Stefan; Schmid, Wolfgang - 1998
Persistent link: https://www.econbiz.de/10001350615
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Kontrollkarten für abhängige Zufallsvariablen
Schmid, Wolfgang; Knoth, Sven - 2000
Persistent link: https://www.econbiz.de/10001482192
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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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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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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693102
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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