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Schmid, Wolfgang
66
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ECONIS (ZBW)
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On the joint distribution of a quadratic and a linear form in normal variables
Schöne, Alexander
;
Schmid, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000659388
Saved in:
2
Eighty years of control charts
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800410
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3
An optimal decision rule for identifying outliers in time series
Schmid, Wolfgang
- In:
Österreichische Zeitschrift für Statistik und …
22
(
1992
)
2
,
pp. 119-133
Persistent link: https://www.econbiz.de/10001150117
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4
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
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5
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635784
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6
On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Advances in statistical analysis : AStA ; a journal of …
92
(
2008
)
1
,
pp. 29-34
Persistent link: https://www.econbiz.de/10003649991
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7
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
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8
Multivariate CUSUM chart : properties and enhancements
Golosnoy, Vasyl
;
Ragulin, Sergiy
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10003888617
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9
On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras
;
Schmid, Wolfgang
-
2009
Persistent link: https://www.econbiz.de/10003905998
Saved in:
10
Econometrical analysis of the sample efficient forntier
Bodnar, Taras
;
Schmid, Wolfgang
-
2006
Persistent link: https://www.econbiz.de/10003448652
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