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Simultaneous Shewhart-type charts for the mean and the variance of a time series
Knoth, Sven; Schmid, Wolfgang; Schöne, Alexander - 1998
Persistent link: https://www.econbiz.de/10000659359
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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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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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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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Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang; Zabolotska, Svitlana - 2008
Persistent link: https://www.econbiz.de/10003800378
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EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800387
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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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Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800413
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New characteristics for portfolio surveillance
Golosnoy, Vasyl; Okhrin, Iryna; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800417