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Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen
Severin, Thomas - 1999 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001388996
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Statistische Prozesskontrolle mit nichtparametrischen Verfahren
Lin, Xun - 2001
Persistent link: https://www.econbiz.de/10001565406
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Computation of the ARL for CUSUM-S2 schemes
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001884394
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A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu - In: Allgemeines statistisches Archiv : AStA ; journal of … 88 (2004) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
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Multivariate control charts based on a projection approach
Bodnar, Olha; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 89 (2005) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10002629808
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EWMA schemes with non-homogeneous transition kernels
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001787913
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Accurate ARL computation for EWMA-S2 control charts
Knoth, Sven - 2003
Persistent link: https://www.econbiz.de/10001787915
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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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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