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subject:"Zeitreihenanalyse"
person:"Schmid, Wolfgang"
~subject:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
Theorie
66
Theory
66
Time series analysis
24
Portfolio selection
23
Portfolio-Management
23
Statistical quality control
22
Statistische Qualitätskontrolle
22
Multivariate Analyse
14
Multivariate analysis
14
Analysis of variance
10
Kontrollkarte
10
Kontrollkarten
10
Schätztheorie
10
Varianzanalyse
10
Capital income
8
Kapitaleinkommen
8
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
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7
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5
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Germany
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EWMA
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4
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Arbeitspapier
29
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29
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29
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29
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1
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English
32
German
2
Author
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Schmid, Wolfgang
Phillips, Peter C. B.
161
Franses, Philip Hans
157
Härdle, Wolfgang
125
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
90
McAleer, Michael
88
Lütkepohl, Helmut
85
Koop, Gary
75
Swanson, Norman R.
70
Gouriéroux, Christian
68
Granger, C. W. J.
68
Teräsvirta, Timo
66
Lucas, André
60
Robinson, Peter M.
60
Sibbertsen, Philipp
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Kunst, Robert M.
55
Marcellino, Massimiliano
55
Engle, Robert F.
54
Ghysels, Eric
54
Dijk, Herman K. van
52
Hassler, Uwe
52
Bauwens, Luc
51
Perron, Pierre
51
Hyndman, Rob J.
49
Andrews, Donald W. K.
48
Stock, James H.
48
Feng, Yuanhua
47
Hendry, David F.
47
Saikkonen, Pentti
47
Hallin, Marc
46
Diebold, Francis X.
45
Haldrup, Niels
45
Proietti, Tommaso
44
Breitung, Jörg
43
Dijk, Dick van
43
Johansen, Søren
43
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Institution
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Centre for Analytical Finance <Århus>
1
Published in...
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
15
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
14
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Statistical papers
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Österreichische Zeitschrift für Statistik und Informatik : ZSI
1
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ECONIS (ZBW)
34
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1
Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10003800378
Saved in:
2
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
Saved in:
3
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
4
On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800392
Saved in:
5
Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800413
Saved in:
6
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
7
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
8
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
Saved in:
9
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635784
Saved in:
10
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
11
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002464163
Saved in:
12
Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model
Schmid, Wolfgang
;
Tzotchev, Dobromir
-
2003
Persistent link: https://www.econbiz.de/10001774748
Saved in:
13
The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001916051
Saved in:
14
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołowski, M.
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001798797
Saved in:
15
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołiwski, Maciej
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693098
Saved in:
16
Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693132
Saved in:
17
Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693155
Saved in:
18
Control charts for time series : a review
Knoth, Sven
;
Schmid, Wolfgang
-
2001
Persistent link: https://www.econbiz.de/10001637559
Saved in:
19
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
Saved in:
20
Monitoring financial time series
Schmid, Wolfgang
;
Schipper, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001473069
Saved in:
21
Kontrollkarten für abhängige Zufallsvariablen
Schmid, Wolfgang
;
Knoth, Sven
-
2000
Persistent link: https://www.econbiz.de/10001482192
Saved in:
22
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
Saved in:
23
Sequential control of non-stationary processes by nonparametric kernel control charts
Schmid, Wolfgang
;
Steland, Ansgar
-
1999
Persistent link: https://www.econbiz.de/10001404443
Saved in:
24
Monitoring changes in GARCH processes
Severin, Thomas
;
Schmid, Wolfgang
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
3
,
pp. 281-307
Persistent link: https://www.econbiz.de/10001409827
Saved in:
25
On the distribution properties of GARCH processes
Pawlak, M.
-
1998
Persistent link: https://www.econbiz.de/10000994620
Saved in:
26
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
Saved in:
27
Sequential methods for detecting changes in the volatility of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
1998
Persistent link: https://www.econbiz.de/10001350615
Saved in:
28
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
29
On the robustness of Shewhart type charts
Kramer, Holger G.
-
1997
Persistent link: https://www.econbiz.de/10000983537
Saved in:
30
A comparison of several methods for estimating beta factors at the Polish stock market
Knoth, Sven
-
1997
Persistent link: https://www.econbiz.de/10000983541
Saved in:
31
Statistical process control and its application in finance
Severin, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000983546
Saved in:
32
EWMA charts for multivariate time series
Kramer, Holger Günther
;
Schmid, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000573478
Saved in:
33
Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors
Zagst, Rudi
;
Hermann, Frank
;
Schmid, Wolfgang
-
1995
Persistent link: https://www.econbiz.de/10000980083
Saved in:
34
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
Saved in:
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