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Modelling adaptive complex behaviour with an application to the stock market dynamics : (El Farol problem revisited)
Aparicio Acosta, Felipe M., (1998)
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary, (1991)
Aktienprognosen zur Portfolio-Optimierung
Marx, Stefan, (1996)
Eighty years of control charts
Schmid, Wolfgang, (2008)
The influence of parameter estimation on the ARL of Shewhart type charts for time series
Kramer, Holger G., (2000)
Sequential control of non-stationary processes by nonparametric kernel control charts
Schmid, Wolfgang, (1999)