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Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693155
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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 covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10004823200
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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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Eighty years of control charts
Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800410
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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
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Sequential control of non-stationary processes by nonparametric kernel control charts
Schmid, Wolfgang; Steland, Ansgar - 1999
Persistent link: https://www.econbiz.de/10001404443
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Trading on the volatility of stock prices
Schipper, Stefan; Schmid, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001469172
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Monitoring financial time series
Schmid, Wolfgang; Schipper, Stefan - 2000
Persistent link: https://www.econbiz.de/10001473069
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Estimation of the term structure and its application to risk management
Zagst, Rudi - 1997
Persistent link: https://www.econbiz.de/10000980079