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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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Estimation of the term structure and its application to risk management
Zagst, Rudi - 1997
Persistent link: https://www.econbiz.de/10000980079
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Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors
Zagst, Rudi; Hermann, Frank; Schmid, Wolfgang - 1995
Persistent link: https://www.econbiz.de/10000980083
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A comparison of several methods for estimating beta factors at the Polish stock market
Knoth, Sven - 1997
Persistent link: https://www.econbiz.de/10000983541
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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
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The influence of parameter estimation on the Arl of Shewhart type charts for time series
Kramer, Holger G.; Schmid, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000610741
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The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001916051
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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800392