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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
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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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Monitoring financial time series
Schmid, Wolfgang; Schipper, Stefan - 2000
Persistent link: https://www.econbiz.de/10001473069
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Kontrollkarten für abhängige Zufallsvariablen
Schmid, Wolfgang; Knoth, Sven - 2000
Persistent link: https://www.econbiz.de/10001482192
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On the robustness of Shewhart type charts
Kramer, Holger G. - 1997
Persistent link: https://www.econbiz.de/10000983537
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Statistical process control and its application in finance
Severin, Thomas - 1997
Persistent link: https://www.econbiz.de/10000983546
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On the distribution properties of GARCH processes
Pawlak, M. - 1998
Persistent link: https://www.econbiz.de/10000994620
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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
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Sequential methods for detecting changes in the volatility of economic time series
Schipper, Stefan; Schmid, Wolfgang - 1998
Persistent link: https://www.econbiz.de/10001350615
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Monitoring the mean and the variance of a stationary process
Knoth, Sven; Schmid, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001370595