Distributional properties of portfolio weights Y Okhrin, W Schmid Journal of econometrics 134 (1), 235-256, 2006 | 216 | 2006 |

On the structure and estimation of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Journal of Econometrics 173 (2), 189-204, 2013 | 171 | 2013 |

On the run length of a Shewhart chart for correlated data W Schmid Statistical Papers 36 (1), 111, 1995 | 131 | 1995 |

Some properties of the EWMA control chart in the presence of autocorrelation W Schmid, A Schone The Annals of Statistics, 1277-1283, 1997 | 103 | 1997 |

On EWMA charts for time series W Schmid Frontiers in statistical quality control, 115-137, 1997 | 97 | 1997 |

Econometrical analysis of the sample efficient frontier T Bodnar, W Schmid The European journal of finance 15 (3), 317-335, 2009 | 84 | 2009 |

Control charts for time series: A review S Knoth, W Schmid Frontiers in statistical quality control 7, 210-236, 2004 | 82 | 2004 |

The therapeutic relationship as predictor of change in music therapy with young children with autism spectrum disorder K Mössler, C Gold, J Aßmus, K Schumacher, C Calvet, S Reimer, ... Journal of autism and developmental disorders 49 (7), 2795-2809, 2019 | 77 | 2019 |

A test for the weights of the global minimum variance portfolio in an elliptical model T Bodnar, W Schmid Metrika 67 (2), 127-143, 2008 | 70 | 2008 |

EWMA control charts for monitoring optimal portfolio weights V Golosnoy, W Schmid Sequential Analysis 26 (2), 195-224, 2007 | 67 | 2007 |

CUSUM control schemes for Gaussian processes W Schmid Statistical Papers 38 (2), 191, 1997 | 63 | 1997 |

The influence of parameter estimation on the ARL of Shewhart type charts for time series H Kramer, W Schmid Statistical Papers 41 (2), 173, 2000 | 59 | 2000 |

Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Statistics & Risk Modeling 30 (1), 21-54, 2013 | 57 | 2013 |

Monitoring the mean and the variance of a stationary process S Knoth, W Schmid Statistica Neerlandica 56 (1), 77-100, 2002 | 52 | 2002 |

Estimation of the global minimum variance portfolio in high dimensions T Bodnar, N Parolya, W Schmid European Journal of Operational Research 266 (1), 371-390, 2018 | 51 | 2018 |

Control charts for time series H Kramer, W Schmid Nonlinear Analysis: Theory, Methods & Applications 30 (7), 4007-4016, 1997 | 44 | 1997 |

Estimation of optimal portfolio compositions for gaussian returns T Bodnar, W Schmid Statistics & Decisions 26 (3), 179-201, 2009 | 42 | 2009 |

Sequential methods for detecting changes in the variance of economic time series S Schipper, W Schmid Sequential Analysis 20 (4), 235-262, 2001 | 40 | 2001 |

On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability T Bodnar, N Parolya, W Schmid European Journal of Operational Research 246 (2), 528-542, 2015 | 36 | 2015 |

Monitoring the cross-covariances of a multivariate time series P Śliwa, W Schmid Metrika 61 (1), 89-115, 2005 | 35 | 2005 |