Wolfgang Schmid
Wolfgang Schmid
Professor
Verified email at europa-uni.de - Homepage
Title
Cited by
Cited by
Year
Distributional properties of portfolio weights
Y Okhrin, W Schmid
Journal of econometrics 134 (1), 235-256, 2006
2162006
On the structure and estimation of hierarchical Archimedean copulas
O Okhrin, Y Okhrin, W Schmid
Journal of Econometrics 173 (2), 189-204, 2013
1712013
On the run length of a Shewhart chart for correlated data
W Schmid
Statistical Papers 36 (1), 111, 1995
1311995
Some properties of the EWMA control chart in the presence of autocorrelation
W Schmid, A Schone
The Annals of Statistics, 1277-1283, 1997
1031997
On EWMA charts for time series
W Schmid
Frontiers in statistical quality control, 115-137, 1997
971997
Econometrical analysis of the sample efficient frontier
T Bodnar, W Schmid
The European journal of finance 15 (3), 317-335, 2009
842009
Control charts for time series: A review
S Knoth, W Schmid
Frontiers in statistical quality control 7, 210-236, 2004
822004
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
772019
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
702008
EWMA control charts for monitoring optimal portfolio weights
V Golosnoy, W Schmid
Sequential Analysis 26 (2), 195-224, 2007
672007
CUSUM control schemes for Gaussian processes
W Schmid
Statistical Papers 38 (2), 191, 1997
631997
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
592000
Properties of hierarchical Archimedean copulas
O Okhrin, Y Okhrin, W Schmid
Statistics & Risk Modeling 30 (1), 21-54, 2013
572013
Monitoring the mean and the variance of a stationary process
S Knoth, W Schmid
Statistica Neerlandica 56 (1), 77-100, 2002
522002
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
512018
Control charts for time series
H Kramer, W Schmid
Nonlinear Analysis: Theory, Methods & Applications 30 (7), 4007-4016, 1997
441997
Estimation of optimal portfolio compositions for gaussian returns
T Bodnar, W Schmid
Statistics & Decisions 26 (3), 179-201, 2009
422009
Sequential methods for detecting changes in the variance of economic time series
S Schipper, W Schmid
Sequential Analysis 20 (4), 235-262, 2001
402001
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
362015
Monitoring the cross-covariances of a multivariate time series
P Śliwa, W Schmid
Metrika 61 (1), 89-115, 2005
352005
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