Follow
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
2542006
On the structure and estimation of hierarchical Archimedean copulas
O Okhrin, Y Okhrin, W Schmid
Journal of Econometrics 173 (2), 189-204, 2013
1952013
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, 2795-2809, 2019
1502019
On the run length of a Shewhart chart for correlated data
W Schmid
Statistical Papers 36, 111-130, 1995
1451995
Some properties of the EWMA control chart in the presence of autocorrelation
W Schmid, A Schone
The Annals of Statistics, 1277-1283, 1997
1101997
On EWMA charts for time series
W Schmid
Frontiers in statistical quality control, 115-137, 1997
1101997
Control charts for time series: A review
S Knoth, W Schmid
Frontiers in statistical quality control 7, 210-236, 2004
1052004
Econometrical analysis of the sample efficient frontier
T Bodnar, W Schmid
The European journal of finance 15 (3), 317-335, 2009
982009
EWMA control charts for monitoring optimal portfolio weights
V Golosnoy, W Schmid
Sequential Analysis 26 (2), 195-224, 2007
802007
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
792018
A test for the weights of the global minimum variance portfolio in an elliptical model
T Bodnar, W Schmid
Metrika 67, 127-143, 2008
782008
The influence of parameter estimation on the ARL of Shewhart type charts for time series
H Kramer, W Schmid
Statistical Papers 41, 173-196, 2000
702000
CUSUM control schemes for Gaussian processes
W Schmid
Statistical Papers 38, 191-217, 1997
691997
Properties of hierarchical Archimedean copulas
O Okhrin, Y Okhrin, W Schmid
Statistics & Risk Modeling 30 (1), 21-54, 2013
582013
Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty
D Bauder, T Bodnar, N Parolya, W Schmid
Quantitative Finance 21 (2), 221-242, 2021
522021
Monitoring the mean and the variance of a stationary process
S Knoth, W Schmid
Statistica Neerlandica 56 (1), 77-100, 2002
522002
Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity
P Otto, W Schmid, R Garthoff
Spatial Statistics 26, 125-145, 2018
512018
A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting
D Ambach, W Schmid
Energy 135, 833-850, 2017
512017
Control charts for time series
H Kramer, W Schmid
Nonlinear Analysis: Theory, Methods & Applications 30 (7), 4007-4016, 1997
471997
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
442015
The system can't perform the operation now. Try again later.
Articles 1–20