Schmid, Wolfgang, 1956-
Schmid, Wolfgang
Wolfgang Schmid
VIAF ID: 119289413 ( Personal )
Permalink: http://viaf.org/viaf/119289413
Preferred Forms
- 200 _ | ‡a Schmid ‡b Wolfgang ‡f 1956-....
- 100 1 _ ‡a Schmid, Wolfgang
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- 100 1 _ ‡a Schmid, Wolfgang ‡d 1956-
- 100 1 _ ‡a Schmid, Wolfgang ‡d 1956-
- 100 1 _ ‡a Schmid, Wolfgang, ‡d 1956-
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- 100 0 _ ‡a Wolfgang Schmid
4xx's: Alternate Name Forms (13)
5xx's: Related Names (7)
- 510 2 _ ‡a Europa-Universität Viadrina Frankfurt (Oder) ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Geislingen an der Steige ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Rhénanie-du-Nord-Westphalie, Landschaftsverband, Amt für rheinische Landeskunde
- 510 2 _ ‡a Universität Frankfurt (Oder) ‡g 1991- ‡b Wirtschaftswissenschaftliche Fakultät ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Ulm ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Frankfurt (Oder) ‡b Wirtschaftswissenschaftliche Fakultät
- 510 2 _ ‡a Universität Ulm
Works
Title | Sources |
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Altäre der Hoch- und Spätgotik | |
Ausreissertests und Ausreisseridentifikation bei Zeitreihen | |
Behavior of EWMA type charts for small smoothing parameter | |
closed-form solution of the multi-period portfolio choice problem for a quadratic utility function | |
Comparison of different estimation techniques for portfolio selection | |
comparison of several methods for estimating Beta factors at Polish stock market | |
Comparison of some quadratic optimization problems in portfolio theory | |
CUSUM control schemes for multivariate time series | |
Detection of spatial change points in mean and covariances of multivariate processes | |
distribution of the global minimum variance estimator in elliptical models | |
Econometrical analysis of the sample efficient [frontier] | |
effects of autocorrealtation on the R-chart and the S2-chart | |
Eighty years control charts | |
Estimation of the term structure and its application to risk management | |
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes | |
EWMA control charts for detecting changes in the mean of a long-memory process | |
Frontiers in statistical quality control 10 | |
Handelsstrategien basierend auf Kontrollkarten für die Varianz | |
Kontrollkarten für abhängige Zufallsvariablen | |
De la théorie à la pratique de la cryptographie en boite blanche. | |
Lokalisierung von Ausreissern bei autoregressiven Prozessen | |
Medium-term forecasting of the wind speed, wind direction and air pressure | |
Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests | |
Monitoring the mean of multivariate financial time series | |
Multivariate control charts based on a projection approach | |
New characteristics for portfolio surveillance | |
Nonlinear locally weighted kriging prediction for spatio-temporal environmental processes | |
On EWMA charts for time series | |
On the average delay of control schemes | |
On the distributional properties of GARCH processes | |
On the exact distribution of the estimated EU portfolio weights: theory and applications | |
On the joint distribution of a quadratic and a linear form in normal variables | |
On the limiting behaviour of EWMA charts with exact control limits | |
On the practical security of white-box cryptography | |
On the robustness of Shewhart type charts | |
On the run length of the EWMA scheme - a monotonicity result of normal variables | |
On the structure and estimation of hierarchical Archimedian copulas | |
Online surveillance of volatility forecasting models | |
Optimal investment decisions with exponential utility function | |
Periodic and long range dependent models for high frequency wind speed data | |
Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series | |
Recherche de primitives pour la cryptographie à base de couplage. | |
Search for primitives for pairing-based cryptography. | |
Sequential methods for detecting changes in the volatility of economic time series | |
Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model | |
Sequential monitoring of the statistical properties of univariate affine diffusion with application to interest rates | |
Shewhart control charts for correlated data | |
Should a portfolio investor follow or neglect regime changes? | |
Spatial and spatiotemporal GARCH models a unified approach | |
Spatio-temporal analysis of German real estate prices | |
Statistical inference of the efficient frontier under autocorrelated asset returns | |
Statistical process control and its application in finance | |
Surveillance of non-stationary processes | |
Surveillance of the risk behaviour of a time dependent process | |
Surveillance of unvariate and multivariate nonlinear time series | |
Tail behaviour of a general family of control charts | |
Trading on the volatility of stock prices | |
Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors | |
Zur Anwendung der statistischen Prozeßkontrolle in der Wertpapieranalyse |