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11 |
Stochastic inequalities for the run length of the EWMA chart for long-memory processes
Okhrin, Yarema. - Frankfurt (Oder) : Europa-Universität Viadrina, 2015
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12 |
Surveillance of non-stationary processes
Lazariv, Taras. - Frankfurt (Oder) : Europa-Universität Viadrina, February 2015
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13 |
Detection of spatial change points in mean and covariances of multivariate processes
Otto, Philipp E.. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2014
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14 |
Periodic and long range dependent models for high frequency wind speed data
Ambach, Daniel. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2014
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15 |
Behavior of EWMA type charts for small smoothing parameter
Lazariv, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
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16 |
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
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17 |
EWMA control charts for detecting changes in the mean of a long-memory process
Rabyk, Liubov. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
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18 |
On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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19 |
Properties of hierarchical Archimedean copulas
Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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20 |
Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series
Ziel, Florian. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
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Administration
