Distributional properties of portfolio weights Y Okhrin, W Schmid Journal of econometrics 134 (1), 235-256, 2006 | 277 | 2006 |
On the structure and estimation of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Journal of Econometrics 173 (2), 189-204, 2013 | 204 | 2013 |
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 | 177 | 2019 |
On the run length of a Shewhart chart for correlated data W Schmid Statistical Papers 36, 111-130, 1995 | 149 | 1995 |
Control charts for time series: A review S Knoth, W Schmid Frontiers in statistical quality control 7, 210-236, 2004 | 114 | 2004 |
Some properties of the EWMA control chart in the presence of autocorrelation W Schmid, A Schöne The Annals of Statistics, 1277-1283, 1997 | 113 | 1997 |
On EWMA charts for time series W Schmid Frontiers in statistical quality control, 115-137, 1997 | 113 | 1997 |
Econometrical analysis of the sample efficient frontier T Bodnar, W Schmid The European journal of finance 15 (3), 317-335, 2009 | 107 | 2009 |
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 | 98 | 2018 |
EWMA control charts for monitoring optimal portfolio weights V Golosnoy, W Schmid Sequential Analysis 26 (2), 195-224, 2007 | 85 | 2007 |
A test for the weights of the global minimum variance portfolio in an elliptical model T Bodnar, W Schmid Metrika 67, 127-143, 2008 | 78 | 2008 |
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 | 71 | 2000 |
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 | 69 | 2021 |
CUSUM control schemes for Gaussian processes W Schmid Statistical Papers 38, 191-217, 1997 | 68 | 1997 |
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 | 64 | 2017 |
Attunement in music therapy for young children with autism: revisiting qualities of relationship as mechanisms of change K Mössler, W Schmid, J Aßmus, L Fusar-Poli, C Gold Journal of autism and developmental disorders 50 (11), 3921-3934, 2020 | 62 | 2020 |
Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Statistics & Risk Modeling 30 (1), 21-54, 2013 | 61 | 2013 |
Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity P Otto, W Schmid, R Garthoff Spatial Statistics 26, 125-145, 2018 | 60 | 2018 |
Monitoring the mean and the variance of a stationary process S Knoth, W Schmid Statistica Neerlandica 56 (1), 77-100, 2002 | 52 | 2002 |
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 | 50 | 2015 |