5 results on '"Schmid, Wolfgang P."'
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2. Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data
3. A test for the weights of the global minimum variance portfolio in an elliptical model
4. Monitoring the cross-covariances of a multivariate time series
5. An outlier test for linear processes — II. Large contamination
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