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2025
Golosnoy, V., Gribisch, B., Schmid, W., & Seifert, M. I. (2025). Combining portfolio rules to improve prediction of global minimum variance portfolio weights. The European Journal of Finance, 1–18.
2025
Seifert, M.I. (2025). Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function? Extremes.
2024
Seifert, M. I. (2024). Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction. Scandinavian Journal of Statistics, 51(2): 832–860.
2023
Golosnoy, V., Hildebrandt, B., Köhler, S., Schmid, W., & Seifert, M. I. (2023). Control charts for measurement error models. AStA Advances in Statistical Analysis 107(4): 693-712.
2022
Golosnoy, V., Gribisch, B., & Seifert, M. I. (2022). Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests. Wiley Interdisciplinary Reviews: Computational Statistics, 14(5), e1556.
2021
Golosnoy, V., Köhler, S., Schmid, W., & Seifert, M. I. (2021). Testing for parameter changes in linear state space models. Applied Stochastic Models in Business and Industry, 37(6), 1060-1079.