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Publikationen
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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.
2023
Seifert, M. I. (2023). Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction. Scandinavian Journal of Statistics.
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.
2021
Golosnoy, V., & Seifert, M. I. (2021). Monitoring mean changes in persistent multivariate time series. Statistics, 55(3), 475-488.
2020
Golosnoy, V., Schmid, W., Seifert, M. I., & Lazariv, T. (2020). Statistical inferences for realized portfolio weights. Econometrics and Statistics, 14, 49-62.