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Selected Publications

  • Rabyk, L. and Schmid, W.: EWMA control charts for monitoring the mean and the variance of ARFIMA(p,d,q) processes (working paper), 2015
  • Rabyk, L. and Schmid, W.: Control charts for the variance of ARFIMA(p,d,q) processes (working paper), 2015
  • Rabyk, L. and Schmid, W.: EWMA control charts for detecting changes in the mean of a long-memory processes. Metrika, 2015
  • Yelejko, Y. and Rabyk, L.: Certain estimates of expected return and risk of investment portfolio with non-normal distributions of returns. Mathematic and Computing Modeling - Series: Physics and Mathematics, 4, 86-92, 2010 (in Ukrainian)
  • Yelejko, Y., Rabyk, L. and Skaskiv S.: Market indexes clustering. Proceedings of National Scientific Conference for Students “Theoretical and Applied Aspects of Financial Systems Analysis", 2010 (in Ukrainian)