Selected publications

Garthoff, R.: Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten. AStA - Wirtschafts- und Sozialstatistisches Archiv 8(3), 91-113 (2014)

Garthoff, R., Golosnoy, V., Schmid, W.: Monitoring the mean of multivariate financial time series. Applied Stochastic Models in Business and Industry 30(3), 328-340 (2014)

Garthoff, R., Okhrin, I., Schmid, W.: Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series. AStA - Advances in Statistical Analysis 98(3), 225-255 (2014)

Garthoff, R., Okhrin, I., Schmid, W.: Control charts for multivariate nonlinear time series. REVSTAT - Statistical Journal 13(2), 131-144 (2013)

Garthoff, R., Otto, P.: Simultaneous surveillance of means and covariances of spatial models. In: Steland, A., Rafajlowicz, E., Szajowski, K. (eds.), Stochastic Models, Statistics and Their Application. Springer Proceedings in Mathematics and Statistics 122, 271-281 (2014)

Garthoff, R., Otto, P.: Control charts for multivariate spatial autoregressive models. European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, Discussion Paper (2014)

Garthoff, R.: Sequential analysis of the mean vector of conditional correlation models. European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, Discussion Paper (2014)

Garthoff, R., Schmid, W.: Monitoring means and covariances of multivariate nonlinear time series with heavy tails. European University Viadrina, Frankfurt (Oder), Discussion Paper (2015)