Miriam Isabel Seifert

Available identifiers

Publication	Date of Publication	Type
Sample and realized minimum variance portfolios: estimation, statistical inference, and tests	2024-09-11	Paper
Testing for parameter changes in linear state space models	2024-07-25	Paper
Control charts for measurement error models	2024-02-21	Paper
Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction	2023-11-26	Paper
Monitoring mean changes in persistent multivariate time series	2021-11-08	Paper
Explicit results on conditional distributions of generalized exponential mixtures	2020-12-11	Paper
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects	2019-09-19	Paper
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values	2017-02-08	Paper
Conditional loss probabilities for systems of economic agents sharing light-tailed claims with analysis of portfolio diversification benefits	2016-12-21	Paper
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions	2016-04-29	Paper
On conditional extreme values of random vectors with polar representation	2015-01-23	Paper

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