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, in press.

Golosnoy, V., Gribisch, B., Seifert, M.I. (2021+). Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests. WIREs Computational Statistics, in press.

Golosnoy, V., Seifert, M.I. (2021): Monitoring mean changes in persistent multivariate time series. Statistics 55(3), 475-488.

Golosnoy, V., Schmid, W., Seifert, M.I., Lazariv, T. (2020): Statistical inferences for realized portfolio weights. Econometrics and Statistics 14, 49–62.

Klüppelberg, C., Seifert, M.I. (2020): Explicit results on conditional distributions of generalized exponential mixtures. Journal of Applied Probability 57(3), 760–774.

Golosnoy, V., Gribisch, B., Seifert, M.I. (2019): Exponential smoothing of realized portfolio weights. Journal of Empirical Finance 53, 222–237.