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Identificação

Identificação pessoal

Nome completo
Christian Weiss

Nomes de citação

  • Weiss, Christian

Identificadores de autor

Ciência ID
6011-434D-2F03
ORCID iD
0000-0001-8739-6631
Percurso profissional

Ciência

Categoria Profissional
Instituição de acolhimento 		Empregador
2013/07/01 - Atual Investigador principal (carreira) (Investigação) Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Alemanha
Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Alemanha
Projetos

Bolsa

Designação Financiadores
2023/04 - 2026/03 Ordinal Time Series: Modeling, Forecasting, and Control
516522977
 Deutsche Forschungsgemeinschaft
2020/10/01 - 2022/09/30 Model Diagnostics for Count Time Series
437270842
Investigador responsável
Deutsche Forschungsgemeinschaft
2018/10/01 - 2021/09/30 Coherent Forecasting and Risk Analysis for Count Processes
394832307
Investigador responsável
Deutsche Forschungsgemeinschaft
Concluído
Produções

Publicações

Artigo em conferência
  1. Weiß, C.H.. "On the Sample Coefficient of Nominal Variation". 2019.
    10.1007/978-3-030-28665-1_18
  2. Möller, T.; Weiß, C.H.. "Threshold models for integer-valued time series with infinite or finite range". 2015.
    10.1007/978-3-319-13881-7_36
  3. Weiß, C.H.; Puig, P.. "The marginal distribution of compound poisson INAR(1) processes". 2015.
    10.1007/978-3-319-13881-7_39
Artigo em revista
  1. Christian H. Weiß; Hee-Young Kim. "Using spatial ordinal patterns for non-parametric testing of spatial dependence". Spatial Statistics (2024): https://doi.org/10.1016/j.spasta.2023.100800.
    10.1016/j.spasta.2023.100800
  2. Huiqiao Wang; Christian H. Weiß. "The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model". Entropy (2024): https://doi.org/10.3390/e26020168.
    10.3390/e26020168
  3. Boris Aleksandrov; Christian H. Weiß; Simon Nik; Maxime Faymonville; Carsten Jentsch. "Modelling and diagnostic tests for Poisson and negative-binomial count time series". Metrika (2023): https://doi.org/10.1007/s00184-023-00934-0.
    10.1007/s00184-023-00934-0
  4. Christian H. Weiß. "Discrete-Valued Time Series". Entropy (2023): https://doi.org/10.3390/e25121576.
    10.3390/e25121576
  5. Shaochen Wang; Christian H. Weiß. "New characterizations of the (discrete) Lindley distribution and their applications". Mathematics and Computers in Simulation (2023): https://doi.org/10.1016/j.matcom.2023.05.003.
    10.1016/j.matcom.2023.05.003
  6. Sebastian Ottenstreuer; Christian H. Weiß; Murat Caner Testik. "A review and comparison of control charts for ordinal samples". Journal of Quality Technology (2023): https://doi.org/10.1080/00224065.2023.2170839.
    10.1080/00224065.2023.2170839
  7. Christian H. Weiß; Alexander Schnurr. "Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence". Journal of Nonparametric Statistics (2023): https://doi.org/10.1080/10485252.2023.2231565.
    10.1080/10485252.2023.2231565
  8. Christian H. Weiß; Murat Caner Testik. "Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns". Technometrics (2023): https://doi.org/10.1080/00401706.2022.2157883.
    10.1080/00401706.2022.2157883
  9. Malte Jahn; Christian H Weiß; Hee-Young Kim. "Approximately linear INGARCH models for spatio-temporal counts". Journal of the Royal Statistical Society Series C: Applied Statistics (2023): https://doi.org/10.1093/jrsssc/qlad018.
    10.1093/jrsssc/qlad018
  10. Kaizhi Yu; Huiqiao Wang; Christian H. Weiß. "An empirical-likelihood-based structural-change test for INAR processes". Journal of Statistical Computation and Simulation (2023): https://doi.org/10.1080/00949655.2022.2109635.
    10.1080/00949655.2022.2109635
  11. Christian H. Weiß; Pedro Puig; Boris Aleksandrov. "Optimal Stein-type goodness-of-fit tests for count data". Biometrical Journal (2023): https://doi.org/10.1002/bimj.202200073.
    10.1002/bimj.202200073
  12. Christian H. Weiß; Boris Aleksandrov; Maxime Faymonville; Carsten Jentsch. "Partial Autocorrelation Diagnostics for Count Time Series". Entropy (2023): https://doi.org/10.3390/e25010105.
    10.3390/e25010105
  13. Christian H. Weiß; Murat Caner Testik. "Monitoring count time series: Robustness to nonlinearity when linear models are utilized". Quality and Reliability Engineering International (2022): https://doi.org/10.1002/qre.3215.
    10.1002/qre.3215
  14. Boris Aleksandrov; Christian H. Weiß; Carsten Jentsch; Maxime Faymonville. "Novel goodness-of-fit tests for binomial count time series". Statistics (2022): https://doi.org/10.1080/02331888.2022.2134384.
    10.1080/02331888.2022.2134384
  15. Christian H. Weiß. "Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics". Chaos: An Interdisciplinary Journal of Nonlinear Science (2022): https://doi.org/10.1063/5.0094943.
    10.1063/5.0094943
  16. Christian H. Weiß; Manuel Ruiz Marín; Karsten Keller; Mariano Matilla-García. "Non-parametric analysis of serial dependence in time series using ordinal patterns". Computational Statistics & Data Analysis 168 (2022): 107381-107381. https://doi.org/10.1016/j.csda.2021.107381.
    10.1016/j.csda.2021.107381
  17. Boris Aleksandrov; Christian H. Weiß; Carsten Jentsch. "Goodness-of-fit tests for Poisson count time series based on the Stein–Chen identity". Statistica Neerlandica (2022): https://doi.org/10.1111/stan.12252.
    10.1111/stan.12252
  18. Weiß, C.H.; Aleksandrov, B.. "Computing (Bivariate) Poisson Moments Using Stein–Chen Identities". American Statistician 76 1 (2022): 10-15. http://www.scopus.com/inward/record.url?eid=2-s2.0-85087057998&partnerID=MN8TOARS.
    10.1080/00031305.2020.1763836
  19. Christian Weiß. "Measuring Dispersion and Serial Dependence in Ordinal Time Series Based on the Cumulative Paired ¿-Entropy". Entropy 24 1 (2021): 42-42. https://doi.org/10.3390/e24010042.
    10.3390/e24010042
  20. Christian H. Weiß. "Analyzing categorical time series in the presence of missing observations". Statistics in Medicine (2021): https://doi.org/10.1002/sim.9089.
    10.1002/sim.9089
  21. Christian H. Weiß. "Time Series Modelling". Entropy 23 9 (2021): 1163-1163. https://doi.org/10.3390/e23091163.
    10.3390/e23091163
  22. Simon Nik; Christian H. Weiß. "Smooth-transition autoregressive models for time series of bounded counts". Stochastic Models (2021): https://doi.org/10.1080/15326349.2021.1945934.
    10.1080/15326349.2021.1945934
  23. Annika Homburg; Christian H. Weiß; Layth C. Alwan; Gabriel Frahm; Rainer Göb. "A performance analysis of prediction intervals for count time series". Journal of Forecasting (2021): https://doi.org/10.1002/for.2729.
    10.1002/for.2729
  24. Annika Homburg; Christian H. Weiß; Gabriel Frahm; Layth C. Alwan; Rainer Göb. "Analysis and Forecasting of Risk in Count Processes". Journal of Risk and Financial Management 14 4 (2021): 182-182. https://doi.org/10.3390/jrfm14040182.
    10.3390/jrfm14040182
  25. Christian H. Weiß. "On Edgeworth models for count time series". Statistics & Probability Letters 171 (2021): 108994-108994. https://doi.org/10.1016/j.spl.2020.108994.
    10.1016/j.spl.2020.108994
  26. Sebastian Ottenstreuer; Christian H. Weiß; Sven Knoth. "Control charts for monitoring a Poisson hidden Markov process". Quality and Reliability Engineering International (2021): https://doi.org/10.1002/qre.2745.
    10.1002/qre.2745
  27. Christian H. Weiß; Annika Homburg; Layth C. Alwan; Gabriel Frahm; Rainer Göb. "Efficient accounting for estimation uncertainty in coherent forecasting of count processes". Journal of Applied Statistics (2021): 1-22. https://doi.org/10.1080/02664763.2021.1887104.
    10.1080/02664763.2021.1887104
  28. Weiß, C.H.; Testik, M.C.; Homburg, A.. "On the design of Shewhart control charts for count time series under estimation uncertainty". Computers and Industrial Engineering 157 (2021): http://www.scopus.com/inward/record.url?eid=2-s2.0-85104911065&partnerID=MN8TOARS.
    10.1016/j.cie.2021.107331
  29. Hee-Young Kim; Christian H. Weiß; Tobias A. Möller. "Models for autoregressive processes of bounded counts: How different are they?". Computational Statistics 35 4 (2020): 1715-1736. https://doi.org/10.1007/s00180-020-00980-6.
    10.1007/s00180-020-00980-6
  30. Simon Nik; Christian H. Weiß. "CLAR(1) point forecasting under estimation uncertainty". Statistica Neerlandica (2020): https://doi.org/10.1111/stan.12206.
    10.1111/stan.12206
  31. Christian H. Weiß. "Regime-Switching Discrete ARMA Models for Categorical Time Series". Entropy (2020): https://doi.org/10.3390/e22040458.
    10.3390/e22040458
  32. Pedro Puig; Christian H. Weiß. "Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry". Computational Statistics & Data Analysis 144 (2020): 106878-106878. https://doi.org/10.1016/j.csda.2019.106878.
    10.1016/j.csda.2019.106878
  33. Boris Aleksandrov; Christian H. Weiß. "Parameter estimation and diagnostic tests for INMA(1) processes". TEST (2020): https://doi.org/10.1007/s11749-019-00653-7.
    10.1007/s11749-019-00653-7
  34. Tobias A. Möller; Christian H. Weiß. "Generalized discrete autoregressive moving-average models". Applied Stochastic Models in Business and Industry (2020): https://doi.org/10.1002/asmb.2520.
    10.1002/asmb.2520
  35. Christian H. Weiß; Martin H.-J.M. Feld. "On the performance of information criteria for model identification of count time series". Studies in Nonlinear Dynamics & Econometrics 0 0 (2020): https://doi.org/10.1515/snde-2018-0012.
    10.1515/snde-2018-0012
  36. Christian H. Weiß. "Stationary count time series models". WIREs Computational Statistics (2020): https://doi.org/10.1002/wics.1502.
    10.1002/wics.1502
  37. Jungtaek Oh; Christian H. Weiß. "On the Individuals Chart with Supplementary Runs Rules under Serial Dependence". Methodology and Computing in Applied Probability (2020): https://doi.org/10.1007/s11009-019-09760-2.
    10.1007/s11009-019-09760-2
  38. MÖller, T.A.; Weiß, C.H.; Kim, H.-Y.. "Modelling counts with state-dependent zero inflation". Statistical Modelling 20 2 (2020): 127-147. http://www.scopus.com/inward/record.url?eid=2-s2.0-85059074792&partnerID=MN8TOARS.
    10.1177/1471082X18800514
  39. Weiß, C.H.. "Distance-Based Analysis of Ordinal Data and Ordinal Time Series". Journal of the American Statistical Association 115 531 (2020): 1189-1200. http://www.scopus.com/inward/record.url?eid=2-s2.0-85067599262&partnerID=MN8TOARS.
    10.1080/01621459.2019.1604370
  40. Christian H. Weiß. "On some measures of ordinal variation". Journal of Applied Statistics 46 16 (2019): 2905-2926. https://doi.org/10.1080/02664763.2019.1620707.
    10.1080/02664763.2019.1620707
  41. Murat Atalay; Murat Caner Testik; Serhan Duran; Christian H. Weiß. "Guidelines for automating Phase I of control charts by considering effects on Phase-II performance of individuals control chart". Quality Engineering (2019): https://doi.org/10.1080/08982112.2019.1641208.
    10.1080/08982112.2019.1641208
  42. Boris Aleksandrov; Christian H. Weiß. "Testing the dispersion structure of count time series using Pearson residuals". AStA Advances in Statistical Analysis (2019): https://doi.org/10.1007/s10182-019-00356-2.
    10.1007/s10182-019-00356-2
  43. Timo Adam; Roland Langrock; Christian H. Weiß. "Penalized estimation of flexible hidden Markov models for time series of counts". METRON 77 2 (2019): 87-104. https://doi.org/10.1007/s40300-019-00153-6.
    10.1007/s40300-019-00153-6
  44. Christian Weiß; Lukas Scherer; Boris Aleksandrov; Martin Feld. "Checking Model Adequacy for Count Time Series by Using Pearson Residuals". Journal of Time Series Econometrics (2019): https://doi.org/10.1515/jtse-2018-0018.
    10.1515/jtse-2018-0018
  45. Annika Homburg; Christian H. Weiß; Layth C. Alwan; Gabriel Frahm; Rainer Göb. "Evaluating Approximate Point Forecasting of Count Processes". Econometrics 7 3 (2019): 30-30. https://doi.org/10.3390/econometrics7030030.
    10.3390/econometrics7030030
  46. Christian H. Weiß; Annika Homburg; Pedro Puig. "Testing for zero inflation and overdispersion in INAR(1) models". Statistical Papers 60 3 (2019): 823-848. https://doi.org/10.1007/s00362-016-0851-y.
    10.1007/s00362-016-0851-y
  47. Christian H. Weiß; Martin H.-J. M. Feld; Naushad Mamode Khan; Yuvraj Sunecher. "INARMA Modeling of Count Time Series". Stats 2 2 (2019): 284-320. https://doi.org/10.3390/stats2020022.
    10.3390/stats2020022
  48. Christian H. Weiß; Boris Aleksandrov. "Model Diagnostics for Poisson INARMA Processes Using Bivariate Dispersion Indexes". Journal of Statistical Theory and Practice 13 2 (2019): https://doi.org/10.1007/s42519-018-0028-1.
    10.1007/s42519-018-0028-1
  49. C. H. Weiß; C. Jentsch. "Bootstrap-based bias corrections for INAR count time series". Journal of Statistical Computation and Simulation (2019): 1-17. https://doi.org/10.1080/00949655.2019.1576179.
    10.1080/00949655.2019.1576179
  50. Christian H. Weiß. "Measures of Dispersion and Serial Dependence in Categorical Time Series". Econometrics (2019): https://doi.org/10.3390/econometrics7020017.
    10.3390/econometrics7020017
  51. Sebastian Ottenstreuer; Christian H. Weiß; Sven Knoth. "A combined Shewhart-CUSUM chart with switching limit". Quality Engineering 31 2 (2019): 255-268. https://doi.org/10.1080/08982112.2018.1479037.
    10.1080/08982112.2018.1479037
  52. Christian H. Weiß; Murat Caner Testik. "Risk-based metrics for performance evaluation of control charts". Quality and Reliability Engineering International (2019): https://doi.org/10.1002/qre.2397.
    10.1002/qre.2397
  53. Jentsch, C.; Weiss, C.H.. "Bootstrapping INAR models". Bernoulli 25 3 (2019): 2359-2408. http://www.scopus.com/inward/record.url?eid=2-s2.0-85069685923&partnerID=MN8TOARS.
    10.3150/18-BEJ1057
  54. Manuel G. Scotto; Christian H. Weiß; Tobias A. Möller; Sónia Gouveia. "The max-INAR(1) model for count processes". TEST (2018): https://doi.org/10.1007/s11749-017-0573-z.
    10.1007/s11749-017-0573-z
  55. Hee-Young Kim; Christian H. Weiß; Tobias A. Möller. "Testing for an excessive number of zeros in time series of bounded counts". Statistical Methods & Applications 27 4 (2018): 689-714. https://doi.org/10.1007/s10260-018-00431-z.
    10.1007/s10260-018-00431-z
  56. Christian H. Weiß; Detlef Steuer; Carsten Jentsch; Murat Caner Testik. "Guaranteed conditional ARL performance in the presence of autocorrelation". Computational Statistics & Data Analysis 128 (2018): 367-379. https://doi.org/10.1016/j.csda.2018.07.013.
    10.1016/j.csda.2018.07.013
  57. Christian H. Weiß; Manuel G. Scotto; Tobias A. Möller; Sónia Gouveia. "The max-BARMA models for counts with bounded support". Statistics & Probability Letters 143 (2018): 28-36. https://doi.org/10.1016/j.spl.2018.07.011.
    10.1016/j.spl.2018.07.011
  58. Sónia Gouveia; Tobias A. Möller; Christian H. Weiß; Manuel G. Scotto. "A full ARMA model for counts with bounded support and its application to rainy-days time series". Stochastic Environmental Research and Risk Assessment 32 9 (2018): 2495-2514. https://doi.org/10.1007/s00477-018-1584-3.
    10.1007/s00477-018-1584-3
  59. Christian H. Weiß. "Goodness-of-fit testing of a count time series’ marginal distribution". Metrika 81 6 (2018): 619-651. https://doi.org/10.1007/s00184-018-0674-z.
    10.1007/s00184-018-0674-z
  60. Morais, M.C.; Knoth, S.; Weiß, C.H.. "An ARL-unbiased thinning-based EWMA chart to monitor counts". Sequential Analysis 37 4 (2018): 487-510. http://www.scopus.com/inward/record.url?eid=2-s2.0-85063610431&partnerID=MN8TOARS.
    10.1080/07474946.2018.1554889
  61. Testik, M.C.; Weiß, C.H.; Koca, Y.; Testik, O.M.. "Effectiveness of phase I applications for identifying randomly scattered out-of-control observations and estimating control chart parameters". Quality and Reliability Engineering International 34 1 (2018): 78-92. http://www.scopus.com/inward/record.url?eid=2-s2.0-85040331490&partnerID=MN8TOARS.
    10.1002/qre.2239
  62. Marcelo Bourguignon; Christian H. Weiß. "An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion". TEST 26 4 (2017): 847-868. https://doi.org/10.1007/s11749-017-0536-4.
    10.1007/s11749-017-0536-4
  63. Christian H. Weiß. "On Eigenvalues of the Transition Matrix of Some Count-Data Markov Chains". Methodology and Computing in Applied Probability (2017): https://doi.org/10.1007%2Fs11009-017-9560-9.
    10.1007/s11009-017-9560-9
  64. Christian H. Weiß; Esmeralda Gonçalves; Nazaré Mendes Lopes. "Testing the compounding structure of the CP-INARCH model". Metrika (2017): https://doi.org/10.1007%2Fs00184-017-0617-0.
    10.1007/s00184-017-0617-0
  65. Rakitzis, A.C.; Weiß, C.H.; Castagliola, P.. "Control charts for monitoring correlated counts with a finite range". Applied Stochastic Models in Business and Industry 33 6 (2017): 733-749. http://www.scopus.com/inward/record.url?eid=2-s2.0-85037688099&partnerID=MN8TOARS.
    10.1002/asmb.2275
  66. Alwan, L.C.; Weiß, C.H.. "INAR implementation of newsvendor model for serially dependent demand counts". International Journal of Production Research 55 4 (2017): 1085-1099. http://www.scopus.com/inward/record.url?eid=2-s2.0-84982170124&partnerID=MN8TOARS.
    10.1080/00207543.2016.1218565
  67. Rakitzis, A.C.; Weiß, C.H.; Castagliola, P.. "Control Charts for Monitoring Correlated Poisson Counts with an Excessive Number of Zeros". Quality and Reliability Engineering International 33 2 (2017): 413-430. http://www.scopus.com/inward/record.url?eid=2-s2.0-84973165808&partnerID=MN8TOARS.
    10.1002/qre.2017
  68. Gouveia, S.; Scotto, M.G.; Weiß, C.H.; Ferreira, P.J.S.G.. "Binary auto-regressive geometric modelling in a DNA context". Journal of the Royal Statistical Society. Series C: Applied Statistics 66 2 (2017): 253-271. http://www.scopus.com/inward/record.url?eid=2-s2.0-84981747708&partnerID=MN8TOARS.
    10.1111/rssc.12172
  69. Möller, T.A.; Silva, M.E.; Weiß, C.H.; Scotto, M.G.; Pereira, I.. "Self-exciting threshold binomial autoregressive processes". AStA Advances in Statistical Analysis 100 4 (2016): 369-400. http://www.scopus.com/inward/record.url?eid=2-s2.0-84949996334&partnerID=MN8TOARS.
    10.1007/s10182-015-0264-6
  70. Schweer, S.; Weiß, C.H.. "Testing for Poisson arrivals in INAR(1) processes". Test 25 3 (2016): 503-524. http://www.scopus.com/inward/record.url?eid=2-s2.0-84949498194&partnerID=MN8TOARS.
    10.1007/s11749-015-0466-y
  71. Dasdemir, E.; Weiß, C.; Testik, M.C.; Knoth, S.. "Evaluation of Phase I analysis scenarios on Phase II performance of control charts for autocorrelated observations". Quality Engineering 28 3 (2016): 293-304. http://www.scopus.com/inward/record.url?eid=2-s2.0-84961393065&partnerID=MN8TOARS.
    10.1080/08982112.2015.1104540
  72. Weiß, C.H.; Schweer, S.. "Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes". Statistics and Probability Letters 112 (2016): 124-130. http://www.scopus.com/inward/record.url?eid=2-s2.0-84959126720&partnerID=MN8TOARS.
    10.1016/j.spl.2016.01.018
  73. Weiß, C.H.; Testik, M.C.. "On the Phase i analysis for monitoring time-dependent count processes". IIE Transactions (Institute of Industrial Engineers) 47 3 (2015): 294-306. http://www.scopus.com/inward/record.url?eid=2-s2.0-84921361151&partnerID=MN8TOARS.
    10.1080/0740817X.2014.952850
  74. Weiß, C.H.. "A Poisson INAR(1) model with serially dependent innovations". Metrika 78 7 (2015): 829-851. http://www.scopus.com/inward/record.url?eid=2-s2.0-84939257448&partnerID=MN8TOARS.
    10.1007/s00184-015-0529-9
  75. Kim, H.-Y.; Weiß, C.H.. "Goodness-of-fit tests for binomial AR(1) processes". Statistics 49 2 (2015): 291-315. http://www.scopus.com/inward/record.url?eid=2-s2.0-84926255391&partnerID=MN8TOARS.
    10.1080/02331888.2014.974606
  76. Weiß, C.H.; Schweer, S.. "Detecting overdispersion in INARCH(1) processes". Statistica Neerlandica 69 3 (2015): 281-297. http://www.scopus.com/inward/record.url?eid=2-s2.0-84937635591&partnerID=MN8TOARS.
    10.1111/stan.12059
  77. Weiß, C.H.; Testik, M.C.. "Residuals-based CUSUM charts for poisson INAR(1) processes". Journal of Quality Technology 47 1 (2015): 30-42. http://www.scopus.com/inward/record.url?eid=2-s2.0-84975815211&partnerID=MN8TOARS.
    10.1080/00224065.2015.11918104
  78. Scotto, M.G.; Weiß, C.H.; Gouveia, S.. "Thinning-based models in the analysis of integer-valued time series: a review". Statistical Modelling 15 6 (2015): 590-618. http://www.scopus.com/inward/record.url?eid=2-s2.0-84953745277&partnerID=MN8TOARS.
    10.1177/1471082X15584701
  79. Weiß, C.H.; Pollett, P.K.. "Binomial autoregressive processes with density-dependent thinning". Journal of Time Series Analysis 35 2 (2014): 115-132. http://www.scopus.com/inward/record.url?eid=2-s2.0-84893510688&partnerID=MN8TOARS.
    10.1002/jtsa.12054
  80. Scotto, M.G.; Weiß, C.H.; Silva, M.E.; Pereira, I.. "Bivariate binomial autoregressive models". Journal of Multivariate Analysis 125 (2014): 233-251. http://www.scopus.com/inward/record.url?eid=2-s2.0-84892968720&partnerID=MN8TOARS.
    10.1016/j.jmva.2013.12.014
  81. Weiß, C.H.; Kim, H.-Y.. "Diagnosing and modeling extra-binomial variation for time-dependent counts". Applied Stochastic Models in Business and Industry 30 5 (2014): 588-608. http://www.scopus.com/inward/record.url?eid=2-s2.0-84908216669&partnerID=MN8TOARS.
    10.1002/asmb.2005
  82. Schweer, S.; Weiß, C.H.. "Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion". Computational Statistics and Data Analysis 77 (2014): 267-284. http://www.scopus.com/inward/record.url?eid=2-s2.0-84901948643&partnerID=MN8TOARS.
    10.1016/j.csda.2014.03.005
  83. Weiß, C.H.. "Serial dependence of NDARMA processes". Computational Statistics and Data Analysis 68 (2013): 213-238. http://www.scopus.com/inward/record.url?eid=2-s2.0-84881111959&partnerID=MN8TOARS.
    10.1016/j.csda.2013.07.009
  84. Weiß, C.H.; Peltola, M.. "Sequential pattern analysis: A statistical investigation of sequence length and support". Communications in Statistics: Simulation and Computation 42 5 (2013): 1044-1062. http://www.scopus.com/inward/record.url?eid=2-s2.0-84872029643&partnerID=MN8TOARS.
    10.1080/03610918.2011.654026
  85. Weiß, C.H.; Kim, H.-Y.. "Parameter estimation for binomial AR(1) models with applications in finance and industry". Statistical Papers 54 3 (2013): 563-590. http://www.scopus.com/inward/record.url?eid=2-s2.0-84879461777&partnerID=MN8TOARS.
    10.1007/s00362-012-0449-y
  86. Weiß, C.H.; Kim, H.-Y.. "Binomial AR(1) processes: Moments, cumulants, and estimation". Statistics 47 3 (2013): 494-510. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878537229&partnerID=MN8TOARS.
    10.1080/02331888.2011.605893
  87. Yontay, P.; Weiß, C.H.; Testik, M.C.; Pelin Bayindir, Z.. "A two-sided cumulative sum chart for first-order integer-valued autoregressive processes of poisson counts". Quality and Reliability Engineering International 29 1 (2013): 33-42. http://www.scopus.com/inward/record.url?eid=2-s2.0-84873060138&partnerID=MN8TOARS.
    10.1002/qre.1289
  88. Weiß, C.H.. "Erratum to Monitoring kth order runs in binary processes (Comput Stat, 10.1007/s00180-012-0316-2)". Computational Statistics 28 2 (2013): 563-563. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875462119&partnerID=MN8TOARS.
    10.1007/s00180-012-0334-0
  89. Weiß, C.H.. "Monitoring kth order runs in binary processes". Computational Statistics 28 2 (2013): 541-562. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875425802&partnerID=MN8TOARS.
    10.1007/s00180-012-0316-2
  90. Weiß, C.H.. "Integer-valued autoregressive models for counts showing underdispersion". Journal of Applied Statistics 40 9 (2013): 1931-1948. http://www.scopus.com/inward/record.url?eid=2-s2.0-84883653778&partnerID=MN8TOARS.
    10.1080/02664763.2013.800034
  91. Weiß, C.H.. "Fully observed INAR(1) processes". Journal of Applied Statistics 39 3 (2012): 581-598. http://www.scopus.com/inward/record.url?eid=2-s2.0-84856869397&partnerID=MN8TOARS.
    10.1080/02664763.2011.604308
  92. Weiß, C.H.. "Process capability analysis for serially dependent processes of Poisson counts". Journal of Statistical Computation and Simulation 82 3 (2012): 383-404. http://www.scopus.com/inward/record.url?eid=2-s2.0-84858115020&partnerID=MN8TOARS.
    10.1080/00949655.2010.533178
  93. Weiß, C.H.; Pollett, P.K.. "Chain Binomial Models and Binomial Autoregressive Processes". Biometrics 68 3 (2012): 815-824. http://www.scopus.com/inward/record.url?eid=2-s2.0-84866744353&partnerID=MN8TOARS.
    10.1111/j.1541-0420.2011.01716.x
  94. Weiß, C.H.; Testik, M.C.. "Detection of abrupt changes in count data time series: Cumulative sum derivations for INARCH(1) models". Journal of Quality Technology 44 3 (2012): 249-264. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878989773&partnerID=MN8TOARS.
    10.1080/00224065.2012.11917898
  95. Weiß, C.H.. "Continuously monitoring categorical processes". Quality Technology and Quantitative Management 9 2 (2012): 171-188. http://www.scopus.com/inward/record.url?eid=2-s2.0-84865980607&partnerID=MN8TOARS.
    10.1080/16843703.2012.11673284
  96. Weiß, C.H.; Testik, M.C.. "The poisson INAR(1) CUSUM chart under overdispersion and estimation error". IIE Transactions (Institute of Industrial Engineers) 43 11 (2011): 805-818. http://www.scopus.com/inward/record.url?eid=2-s2.0-80052837899&partnerID=MN8TOARS.
    10.1080/0740817X.2010.550910
  97. Weiß, H.C.. "Empirical measures of signed serial dependence in categorical time series". Journal of Statistical Computation and Simulation 81 4 (2011): 411-429. http://www.scopus.com/inward/record.url?eid=2-s2.0-79952595597&partnerID=MN8TOARS.
    10.1080/00949650903384119
  98. Weiß, C.H.. "Simultaneous confidence regions for the parameters of a poisson INAR(1) model". Statistical Methodology 8 6 (2011): 517-527. http://www.scopus.com/inward/record.url?eid=2-s2.0-80052668495&partnerID=MN8TOARS.
    10.1016/j.stamet.2011.07.003
  99. Weiß, C.H.. "Detecting mean increases in Poisson INAR(1) processes with EWMA control charts". Journal of Applied Statistics 38 2 (2011): 383-398. http://www.scopus.com/inward/record.url?eid=2-s2.0-78650056516&partnerID=MN8TOARS.
    10.1080/02664760903406520
  100. Weiß, C.H.. "Rule generation for categorical time series with Markov assumptions". Statistics and Computing 21 1 (2011): 1-16. http://www.scopus.com/inward/record.url?eid=2-s2.0-78650304410&partnerID=MN8TOARS.
    10.1007/s11222-009-9141-z
  101. Weiß, C.H.. "Generalized choice models for categorical time series". Journal of Statistical Planning and Inference 141 8 (2011): 2849-2862. http://www.scopus.com/inward/record.url?eid=2-s2.0-79954604137&partnerID=MN8TOARS.
    10.1016/j.jspi.2011.03.009
  102. Ozsan, G.; Testik, M.C.; Weiß, C.H.. "Properties of the exponential EWMA chart with parameter estimation". Quality and Reliability Engineering International 26 6 (2010): 555-569. http://www.scopus.com/inward/record.url?eid=2-s2.0-78649747804&partnerID=MN8TOARS.
    10.1002/qre.1079
  103. Weiß, C.H.. "INARCH(1) processes: Higher-order moments and jumps". Statistics and Probability Letters 80 23-24 (2010): 1771-1780. http://www.scopus.com/inward/record.url?eid=2-s2.0-77958505091&partnerID=MN8TOARS.
    10.1016/j.spl.2010.08.001
  104. Weiß, C.H.. "On New Perspectives for Statistical Computing in Business and Industry - A Solution with STATISTICA and R". Stochastics and Quality Control 25 1 (2010): 43-64. http://www.scopus.com/inward/record.url?eid=2-s2.0-84895353521&partnerID=MN8TOARS.
    10.1515/eqc.2010.004
  105. Weiß, C.H.; Atzmüller, M.. "EWMA control charts for monitoring binary processes with applications to medical diagnosis data". Quality and Reliability Engineering International 26 8 (2010): 795-805. http://www.scopus.com/inward/record.url?eid=2-s2.0-78651248393&partnerID=MN8TOARS.
    10.1002/qre.1098
  106. Weiß, C.H.. "Group inspection of dependent binary processes". Quality and Reliability Engineering International 25 2 (2009): 151-165. http://www.scopus.com/inward/record.url?eid=2-s2.0-62449110276&partnerID=MN8TOARS.
    10.1002/qre.956
  107. Weiß, C.H.. "Jumps in binomial AR(1) processes". Statistics and Probability Letters 79 19 (2009): 2012-2019. http://www.scopus.com/inward/record.url?eid=2-s2.0-69449090068&partnerID=MN8TOARS.
    10.1016/j.spl.2009.06.010
  108. Weiß, C.H.. "Controlling jumps in correlated processes of Poisson counts". Applied Stochastic Models in Business and Industry 25 5 (2009): 551-564. http://www.scopus.com/inward/record.url?eid=2-s2.0-69449092122&partnerID=MN8TOARS.
    10.1002/asmb.744
  109. Weiß, C.H.. "Modelling time series of counts with overdispersion". Statistical Methods and Applications 18 4 (2009): 507-519. http://www.scopus.com/inward/record.url?eid=2-s2.0-70350594630&partnerID=MN8TOARS.
    10.1007/s10260-008-0108-6
  110. Weiß, C.H.. "Monitoring correlated processes with binomial marginals". Journal of Applied Statistics 36 4 (2009): 399-414. http://www.scopus.com/inward/record.url?eid=2-s2.0-69449094205&partnerID=MN8TOARS.
    10.1080/02664760802468803
  111. Weiß, C.H.; Testik, M.C.. "CUSUM monitoring of first-order integer-valued autoregressive processes of Poisson counts". Journal of Quality Technology 41 4 (2009): 389-400. http://www.scopus.com/inward/record.url?eid=2-s2.0-70350142271&partnerID=MN8TOARS.
    10.1080/00224065.2009.11917793
  112. Weiß, C.H.. "A new class of autoregressive models for time series of binomial counts". Communications in Statistics - Theory and Methods 38 4 (2009): 447-460. http://www.scopus.com/inward/record.url?eid=2-s2.0-60649094531&partnerID=MN8TOARS.
    10.1080/03610920802233937
  113. Weiß, C.H.. "The combined INAR(p) models for time series of counts". Statistics and Probability Letters 78 13 (2008): 1817-1822. http://www.scopus.com/inward/record.url?eid=2-s2.0-49649106550&partnerID=MN8TOARS.
    10.1016/j.spl.2008.01.036
  114. Weiß, C.H.. "Thinning operations for modeling time series of counts - A survey". AStA Advances in Statistical Analysis 92 3 (2008): 319-341. http://www.scopus.com/inward/record.url?eid=2-s2.0-57049122901&partnerID=MN8TOARS.
    10.1007/s10182-008-0072-3
  115. Weiß, C.H.. "Serial dependence and regression of Poisson INARMA models". Journal of Statistical Planning and Inference 138 10 (2008): 2975-2990. http://www.scopus.com/inward/record.url?eid=2-s2.0-45049087373&partnerID=MN8TOARS.
    10.1016/j.jspi.2007.11.009
  116. Weiß, C.H.. "Visual analysis of categorical time series". Statistical Methodology 5 1 (2008): 56-71. http://www.scopus.com/inward/record.url?eid=2-s2.0-37249074333&partnerID=MN8TOARS.
    10.1016/j.stamet.2007.05.001
  117. Weiß, C.H.; Göb, R.. "Discovering patterns in categorical time series using IFS". Computational Statistics and Data Analysis 52 9 (2008): 4369-4379. http://www.scopus.com/inward/record.url?eid=2-s2.0-42749090636&partnerID=MN8TOARS.
    10.1016/j.csda.2008.02.018
  118. Weiß, C.H.. "Statistical mining of interesting association rules". Statistics and Computing 18 2 (2008): 185-194. http://www.scopus.com/inward/record.url?eid=2-s2.0-41549161248&partnerID=MN8TOARS.
    10.1007/s11222-007-9047-6
  119. Weiß, C.H.; Göb, R.. "Measuring serial dependence in categorical time series". AStA Advances in Statistical Analysis 92 1 (2008): 71-89. http://www.scopus.com/inward/record.url?eid=2-s2.0-46649091724&partnerID=MN8TOARS.
    10.1007/s10182-008-0055-4
Capítulo de livro
  1. Weiß, C.H.. "On Approaches for Monitoring Categorical Event Series". 105-129. 2022.
    10.1007/978-3-030-83819-5_5

Outros

Outra produção
  1. Penalized estimation of flexible hidden Markov models for time series of counts. 2019. Adam, T.; Langrock, R.; Weiß, C.H.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85094033341&partnerID=MN8TOARS.