Journal article |
- 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
- Huiqiao Wang; Christian H. Weiß. "The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model". Entropy (2024):
https://doi.org/10.3390/e26020168.
10.3390/e26020168
- 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
- Christian H. Weiß. "Discrete-Valued Time Series". Entropy (2023): https://doi.org/10.3390/e25121576.
10.3390/e25121576
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Christian H. Weiß. "Time Series Modelling". Entropy 23 9 (2021): 1163-1163. https://doi.org/10.3390/e23091163.
10.3390/e23091163
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Christian H. Weiß. "Regime-Switching Discrete ARMA Models for Categorical Time Series". Entropy (2020): https://doi.org/10.3390/e22040458.
10.3390/e22040458
- 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
- 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
- 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
- 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
- Christian H. Weiß. "Stationary count time series models". WIREs Computational Statistics (2020): https://doi.org/10.1002/wics.1502.
10.1002/wics.1502
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- Christian H. Weiß. "Measures of Dispersion and Serial Dependence in Categorical Time Series". Econometrics (2019):
https://doi.org/10.3390/econometrics7020017.
10.3390/econometrics7020017
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
|