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Person:257535
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m AuthorDisambiguator moved page Christian H. Weiß to Christian H. Weiß: Duplicate
 
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Latest revision as of 22:13, 9 December 2023

Available identifiers

zbMath Open weiss.christian-hMaRDI QIDQ257535

List of research outcomes





PublicationDate of PublicationType
Soft-clipping INGARCH models for time series of bounded counts2025-01-22Paper
Ordinal compositional data and time series2025-01-22Paper
Approximately linear INGARCH models for spatio-temporal counts2025-01-14Paper
Binary auto-regressive geometric modelling in a DNA context2024-11-29Paper
A binomial integer-valued ARCH model2024-11-05Paper
Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns2024-10-31Paper
Analyzing categorical time series in the presence of missing observations2024-10-29Paper
Modelling and diagnostic tests for Poisson and negative-binomial count time series2024-10-15Paper
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence2024-09-26Paper
On higher-order moments of INGARCH processes2024-09-16Paper
PMF forecasting for count processes: a comprehensive performance analysis2024-09-11Paper
Stationary count time series models2024-09-11Paper
Generalized discrete autoregressive moving-average models2024-07-25Paper
Self-exciting hysteretic binomial autoregressive processes2024-07-25Paper
Diagnosing and modeling extra-binomial variation for time-dependent counts2024-07-12Paper
Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics2024-07-09Paper
Optimal Stein-type goodness-of-fit tests for count data2024-06-05Paper
CLAR(1) point forecasting under estimation uncertainty2023-12-14Paper
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity2023-12-14Paper
Detecting overdispersion in INARCH(1) processes2023-12-12Paper
Semiparametric estimation of INAR models using roughness penalization2023-07-27Paper
New characterizations of the (discrete) Lindley distribution and their applications2023-06-29Paper
An empirical-likelihood-based structural-change test for INAR processes2023-04-21Paper
On the performance of information criteria for model identification of count time series2023-04-17Paper
Conditional-mean Multiplicative Operator Models for Count Time Series2022-12-12Paper
Computing (Bivariate) Poisson Moments Using Stein–Chen Identities2022-11-18Paper
Online algorithms to schedule a proportionate flexible flow shop of batching machines2022-11-04Paper
Novel goodness-of-fit tests for binomial count time series2022-10-24Paper
Efficient accounting for estimation uncertainty in coherent forecasting of count processes2022-06-13Paper
Softplus INGARCH Model2022-03-30Paper
Finanzmathematik2022-03-04Paper
On some measures of ordinal variation2022-02-25Paper
Non-parametric analysis of serial dependence in time series using ordinal patterns2022-02-18Paper
Analyzing and optimizing the throughput of a pharmaceutical production process2021-08-30Paper
On Edgeworth models for count time series2021-03-18Paper
Models for autoregressive processes of bounded counts: how different are they?2021-02-17Paper
On the individuals chart with supplementary runs rules under serial dependence2021-01-18Paper
Testing the dispersion structure of count time series using Pearson residuals2021-01-15Paper
Modelling counts with state-dependent zero inflation2021-01-04Paper
Scheduling a proportionate flow shop of batching machines2020-12-11Paper
Integer-valued autoregressive models for counts showing underdispersion2020-10-26Paper
Fully observed INAR(1) processes2020-10-21Paper
Thinning operations for modeling time series of counts -- a survey2020-10-12Paper
Thinning-based models in the analysis of integer-valued time series: a review2020-10-12Paper
Detecting mean increases in Poisson INAR(1) processes with EWMA control charts2020-09-30Paper
Distance-Based Analysis of Ordinal Data and Ordinal Time Series2020-09-15Paper
Checking model adequacy for count time series by using Pearson residuals2020-09-03Paper
On the sample coefficient of nominal variation2020-05-13Paper
Parameter estimation and diagnostic tests for INMA(1) processes2020-05-06Paper
Bootstrap-based bias corrections for INAR count time series2020-04-27Paper
Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry2020-01-30Paper
The max-INAR(1) model for count processes2019-09-18Paper
Testing for an excessive number of zeros in time series of bounded counts2019-09-11Paper
Penalized estimation of flexible hidden Markov models for time series of counts2019-09-10Paper
Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes2019-08-27Paper
Bootstrapping INAR models2019-08-01Paper
Testing for zero inflation and overdispersion in INAR(1) models2019-06-21Paper
Bootstrapping INAR models2019-06-14Paper
An ARL-unbiased thinning-based EWMA chart to monitor counts2019-05-07Paper
The max-BARMA models for counts with bounded support2019-02-20Paper
Control charts for monitoring correlated counts with a finite range2019-02-08Paper
Penalized estimation of flexible hidden Markov models for time series of counts2019-01-10Paper
Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion2018-11-23Paper
Self-exciting threshold binomial autoregressive processes2018-11-12Paper
Serial dependence of NDARMA processes2018-11-02Paper
Guaranteed conditional ARL performance in the presence of autocorrelation2018-10-17Paper
Goodness-of-fit testing of a count time series' marginal distribution2018-09-04Paper
Modeling zero inflation in count data time series with bounded support2018-08-14Paper
On eigenvalues of the transition matrix of some count-data Markov chains2018-03-28Paper
An Introduction to Discrete‐Valued Time Series2018-03-15Paper
An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion2018-02-02Paper
Testing for Poisson arrivals in INAR(1) processes2018-02-01Paper
Testing the compounding structure of the CP-INARCH model2017-10-27Paper
Mathematica und Wolfram Language2017-07-07Paper
Threshold Models for Integer-Valued Time Series with Infinite or Finite Range2016-11-18Paper
The Marginal Distribution of Compound Poisson INAR(1) Processes2016-11-18Paper
SPC methods for time-dependent processes of counts—A literature review2016-06-24Paper
Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes2016-04-22Paper
Modelling time series of counts with overdispersion2016-03-17Paper
A Poisson INAR(1) model with serially dependent innovations2015-09-17Paper
Goodness-of-fit tests for binomial AR(1) processes2015-07-20Paper
Monitoring \(k\)th order runs in binary processes2015-02-18Paper
Erratum to: ``Monitoring \(k\)th order runs in binary processes2015-02-18Paper
BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING2014-12-10Paper
Properties of a class of binary ARMA models2014-03-12Paper
Bivariate binomial autoregressive models2014-02-13Paper
Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry2013-08-02Paper
Binomial AR(1) processes: moments, cumulants, and estimation2013-06-25Paper
Sequential Pattern Analysis: A Statistical Investigation of Sequence Length and Support2013-05-13Paper
Process capability analysis for serially dependent processes of Poisson counts2013-04-17Paper
Rule generation for categorical time series with Markov assumptions2012-12-06Paper
Chain Binomial Models and Binomial Autoregressive Processes2012-11-19Paper
Visual analysis of categorical time series2012-10-19Paper
Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model2012-10-19Paper
On New Perspectives for Statistical Computing in Business and Industry – A Solution with STATISTICA and R2012-09-16Paper
Statsoft, Inc., Tulsa, OK.: STATISTICA, version 82011-08-25Paper
Empirical measures of signed serial dependence in categorical time series2011-07-29Paper
Generalized choice models for categorical time series2011-05-23Paper
https://portal.mardi4nfdi.de/entity/Q30774902011-02-22Paper
INARCH(1) processes: Higher-order moments and jumps2010-12-20Paper
The INARCH(1) Model for Overdispersed Time Series of Counts2010-09-17Paper
Monitoring correlated processes with binomial marginals2009-10-21Paper
Jumps in binomial AR(1) processes2009-10-09Paper
Measuring serial dependence in categorical time series2009-10-09Paper
Discovering patterns in categorical time series using IFS2009-06-16Paper
A New Class of Autoregressive Models for Time Series of Binomial Counts2009-04-23Paper
The combined \(\mathrm{INAR}(p)\) models for time series of counts2008-09-29Paper
Serial dependence and regression of Poisson INARMA models2008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q30464122004-08-12Paper
https://portal.mardi4nfdi.de/entity/Q47394182004-08-12Paper
https://portal.mardi4nfdi.de/entity/Q44289982003-09-22Paper
Code construction and decoding of parallel concatenated tail-biting codes2002-08-04Paper
https://portal.mardi4nfdi.de/entity/Q27295492001-07-23Paper
Cache-aware multigrid methods for solving Poisson's equation in two dimensions2000-09-14Paper
The Golay convolutional code-some application aspects2000-09-07Paper
Cache optimization for structured and unstructured grid multigrid2000-07-24Paper
https://portal.mardi4nfdi.de/entity/Q47922322000-01-01Paper

Research outcomes over time

This page was built for person: Christian H. Weiß