activity
20192026
most citedConditional-mean Multiplicative Operator Models for Count Time Series

14 citations · 14 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ME2026

Using Transcripts for Nonparametric Monitoring of Serial Dependence

Christian H. Weiß, José M. Amigó

Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specifie…

math.ST2026

INARMA Models for Count Random Fields -- a Survey

Angelika Silbernagel, Christian H. Weiß

The thinning-based integer-valued autoregressive moving-average (INARMA) models are popular for count time series. Recently, types of INARMA models have also been developed for cou…

stat.ME2026

Novel Stein-type Characterizations of Bivariate Count Distributions with Applications

Shaochen Wang, Christian H. Weiß

The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions. In…

stat.ME2023

Control Charts for Poisson Counts based on the Stein-Chen Identity

Christian H. Weiß

If monitoring Poisson count data for a possible mean shift (while the Poisson distribution is preserved), then the ordinary Poisson exponentially weighted moving-average (EWMA) con…

stat.ML2023

Fuzzy clustering of ordinal time series based on two novel distances with economic applications

Ángel López Oriona, Christian Weiss, José Antonio Vilar

Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consi…

stat.ME2022★ 14 cited

Conditional-mean Multiplicative Operator Models for Count Time Series

Christian H. Weiß, Fukang Zhu

Multiplicative error models (MEMs) are commonly used for real-valued time series, but they cannot be applied to discrete-valued count time series as the involved multiplication wou…

stat.ME2019

Penalized estimation of flexible hidden Markov models for time series of counts

Timo Adam, Roland Langrock, Christian H. Weiß

Hidden Markov models are versatile tools for modeling sequential observations, where it is assumed that a hidden state process selects which of finitely many distributions generate…