Publikationen:
- Aleksandrov et al. (2024)
Aleksandrov, B., Weiß, C.H., Nik, S., Faymonville, M., Jentsch, C.: Modelling and Diagnostic Tests for Poisson and Negative-binomial Count Time Series.
Metrika 87(7), 843–887, 2024. - Faymonville et al. (2023)
Faymonville, M., Jentsch, C., Weiß, C.H., Aleksandrov, B.: Semiparametric estimation of INAR models using roughness penalization.
Statistical Methods and Applications 32(2), pp. 365-400, 2023. - Weiß et al. (2023)
Weiß, C.H., Puig, P., Aleksandrov, B.: Optimal Stein-type Goodness-of-Fit Tests for Count Data.
Biometrical Journal 65(2), 2200073, 2023. - Weiß et al. (2023)
Weiß, C.H., Aleksandrov, B., Faymonville, M., Jentsch, C.: Partial Autocorrelation Diagnostics for Count Time Series.
Entropy 25(1), 105, Special Issue „Discrete-Valued Time Series“, 2023. - Aleksandrov et al. (2022)
Aleksandrov, B., Weiß, C.H., Jentsch, C., Faymonville, M.: Novel Goodness-of-Fit Tests for Binomial Count Time Series.
Statistics 56(5), pp. 957-990, 2022. - Weiß & Aleksandrov (2022)
Weiß, C.H., Aleksandrov, B.: Computing (Bivariate) Poisson Moments using Stein–Chen Identities.
The American Statistician 76(1), pp. 10-15, 2022. - Aleksandrov, Weiß, Jentsch (2022)
Aleksandrov, B., Weiß, C.H., Jentsch, C.: Goodness-of-Fit Tests for Poisson Count Time Series based on the Stein-Chen Identity.
Statistica Neerlandica, 76(1), pp. 35-64, 2022. - Aleksandrov & Weiß (2020)
Aleksandrov, B., Weiß, C.H.: Testing the Dispersion Structure of Count Time Series Using Pearson Residuals.
AStA Advances in Statistical Analysis 104(3), pp. 325-361, 2020 - Weiß, Scherer, Aleksandrov, Feld (2020)
Weiß, C.H., Scherer, L., Aleksandrov, B., Feld, M.H.-J.M.: Checking Model Adequacy for Count Time Series by Using Pearson Residuals.
Journal of Time Series Econometrics 12(1), 20180018, 2020 - Aleksandrov & Weiß (2020)
Aleksandrov , B. & Weiß, C.H., Parameter estimation and diagnostic tests for INMA(1) processes.
TEST (An Official Journal of the Spanish Society of Statistics and Operations Research) 29(1), pp. 196-232, 2020 - Aleksandrov (2019)
Aleksandrov, B., A Negative-Binomial Index Considering Dispersion and Zero Probability.
Published for the conference book, ’14th Workshop on Stochastic Models, Statistics and their Application; SMSA 2019′, 2019. - Weiß, C.H., Aleksandrov, B. (2019)
Weiß, C.H., Aleksandrov, B., Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes. Journal of Statistical Theory and Practice, 2019.
Vorträge:
- Pearson residuals for checking conditional dispersion in count time series (15. Doktorandentreffen Stochastik)
- Checking Model Adequacy for Count Time Series by Using Pearson Residuals (The 14th Workshop on Stochastic Models, Statistics and their Application (SMSA) ,March 6th to 8th, 2019 at TU Dresden.)
- Parameter Estimation and Diagnostic Tests for INMA(1) Processes (13th German Probability and Statistics Days 2018 – Freiburger Stochastik-Tage)
- Goodness-of-Fit Tests for Poisson Count Time Series based on theStein–Chen Identity (Doktorandentreffen LMU dts 2021)
- Novel Goodness-of-Fit Tests for Binomial Count Time Series (GPSD Mannheim 2021)
Lehrveranstaltungen:
- Übung Quantitative Methoden II (WT 2020)
- Übung Quantitative Methoden I (HT 2019)
- Übung Statistik II (FT 2019)
- Übung Statistik I (WT 2019)
- Übung zur Mathematik für Wirtschaftswissenschaftler ( HT 2018)
- Übung zur Statistik für Politologen ( FT 2018)
- Übung zur Zeitreihenanalyse ( FT 2018)
- Übung zur Fortgeschrittenen Mathematik für Ökonomen ( WT 2018)
- Vorkurs Mathematik für Wirtschaftswissenschaftler ( HT 2017)
Workshops attended:
Modern Topics in Time Series Analysis (2019) Sep 9th – Sep 13th in Bielefeld, Germany.
Letzte Änderung: 18. Februar 2026