Items where Author is "Fokianos, K."

Journal Article

Fokianos, K. and Pitsillou, M. (2018) Testing independence for multivariate time series via the auto-distance correlation matrix. Biometrika, 105 (2). pp. 337-352. ISSN 0006-3444

Liboschik, T. and Fokianos, K. and Fried, R. (2017) tscount : An R package for analysis of count time series following generalized linear models. Journal of Statistical Software, 82 (5). ISSN 1548-7660

Moysiadis, T. and Fokianos, K. (2017) On Locally Dyadic Stationary Processes. IEEE Transactions on Information Theory, 63 (8). pp. 4829-4837. ISSN 0018-9448

Fokianos, K. and Moysiadis, T. (2017) Binary time series models driven by a latent process. Econometrics and Statistics, 2. pp. 117-130.

Theodotou, M. and Fokianos, K. and Mouzouridou, A. and Konstantinou, C. and Aristotelous, A. and Prodromou, D. and Chrysikou, A. (2017) The effect of resveratrol on hypertension : A clinical trial. Experimental and Therapeutic Medicine, 13 (1). pp. 295-301.

Douc, R. and Fokianos, K. and Moulines, E. (2017) Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models∗. Electronic Journal of Statistics, 11 (2). pp. 2707-2740. ISSN 1935-7524

Fokianos, K. and Pitsillou, M. (2017) Consistent Testing for Pairwise Dependence in Time Series. Technometrics, 59 (2). pp. 262-270. ISSN 0040-1706

Bardet, J.-M. and Fokianos, K. and Neumann, M.H. (2017) Editorial for the special issue in honour of Paul Doukhan. Statistics:A Journal of Theoretical and Applied Statistics, 51 (1). pp. 1-2. ISSN 0233-1888

Kitromilidou, S. and Fokianos, K. (2016) Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. Statistical Inference for Stochastic Processes, 19 (3). pp. 337-361.

Pitsillou, M. and Fokianos, K. (2016) DCovTS: Distance covariance/correlation for time series. The R Journal, 8 (2). pp. 324-340. ISSN 2073-4859

Liboschik, T. and Kerschke, P. and Fokianos, K. and Fried, R. (2016) Modelling interventions in INGARCH processes. International Journal of Computer Mathematics, 93 (4). pp. 640-657.

Kitromilidou, S. and Fokianos, K. (2016) Robust estimation methods for a class of log-linear count time series models. Journal of Statistical Computation and Simulation, 86 (4). pp. 740-755. ISSN 0094-9655

Christou, V. and Fokianos, K. (2015) Estimation and testing linearity for non-linear mixed Poisson autoregressions. Electronic Journal of Statistics, 9 (1). pp. 1357-1377. ISSN 1935-7524

Pedeli, X. and Davison, A.C. and Fokianos, K. (2015) Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation. Journal of the American Statistical Association, 110 (511). pp. 1229-1238. ISSN 0162-1459

Christou, V. and Fokianos, K. (2015) On count time series prediction. Journal of Statistical Computation and Simulation, 85 (2). pp. 357-373. ISSN 0094-9655

Pedeli, X. and Fokianos, K. and Pourahmadi, M. (2015) Two Cholesky-log-GARCH models for multivariate volatilities. Statistical Modelling, 15 (3). pp. 233-255. ISSN 1471-082X

Moysiadis, T. and Fokianos, K. (2014) On binary and categorical time series models with feedback. Journal of Multivariate Analysis, 131. pp. 209-228. ISSN 0047-259X

Fokianos, K. and Gombay, E. and Hussein, A. (2014) Retrospective change detection for binary time series models. Journal of Statistical Planning and Inference, 145. pp. 102-112. ISSN 0378-3758

Christou, V. and Fokianos, K. (2014) Quasi-likelihood inference for negative binomial time series models. Journal of Time Series Analysis, 35 (1). pp. 55-78. ISSN 0143-9782

Davidov, O. and Fokianos, K. and Iliopoulos, G. (2014) Semiparametric inference for the two-way layout under order restrictions. Scandinavian Journal of Statistics, 41 (3). pp. 622-638. ISSN 0303-6898

Fried, R. and Agueusop, I. and Bornkamp, B. and Fokianos, K. and Fruth, J. and Ickstadt, K. (2013) Retrospective Bayesian outlier detection in INGARCH series. Statistics and Computing, 25 (2). pp. 365-374. ISSN 0960-3174

Fokianos, K. and Neumann, M.H. (2013) A goodness-of-fit test for Poisson count processes. Electronic Journal of Statistics, 7 (1). pp. 793-819. ISSN 1935-7524

Fokianos, K. and Tjøstheim, D. (2012) Nonlinear Poisson autoregression. Annals of the Institute of Statistical Mathematics, 64 (6). pp. 1205-1225. ISSN 0020-3157

Doukhan, P. and Fokianos, K. and Li, X. (2012) On weak dependence conditions : The case of discrete valued processes. Statistics and Probability Letters, 82 (11). pp. 1941-1948. ISSN 0167-7152

Fokianos, K. and Promponas, V.J. (2012) Biological applications of time series frequency domain clustering. Journal of Time Series Analysis, 33 (5). pp. 744-756. ISSN 0143-9782

Fokianos, K. (2012) Comments on: Some recent theory for autoregressive count time series. Test, 21 (3). pp. 451-454.

Fokianos, K. and Fried, R. (2012) Interventions in log-linear Poisson autoregression. Statistical Modelling, 12 (4). pp. 299-322. ISSN 1471-082X

Doukhan, P. and Fokianos, K. and Tjøstheim, D. (2012) On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters, 82 (5). pp. 942-948. ISSN 0167-7152

Fokianos, K. and Tjøstheim, D. (2011) Log-linear Poisson autoregression. Journal of Multivariate Analysis, 102 (3). pp. 563-578. ISSN 0047-259X

Fokianos, K. (2011) Some recent progress in count time series. Statistics:A Journal of Theoretical and Applied Statistics, 45 (1). pp. 49-58. ISSN 0233-1888

Davidov, O. and Fokianos, K. and Iliopoulos, G. (2010) Order-restricted semiparametric inference for the power bias model. Biometrics, 66 (2). pp. 549-557. ISSN 0006-341X

Fokianos, K. and Fried, R. (2010) Interventions in INGARCH processes. Journal of Time Series Analysis, 31 (3). pp. 210-225. ISSN 0143-9782

Ioannou, A. and Fokianos, K. and Promponas, V.J. (2010) Spectral density ratio based clustering methods for the binary segmentation of protein sequences : A comparative study. BioSystems, 100 (2). pp. 132-143. ISSN 0303-2647

Fokianos, K. (2010) Spectral estimation. Wiley Interdisciplinary Reviews: Computational Statistics, 2 (2). pp. 165-170.

Fokianos, K. (2009) Integer-valued time series. Wiley Interdisciplinary Reviews: Computational Statistics, 1 (3). pp. 361-364.

Konis, K. and Fokianos, K. (2009) Safe density ratio modeling. Statistics and Probability Letters, 79 (18). pp. 1915-1920. ISSN 0167-7152

Fokianos, K. and Rahbek, A. and Tjøstheim, D. (2009) Poisson autoregression. Journal of the American Statistical Association, 104 (488). pp. 1430-1439. ISSN 0162-1459

Savvides, A. and Promponas, V.J. and Fokianos, K. (2008) Clustering of biological time series by cepstral coefficients based distances. Pattern Recognition, 41 (7). pp. 2398-2412. ISSN 0031-3203

Fokianos, K. (2008) Comparing two samples by penalized logistic regression. Electronic Journal of Statistics, 2. pp. 564-580. ISSN 1935-7524

Fokianos, K. and Savvides, A. (2008) On comparing several spectral densities. Technometrics, 50 (3). pp. 317-331. ISSN 0040-1706

Fokianos, K. and Qin, J. (2008) A note on Monte Carlo maximization by the density ratio model. Journal of Statistical Theory and Practice, 2 (3). pp. 355-367. ISSN 1559-8608

Fokianos, K. and Sarrou, I. and Pashalidis, I. (2007) Increased radiation exposure by granite used as natural tiling rock in Cypriot houses. Radiation Measurements, 42 (3). pp. 446-448. ISSN 1350-4487

Fokianos, K. (2007) Density ratio model selection. Journal of Statistical Computation and Simulation, 77 (9). pp. 805-819. ISSN 0094-9655

Fokianos, K. and Kaimi, I. (2006) On the effect of misspecifying the density ratio model. Annals of the Institute of Statistical Mathematics, 58 (3). pp. 475-497. ISSN 0020-3157

Fokianos, K. and Sarrou, I. and Pashalidis, I. (2005) A two-sample model for the comparison of radiation doses. Chemometrics and Intelligent Laboratory Systems, 79 (1-2). pp. 1-9. ISSN 0169-7439

Fokianos, K. (2004) Merging information for semiparametric density estimation. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 66 (4). pp. 941-958. ISSN 1369-7412

Kedem, B. and Wolff, D.B. and Fokianos, K. (2004) Statistical comparison of algorithms. IEEE Transactions on Instrumentation and Measurement, 53 (3). pp. 770-776. ISSN 0018-9456

Fokianos, K. and Kedem, B. (2004) Partial likelihood inference for time series following generalized linear models. Journal of Time Series Analysis, 25 (2). pp. 173-197. ISSN 0143-9782

Fokianos, K. and Kedem, B. (2003) Regression Theory for Categorical Time Series. Statistical Science, 18 (3). pp. 357-376. ISSN 0883-4237

Fokianos, K. (2002) Power divergence family of tests for categorical time series models. Annals of the Institute of Statistical Mathematics, 54 (3). pp. 543-564. ISSN 0020-3157

Fokianos, K. (2001) Truncated Poisson regression for time series of counts. Scandinavian Journal of Statistics, 28 (4). pp. 645-659. ISSN 0303-6898

Fokianos, K. and Qin, J. and Kedem, B. and Short, D.A. (2001) Semiparametric approach to the one-way layout. Technometrics, 43 (1). pp. 56-65. ISSN 0040-1706

Fokianos, K. and Peng, A. and Qin, J. (1999) A generalized-moments specification test for the logistic link. Canadian Journal of Statistics, 27 (4). pp. 735-750. ISSN 0319-5724

Fokianos, K. and Kedem, B. (1999) A stochastic approximation algorithm for the adaptive control of time series following generalized linear models. Journal of Time Series Analysis, 20 (3). pp. 289-308. ISSN 0143-9782

Fokianos, K. and Kedem, B. (1998) Prediction and Classification of Non-stationary Categorical Time Series. Journal of Multivariate Analysis, 67 (2). pp. 277-296. ISSN 0047-259X

Fokianos, K. and Kedem, B. and Qin, J. and Haferman, J.L. and Short, D.A. (1998) On combining instruments. Journal of Applied Meteorology, 37 (2). pp. 220-226.

Fokianos, K. and Kedem, B. and Short, D.A. (1996) Predicting precipitation level. Journal of Geophysical Research: Atmospheres, 101 (D21). pp. 26473-26477. ISSN 0747-7309

Contribution in Book/Report/Proceedings

Fokianos, K. (2012) Count Time Series Models. In: Handobook of Statistics : Time Series-Methods and Applications. Handbook of Statistics, 30 (1). UNSPECIFIED, North Holland, pp. 315-347. ISBN 9780444538581