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Professor Konstantinos Fokianos

Chair in Statistics

  1. 2018
  2. E-pub ahead of print

    On categorical time series with covariates

    Fokianos, K. & Truquet, L., 9/10/2018, In : Stochastic Processes and their Applications. 129, 9, p. 3446-3462 17 p.

    Research output: Contribution to journalJournal article

  3. E-pub ahead of print

    An Updated Literature Review of Distance Correlation and Its Applications to Time Series

    Edelmann, D., Fokianos, K. & Pitsillou, M., 27/09/2018, In : International Statistical Review.

    Research output: Contribution to journalJournal article

  4. Published

    Testing independence for multivariate time series via the auto-distance correlation matrix

    Fokianos, K. & Pitsillou, M., 1/06/2018, In : Biometrika. 105, 2, p. 337-352 16 p.

    Research output: Contribution to journalJournal article

  5. Published

    Mixtures of Nonlinear Poisson Autoregressions

    Doukhan, P., Fokianos, K. & Rynkiewicz, J., 2018.

    Research output: Working paper

  6. 2017
  7. Published

    tscount: An R package for analysis of count time series following generalized linear models

    Liboschik, T., Fokianos, K. & Fried, R., 30/11/2017, In : Journal of Statistical Software. 82, 5, 51 p.

    Research output: Contribution to journalJournal article

  8. Published

    On Locally Dyadic Stationary Processes

    Moysiadis, T. & Fokianos, K., 08/2017, In : IEEE Transactions on Information Theory. 63, 8, p. 4829-4837 9 p.

    Research output: Contribution to journalJournal article

  9. Published

    Binary time series models driven by a latent process

    Fokianos, K. & Moysiadis, T., 04/2017, In : Econometrics and Statistics. 2, p. 117-130 14 p.

    Research output: Contribution to journalJournal article

  10. Published

    The effect of resveratrol on hypertension: A clinical trial

    Theodotou, M., Fokianos, K., Mouzouridou, A., Konstantinou, C., Aristotelous, A., Prodromou, D. & Chrysikou, A., 01/2017, In : Experimental and Therapeutic Medicine. 13, 1, p. 295-301 7 p.

    Research output: Contribution to journalJournal article

  11. Published

    Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models∗

    Douc, R., Fokianos, K. & Moulines, E., 2017, In : Electronic Journal of Statistics. 11, 2, p. 2707-2740 34 p.

    Research output: Contribution to journalJournal article

  12. Published

    Consistent Testing for Pairwise Dependence in Time Series

    Fokianos, K. & Pitsillou, M., 2017, In : Technometrics. 59, 2, p. 262-270 9 p.

    Research output: Contribution to journalJournal article

  13. Published

    Editorial for the special issue in honour of Paul Doukhan

    Bardet, J-M., Fokianos, K. & Neumann, M. H., 2017, In : Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-2 2 p.

    Research output: Contribution to journalEditorial

  14. Published

    Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications’

    Bardet, J-M. (ed.), Fokianos, K. (ed.) & Neumann, M. H. (ed.), 2017, In : Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-234 234 p.

    Research output: Contribution to journalSpecial issue

  15. 2016
  16. Published

    Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions

    Kitromilidou, S. & Fokianos, K., 10/2016, In : Statistical Inference for Stochastic Processes. 19, 3, p. 337-361 25 p.

    Research output: Contribution to journalJournal article

  17. Published

    DCovTS: Distance covariance/correlation for time series

    Pitsillou, M. & Fokianos, K., 23/09/2016, In : The R Journal. 8, 2, p. 324-340 17 p.

    Research output: Contribution to journalJournal article

  18. Published

    Modelling interventions in INGARCH processes

    Liboschik, T., Kerschke, P., Fokianos, K. & Fried, R., 2016, In : International Journal of Computer Mathematics. 93, 4, p. 640-657 18 p.

    Research output: Contribution to journalJournal article

  19. Published

    Robust estimation methods for a class of log-linear count time series models

    Kitromilidou, S. & Fokianos, K., 2016, In : Journal of Statistical Computation and Simulation. 86, 4, p. 740-755 16 p.

    Research output: Contribution to journalJournal article

  20. Published

    Statistical analysis of count time series models: a GLM perspective

    Fokianos, K., 2016, Handbok of discrete-valued time series. Davis, R., Holan, S. H., Lund, R. & Ravishanker, N. (eds.). Chapman and Hall/CRC Press, p. 3-27 25 p. (Handbooks of Modern Statistical Methods).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  21. 2015
  22. Published

    Estimation and testing linearity for non-linear mixed Poisson autoregressions

    Christou, V. & Fokianos, K., 2015, In : Electronic Journal of Statistics. 9, 1, p. 1357-1377 21 p.

    Research output: Contribution to journalJournal article

  23. Published

    Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

    Pedeli, X., Davison, A. C. & Fokianos, K., 2015, In : Journal of the American Statistical Association. 110, 511, p. 1229-1238 10 p.

    Research output: Contribution to journalJournal article

  24. Published

    On count time series prediction

    Christou, V. & Fokianos, K., 2015, In : Journal of Statistical Computation and Simulation. 85, 2, p. 357-373 17 p.

    Research output: Contribution to journalJournal article

  25. Published

    Two Cholesky-log-GARCH models for multivariate volatilities

    Pedeli, X., Fokianos, K. & Pourahmadi, M., 2015, In : Statistical Modelling. 15, 3, p. 233-255 23 p.

    Research output: Contribution to journalJournal article

  26. 2014
  27. Published

    On binary and categorical time series models with feedback

    Moysiadis, T. & Fokianos, K., 10/2014, In : Journal of Multivariate Analysis. 131, p. 209-228 20 p.

    Research output: Contribution to journalJournal article

  28. Published

    Retrospective change detection for binary time series models

    Fokianos, K., Gombay, E. & Hussein, A., 02/2014, In : Journal of Statistical Planning and Inference. 145, p. 102-112 11 p.

    Research output: Contribution to journalJournal article

  29. Published

    Quasi-likelihood inference for negative binomial time series models

    Christou, V. & Fokianos, K., 01/2014, In : Journal of Time Series Analysis. 35, 1, p. 55-78 24 p.

    Research output: Contribution to journalJournal article

  30. Published

    Semiparametric inference for the two-way layout under order restrictions

    Davidov, O., Fokianos, K. & Iliopoulos, G., 2014, In : Scandinavian Journal of Statistics. 41, 3, p. 622-638 17 p.

    Research output: Contribution to journalJournal article

  31. 2013
  32. Published

    A goodness-of-fit test for Poisson count processes

    Fokianos, K. & Neumann, M. H., 2013, In : Electronic Journal of Statistics. 7, 1, p. 793-819 27 p.

    Research output: Contribution to journalJournal article

  33. Published

    Retrospective Bayesian outlier detection in INGARCH series

    Fried, R., Agueusop, I., Bornkamp, B., Fokianos, K., Fruth, J. & Ickstadt, K., 2013, In : Statistics and Computing. 25, 2, p. 365-374 10 p.

    Research output: Contribution to journalJournal article

  34. 2012
  35. Published

    Nonlinear Poisson autoregression

    Fokianos, K. & Tjøstheim, D., 12/2012, In : Annals of the Institute of Statistical Mathematics. 64, 6, p. 1205-1225 21 p.

    Research output: Contribution to journalJournal article

  36. Published

    On weak dependence conditions: The case of discrete valued processes

    Doukhan, P., Fokianos, K. & Li, X., 11/2012, In : Statistics and Probability Letters. 82, 11, p. 1941-1948 8 p.

    Research output: Contribution to journalJournal article

  37. Published

    Biological applications of time series frequency domain clustering

    Fokianos, K. & Promponas, V. J., 09/2012, In : Journal of Time Series Analysis. 33, 5, p. 744-756 13 p.

    Research output: Contribution to journalJournal article

  38. Published

    Comments on: Some recent theory for autoregressive count time series

    Fokianos, K., 09/2012, In : Test. 21, 3, p. 451-454 4 p.

    Research output: Contribution to journalComment/debate

  39. Published

    Interventions in log-linear Poisson autoregression

    Fokianos, K. & Fried, R., 08/2012, In : Statistical Modelling. 12, 4, p. 299-322 24 p.

    Research output: Contribution to journalJournal article

  40. Published

    On weak dependence conditions for Poisson autoregressions

    Doukhan, P., Fokianos, K. & Tjøstheim, D., 05/2012, In : Statistics and Probability Letters. 82, 5, p. 942-948 7 p.

    Research output: Contribution to journalJournal article

  41. Published

    Aspect in L2 and L3 Acquisition of Greek

    Karpava, S., Grohmann, K. & Fokianos, K., 2012, Cross-linguistic Influences in Multilingual Language Acquisition. Gabrys-Barker, D. (ed.). Heidelberg: Springer-Verlag, p. 41-62 22 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  42. Published

    Count Time Series Models

    Fokianos, K., 2012, Handobook of Statistics: Time Series-Methods and Applications. Suba Rao, T., Subba Rao, S. & Rao, C. R. (eds.). 1 ed. North Holland, Vol. 30. p. 315-347 33 p. (Handbook of Statistics; vol. 30).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  43. 2011
  44. Published

    Log-linear Poisson autoregression

    Fokianos, K. & Tjøstheim, D., 03/2011, In : Journal of Multivariate Analysis. 102, 3, p. 563-578 16 p.

    Research output: Contribution to journalJournal article

  45. Published

    Some recent progress in count time series

    Fokianos, K., 2011, In : Statistics:A Journal of Theoretical and Applied Statistics. 45, 1, p. 49-58 10 p.

    Research output: Contribution to journalJournal article

  46. 2010
  47. Published

    Order-restricted semiparametric inference for the power bias model

    Davidov, O., Fokianos, K. & Iliopoulos, G., 06/2010, In : Biometrics. 66, 2, p. 549-557 9 p.

    Research output: Contribution to journalJournal article

  48. Published

    Interventions in INGARCH processes

    Fokianos, K. & Fried, R., 05/2010, In : Journal of Time Series Analysis. 31, 3, p. 210-225 16 p.

    Research output: Contribution to journalJournal article

  49. Published

    Spectral density ratio based clustering methods for the binary segmentation of protein sequences: A comparative study

    Ioannou, A., Fokianos, K. & Promponas, V. J., 05/2010, In : BioSystems. 100, 2, p. 132-143 12 p.

    Research output: Contribution to journalJournal article

  50. Published

    Spectral estimation

    Fokianos, K., 03/2010, In : Wiley Interdisciplinary Reviews: Computational Statistics. 2, 2, p. 165-170 6 p.

    Research output: Contribution to journalJournal article

  51. Published

    Penalized Estimation for Integer Autoregressive Models

    Fokianos, K., 2010, Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. Kneib, T. & Tutz, G. (eds.). Heidelberg: Physica Verlag, p. 337-352 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  52. 2009
  53. Published

    Integer-valued time series

    Fokianos, K., 11/2009, In : Wiley Interdisciplinary Reviews: Computational Statistics. 1, 3, p. 361-364 4 p.

    Research output: Contribution to journalJournal article

  54. Published

    Safe density ratio modeling

    Konis, K. & Fokianos, K., 15/09/2009, In : Statistics and Probability Letters. 79, 18, p. 1915-1920 6 p.

    Research output: Contribution to journalJournal article

  55. Published

    Poisson autoregression

    Fokianos, K., Rahbek, A. & Tjøstheim, D., 2009, In : Journal of the American Statistical Association. 104, 488, p. 1430-1439 10 p.

    Research output: Contribution to journalJournal article

  56. 2008
  57. Published

    Clustering of biological time series by cepstral coefficients based distances

    Savvides, A., Promponas, V. J. & Fokianos, K., 07/2008, In : Pattern Recognition. 41, 7, p. 2398-2412 15 p.

    Research output: Contribution to journalJournal article

  58. Published

    A note on Monte Carlo maximization by the density ratio model

    Fokianos, K. & Qin, J., 2008, In : Journal of Statistical Theory and Practice. 2, 3, p. 355-367 13 p.

    Research output: Contribution to journalJournal article

  59. Published

    Comparing two samples by penalized logistic regression

    Fokianos, K., 2008, In : Electronic Journal of Statistics. 2, p. 564-580 17 p.

    Research output: Contribution to journalJournal article

  60. Published

    On comparing several spectral densities

    Fokianos, K. & Savvides, A., 2008, In : Technometrics. 50, 3, p. 317-331 15 p.

    Research output: Contribution to journalJournal article

  61. 2007
  62. Published

    Increased radiation exposure by granite used as natural tiling rock in Cypriot houses

    Fokianos, K., Sarrou, I. & Pashalidis, I., 03/2007, In : Radiation Measurements. 42, 3, p. 446-448 3 p.

    Research output: Contribution to journalJournal article

  63. Published

    Density ratio model selection

    Fokianos, K., 2007, In : Journal of Statistical Computation and Simulation. 77, 9, p. 805-819 15 p.

    Research output: Contribution to journalJournal article

  64. 2006
  65. Published

    On the effect of misspecifying the density ratio model

    Fokianos, K. & Kaimi, I., 09/2006, In : Annals of the Institute of Statistical Mathematics. 58, 3, p. 475-497 23 p.

    Research output: Contribution to journalJournal article

  66. Published

    Partial likelihood for Observation Driven Models

    Fokianos, K., 2006, Student: A Celebration of Statistics: Papers in Honor of D.R. Cox. Dodge, Y. & Melfi, G. (eds.). p. 185-194

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  67. 2005
  68. Published

    A two-sample model for the comparison of radiation doses

    Fokianos, K., Sarrou, I. & Pashalidis, I., 10/2005, In : Chemometrics and Intelligent Laboratory Systems. 79, 1-2, p. 1-9 9 p.

    Research output: Contribution to journalJournal article

  69. 2004
  70. Published

    Merging information for semiparametric density estimation

    Fokianos, K., 11/2004, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 66, 4, p. 941-958 18 p.

    Research output: Contribution to journalJournal article

  71. Published

    Statistical comparison of algorithms

    Kedem, B., Wolff, D. B. & Fokianos, K., 06/2004, In : IEEE Transactions on Instrumentation and Measurement. 53, 3, p. 770-776 7 p.

    Research output: Contribution to journalJournal article

  72. Published

    Partial likelihood inference for time series following generalized linear models

    Fokianos, K. & Kedem, B., 03/2004, In : Journal of Time Series Analysis. 25, 2, p. 173-197 25 p.

    Research output: Contribution to journalJournal article

  73. Published

    Identifying periodically expressed transcripts in microarray time series data

    Wichert, S., Fokianos, K. & Strimmer, K., 1/01/2004, In : Bioinformatics. 20, 1, p. 5-20 16 p.

    Research output: Contribution to journalJournal article

  74. Published

    Semiparametric Filtering in Speech Processing

    Kedem, B. & Fokianos, K., 2004, Mathematical Foundations of Speech and Language Processing. Johnson, M., Khudanput, S. P., Ostendorf, M. & Rosenfeld, R. (eds.). New York: Springer-Verlag, p. 271-281 11 p. (The IMA Volumes in Mathematics and Its Applications; vol. 138).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  75. 2003
  76. Published

    Box--Cox Transformation for Semiparametric Comparison of Two Samples

    Fokianos, K., 2003, Foundations of Statistical Inference: Proceedings of the Shoresh Conference 2000. Haitovsky, Y., Lerche, H-R. & Ritov, Y. (eds.). Heidelberg: Physica Verlag, p. 131-139 9 p. (Contributions to Statistics).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  77. Published

    Regression Theory for Categorical Time Series

    Fokianos, K. & Kedem, B., 2003, In : Statistical Science. 18, 3, p. 357-376 20 p.

    Research output: Contribution to journalJournal article

  78. 2002
  79. Published

    Power divergence family of tests for categorical time series models

    Fokianos, K., 09/2002, In : Annals of the Institute of Statistical Mathematics. 54, 3, p. 543-564 22 p.

    Research output: Contribution to journalJournal article

  80. Published

    Regression Models for Binary Time Series

    Kedem, B. & Fokianos, K., 2002, Modelling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications. Dror, M., L'Ecuyer, P. & Szidarovszky, F. (eds.). Kluwer Academic Publishers, p. 185-199 15 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  81. Published

    Regression Models for Time Series Analysis

    Kedem, B. & Fokianos, K., 2002, Hoboken, NJ: Wiley. 337 p. (Wiley Series in Probability and Statistics)

    Research output: Book/Report/ProceedingsBook

  82. 2001
  83. Published

    Truncated Poisson regression for time series of counts

    Fokianos, K., 12/2001, In : Scandinavian Journal of Statistics. 28, 4, p. 645-659 15 p.

    Research output: Contribution to journalJournal article

  84. Published

    Semiparametric approach to the one-way layout

    Fokianos, K., Qin, J., Kedem, B. & Short, D. A., 2001, In : Technometrics. 43, 1, p. 56-65 10 p.

    Research output: Contribution to journalJournal article

  85. 1999
  86. Published

    A generalized-moments specification test for the logistic link

    Fokianos, K., Peng, A. & Qin, J., 12/1999, In : Canadian Journal of Statistics. 27, 4, p. 735-750 16 p.

    Research output: Contribution to journalJournal article

  87. Published

    A stochastic approximation algorithm for the adaptive control of time series following generalized linear models

    Fokianos, K. & Kedem, B., 05/1999, In : Journal of Time Series Analysis. 20, 3, p. 289-308 20 p.

    Research output: Contribution to journalJournal article

  88. 1998
  89. Published

    Prediction and Classification of Non-stationary Categorical Time Series

    Fokianos, K. & Kedem, B., 11/1998, In : Journal of Multivariate Analysis. 67, 2, p. 277-296 20 p.

    Research output: Contribution to journalJournal article

  90. Published

    On combining instruments

    Fokianos, K., Kedem, B., Qin, J., Haferman, J. L. & Short, D. A., 1998, In : Journal of Applied Meteorology. 37, 2, p. 220-226 7 p.

    Research output: Contribution to journalJournal article

  91. 1996
  92. Published

    Predicting precipitation level

    Fokianos, K., Kedem, B. & Short, D. A., 27/11/1996, In : Journal of Geophysical Research: Atmospheres. 101, D21, p. 26473-26477 5 p.

    Research output: Contribution to journalJournal article

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