Home > Research > Researchers > Professor Konstantinos Fokianos > Publications

Professor Konstantinos Fokianos

  1. 2017
  2. 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 Journal/MagazineJournal articlepeer-review

  3. 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 Journal/MagazineJournal articlepeer-review

  4. 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 Journal/MagazineEditorial

  5. 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 Journal/MagazineSpecial issuepeer-review

  6. 2016
  7. 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 Journal/MagazineJournal articlepeer-review

  8. 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 Journal/MagazineJournal articlepeer-review

  9. 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 Journal/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. 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)peer-review

  12. 2015
  13. 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 Journal/MagazineJournal articlepeer-review

Back to top