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Professor Konstantinos Fokianos

  1. 2015
  2. 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 Journal/MagazineJournal articlepeer-review

  3. 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 Journal/MagazineJournal articlepeer-review

  4. 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 Journal/MagazineJournal articlepeer-review

  5. 2014
  6. 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 Journal/MagazineJournal articlepeer-review

  7. 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 Journal/MagazineJournal articlepeer-review

  8. 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 Journal/MagazineJournal articlepeer-review

  9. 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 Journal/MagazineJournal articlepeer-review

  10. 2013
  11. 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 Journal/MagazineJournal articlepeer-review

  12. 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 Journal/MagazineJournal articlepeer-review

  13. 2012
  14. 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 Journal/MagazineJournal articlepeer-review

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