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Professor Konstantinos Fokianos

Chair in Statistics

  1. 2020
  2. Published

    Multivariate count autoregression

    Fokianos, K., Stove, B., Tjostheim, D. & Doukhan, P., 1/01/2020, In : Bernoulli. 26, 1, p. 471-499 29 p.

    Research output: Contribution to journalJournal article

  3. 2019
  4. Published

    On categorical time series with covariates

    Fokianos, K. & Truquet, L., 1/09/2019, In : Stochastic Processes and their Applications. 129, 9, p. 3446-3462 17 p.

    Research output: Contribution to journalJournal article

  5. Published

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

    Edelmann, D., Fokianos, K. & Pitsillou, M., 1/08/2019, In : International Statistical Review. 87, 2, p. 237-262 26 p.

    Research output: Contribution to journalJournal article

  6. Published

    Effect of resveratrol on non-alcoholic fatty liver disease

    Theodotou, M., Fokianos, K., Moniatis, D., Kadlenic, R., Chrysikou, A., Aristotelous, A., Mouzouridou, A., Diakides, J. & Stavrou, E., 1/07/2019, In : Experimental and Therapeutic Medicine. 18, 1, p. 559-565 7 p.

    Research output: Contribution to journalJournal article

  7. 2018
  8. 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

  9. Published

    Mixtures of Nonlinear Poisson Autoregressions

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

    Research output: Working paper

  10. 2017
  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 2016
  20. 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

  21. 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

  22. 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

  23. 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

  24. 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)

  25. 2015
  26. 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

  27. 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

  28. 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

  29. 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

  30. 2014
  31. 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

  32. 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

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