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Professor Konstantinos Fokianos

  1. Journal article
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

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