Konstantinos Fokianos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes Stochastic Processes and their Applications	2026-05-20	Paper
Mirko Armillotta and Konstantinos Fokianos' contribution to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations'' Journal of the Royal Statistical Society. Series A. Statistics in Society	2026-02-12	Paper
Unveiling Venice's hotels competition networks from dynamic pricing digital market Journal of the Royal Statistical Society. Series A. Statistics in Society	2024-12-20	Paper
Count network autoregression Journal of Time Series Analysis	2024-11-20	Paper
Testing Linearity for Network Autoregressive Models The Annals of Statistics	2024-01-04	Paper
Testing Linearity for Network Autoregressive Models The Annals of Statistics	2024-01-04	Paper
An Updated Literature Review of Distance Correlation and Its Applications to Time Series International Statistical Review	2023-11-10	Paper
An Updated Literature Review of Distance Correlation and Its Applications to Time Series International Statistical Review	2023-11-10	Paper
Clustering multivariate time series using energy distance Journal of Time Series Analysis	2023-08-24	Paper
Count Time Series: A Methodological Review Journal of the American Statistical Association	2023-05-22	Paper
Inference for Non-Stationary Heavy Tailed Time Series	2022-12-21	Paper
Testing Linearity for Network Autoregressive Models The Annals of Statistics	2022-02-08	Paper
Testing Linearity for Network Autoregressive Models The Annals of Statistics	2022-02-08	Paper
Statistical analysis of multivariate discrete-valued time series Journal of Multivariate Analysis	2022-01-03	Paper
Mixtures of nonlinear Poisson autoregressions Journal of Time Series Analysis	2021-06-30	Paper
On Integrated L<sup>1</sup> Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations IEEE Transactions on Information Theory	2020-12-04	Paper
Two Cholesky-log-GARCH models for multivariate volatilities Statistical Modelling	2020-10-12	Paper
Interventions in log-linear Poisson autoregression Statistical Modelling	2020-10-08	Paper
Inference for the relative treatment effect with the density ratio model Statistical Modelling	2020-10-07	Paper
Robust estimation methods for a class of log-linear count time series models Journal of Statistical Computation and Simulation	2020-04-01	Paper
On count time series prediction Journal of Statistical Computation and Simulation	2020-03-27	Paper
Multivariate count autoregression Bernoulli	2019-12-05	Paper
Multivariate count autoregression Bernoulli	2019-12-05	Paper
On categorical time series models with covariates Stochastic Processes and their Applications	2019-09-19	Paper
On categorical time series models with covariates Stochastic Processes and their Applications	2019-09-19	Paper
Testing independence for multivariate time series via the auto-distance correlation matrix Biometrika	2019-06-24	Paper
On Locally Dyadic Stationary Processes IEEE Transactions on Information Theory	2017-10-19	Paper
Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation Journal of the American Statistical Association	2017-10-13	Paper
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models Electronic Journal of Statistics	2017-07-11	Paper
Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions Statistical Inference for Stochastic Processes	2016-10-21	Paper
Modelling interventions in INGARCH processes International Journal of Computer Mathematics	2016-05-06	Paper
Retrospective Bayesian outlier detection in INGARCH series Statistics and Computing	2016-02-23	Paper
Estimation and testing linearity for non-linear mixed Poisson autoregressions Electronic Journal of Statistics	2015-08-25	Paper
Quasi-likelihood inference for negative binomial time series models Journal of Time Series Analysis	2014-12-10	Paper
Semiparametric inference for the two-way layout under order restrictions Scandinavian Journal of Statistics	2014-10-09	Paper
On binary and categorical time series models with feedback Journal of Multivariate Analysis	2014-09-08	Paper
Some recent progress in count time series Statistics	2014-03-14	Paper
Biological applications of time series frequency domain clustering Journal of Time Series Analysis	2014-02-25	Paper
Retrospective change detection for binary time series models Journal of Statistical Planning and Inference	2014-01-23	Paper
Correction to ``On weak dependence conditions for Poisson autoregressions'' Statistics & Probability Letters	2013-12-06	Paper
A goodness-of-fit test for Poisson count processes Electronic Journal of Statistics	2013-05-29	Paper
Comparing two samples by penalized logistic regression Electronic Journal of Statistics	2013-05-24	Paper
Comparing two samples by penalized logistic regression Electronic Journal of Statistics	2013-05-24	Paper
Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes'' Statistics & Probability Letters	2013-05-13	Paper
Comments on: Some recent theory for autoregressive count time series Test	2013-02-05	Paper
Nonlinear Poisson autoregression Annals of the Institute of Statistical Mathematics	2012-12-27	Paper
On weak dependence conditions: the case of discrete valued processes Statistics & Probability Letters	2012-10-17	Paper
On weak dependence conditions for Poisson autoregressions Statistics & Probability Letters	2012-07-05	Paper
A note on Monte Carlo maximization by the density ratio model Journal of Statistical Theory and Practice	2011-04-18	Paper
Interventions in INGARCH processes Journal of Time Series Analysis	2011-04-06	Paper
Log-linear Poisson autoregression Journal of Multivariate Analysis	2011-03-14	Paper
Poisson autoregression Journal of the American Statistical Association	2011-02-01	Paper
Order-restricted semiparametric inference for the power bias model Biometrics	2010-08-03	Paper
Safe density ratio modeling Statistics & Probability Letters	2009-09-28	Paper
scientific article; zbMATH DE number 5280098 (Why is no real title available?)	2008-05-28	Paper
Clustering of biological time series by cepstral coefficients based distances Pattern Recognition	2008-05-09	Paper
Density ratio model selection Journal of Statistical Computation and Simulation	2008-01-28	Paper
On the effect of misspecifying the density ratio model Annals of the Institute of Statistical Mathematics	2006-11-17	Paper
Merging Information for Semiparametric Density Estimation Journal of the Royal Statistical Society Series B: Statistical Methodology	2005-04-22	Paper
Regression theory for categorical time series Statistical Science	2005-02-24	Paper
Partial Likelihood Inference For Time Series Following Generalized Linear Models Journal of Time Series Analysis	2004-11-24	Paper
scientific article; zbMATH DE number 2111563 (Why is no real title available?)	2004-10-28	Paper
Power divergence family of tests for categorical time series models Annals of the Institute of Statistical Mathematics	2003-04-27	Paper
scientific article; zbMATH DE number 1808197 (Why is no real title available?)	2002-09-26	Paper
A Semiparametric Approach to the One-Way Layout Technometrics	2002-07-30	Paper
A generalized‐moments specification test for the logistic link The Canadian Journal of Statistics	2001-05-02	Paper
A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models Journal of Time Series Analysis	2000-03-01	Paper
Prediction and classification of non-stationary categorical time series Journal of Multivariate Analysis	1999-08-16	Paper

Research outcomes over time

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