The following pages link to Konstantinos Fokianos (Q245559):
Displayed 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- (Q329061) (redirect page) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- (Q406538) (redirect page) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- (Q491399) (redirect page) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- (Q589515) (redirect page) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- A note on Monte Carlo maximization by the density ratio model (Q715773) (← links)
- Safe density ratio modeling (Q842954) (← links)
- On the effect of misspecifying the density ratio model (Q853820) (← links)
- Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Power divergence family of tests for categorical time series models (Q1868272) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes'' (Q1950685) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Comparing two samples by penalized logistic regression (Q1951763) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (Q2362685) (← links)
- Clustering of biological time series by cepstral coefficients based distances (Q2427375) (← links)
- Modelling interventions in INGARCH processes (Q2804921) (← links)
- Semiparametric Inference for the Two-way Layout Under Order Restrictions (Q2922157) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Poisson Autoregression (Q3069878) (← links)
- (Q3149660) (← links)
- (Q3498009) (← links)
- Order-Restricted Semiparametric Inference for the Power Bias Model (Q3576933) (← links)
- A generalized‐moments specification test for the logistic link (Q4488789) (← links)
- A Semiparametric Approach to the One-Way Layout (Q4541400) (← links)
- Merging Information for Semiparametric Density Estimation (Q4670803) (← links)
- (Q4825410) (← links)
- Partial Likelihood Inference For Time Series Following Generalized Linear Models (Q4828176) (← links)
- A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models (Q4939807) (← links)
- Inference for the relative treatment effect with the density ratio model (Q4970879) (← links)
- Interventions in log-linear Poisson autoregression (Q4970959) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- On Integrated L<sup>1</sup> Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations (Q5138822) (← links)
- On count time series prediction (Q5220723) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)
- Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation (Q5367436) (← links)
- On Locally Dyadic Stationary Processes (Q5369839) (← links)