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Fokianos, Konstantinos

Author ID: fokianos.konstantinos Recent zbMATH articles by "Fokianos, Konstantinos"
Published as: Fokianos, Konstantinos; Fokianos, K.
External Links: ORCID

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 1,042 times in 484 Documents Cited by Year
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
162
2009
Regression models for time series analysis. Zbl 1011.62089
Kedem, Benjamin; Fokianos, Konstantinos
109
2002
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
67
2012
Log-linear Poisson autoregression. Zbl 1207.62165
Fokianos, Konstantinos; Tjøstheim, Dag
62
2011
Interventions in INGARCH processes. Zbl 1242.62095
Fokianos, Konstantinos; Fried, Roland
54
2010
Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084
Christou, Vasiliki; Fokianos, Konstantinos
51
2014
Regression theory for categorical time series. Zbl 1055.62095
Fokianos, Konstantinos; Kedem, Benjamin
45
2003
A semiparametric approach to the one-way layout. Zbl 1072.62583
Fokianos, Konstantinos; Kedem, Benjamin; Qin, Jing; Short, David A.
42
2001
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
38
2012
Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073
Fokianos, Konstantinos; Kedem, Benjamin
28
2004
Some recent progress in count time series. Zbl 1291.62164
Fokianos, Konstantinos
28
2011
Prediction and classification of non-stationary categorical time series. Zbl 0919.62105
Fokianos, Konstantinos; Kedem, Benjamin
27
1998
Merging information for semiparametric density estimation. Zbl 1059.62028
Fokianos, Konstantinos
24
2004
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
22
2020
Retrospective change detection for binary time series models. Zbl 1278.62143
Fokianos, Konstantinos; Gombay, Edit; Hussein, Abdulkadir
22
2014
Interventions in log-linear Poisson autoregression. Zbl 07257881
Fokianos, Konstantinos; Fried, Roland
20
2012
Likelihood estimation for the INAR(\(p\)) model by saddlepoint approximation. Zbl 1373.62453
Pedeli, Xanthi; Davison, Anthony C.; Fokianos, Konstantinos
19
2015
On the effect of misspecifying the density ratio model. Zbl 1099.62018
Fokianos, Konstantinos; Kaimi, Irene
14
2006
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
14
2012
A goodness-of-fit test for Poisson count processes. Zbl 1327.62455
Fokianos, Konstantinos; Neumann, Michael H.
14
2013
Clustering of biological time series by cepstral coefficients based distances. Zbl 1138.68515
Savvides, Alexios; Promponas, Vasilis J.; Fokianos, Konstantinos
12
2008
On binary and categorical time series models with feedback. Zbl 1298.62155
Moysiadis, Theodoros; Fokianos, Konstantinos
12
2014
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
12
2013
Order-restricted semiparametric inference for the power bias model. Zbl 1192.62101
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
11
2010
Testing independence for multivariate time series via the auto-distance correlation matrix. Zbl 07072416
Fokianos, K.; Pitsillou, Maria
11
2018
Retrospective Bayesian outlier detection in INGARCH series. Zbl 1332.62321
Fried, Roland; Agueusop, Inoncent; Bornkamp, Björn; Fokianos, Konstantinos; Fruth, Jana; Ickstadt, Katja
10
2015
On categorical time series models with covariates. Zbl 1431.62370
Fokianos, Konstantinos; Truquet, Lionel
10
2019
Count time series: a methodological review. Zbl 1510.62356
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini
10
2021
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric
9
2017
Estimation and testing linearity for non-linear mixed Poisson autoregressions. Zbl 1327.62456
Christou, Vasiliki; Fokianos, Konstantinos
8
2015
On integrated \(L^1\) convergence rate of an isotonic regression estimator for multivariate observations. Zbl 1452.62282
Fokianos, Konstantinos; Leucht, Anne; Neumann, Michael H.
8
2020
Comparing two samples by penalized logistic regression. Zbl 1320.62070
Fokianos, Konstantinos
7
2008
A generalized-moments specification test for the logistic link. Zbl 0959.62040
Fokianos, Konstantinos; Peng, Amy; Qin, Jing
6
1999
On count time series prediction. Zbl 1457.62258
Christou, Vasiliki; Fokianos, Konstantinos
6
2015
Density ratio model selection. Zbl 1127.62035
Fokianos, Konstantinos
5
2007
Semiparametric inference for the two-way layout under order restrictions. Zbl 1309.62123
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
5
2014
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. Zbl 1349.62409
Kitromilidou, Stella; Fokianos, Konstantinos
4
2016
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
4
2021
A note on Monte Carlo maximization by the density ratio model. Zbl 1211.62057
Fokianos, Konstantinos; Qin, Jing
3
2008
Power divergence family of tests for categorical time series models. Zbl 1014.62105
Fokianos, Konstantinos
3
2002
Biological applications of time series frequency domain clustering. Zbl 1281.62232
Fokianos, Konstantinos; Promponas, Vasilis J.
3
2012
Robust estimation methods for a class of log-linear count time series models. Zbl 1510.62362
Kitromilidou, Stella; Fokianos, Konstantinos
3
2016
Comments on: Some recent theory for autoregressive count time series. Zbl 1362.62167
Fokianos, Konstantinos
3
2012
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
3
2013
Box-Cox transformation for semiparametric comparison of two samples. Zbl 05280098
Fokianos, Konstantinos
2
2003
On locally dyadic stationary processes. Zbl 1372.94365
Moysiadis, Theodoros; Fokianos, Konstantinos
2
2017
An updated literature review of distance correlation and its applications to time series. Zbl 07763645
Edelmann, Dominic; Fokianos, Konstantinos; Pitsillou, Maria
2
2019
Two Cholesky-log-GARCH models for multivariate volatilities. Zbl 07258988
Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen
2
2015
Safe density ratio modeling. Zbl 1170.62049
Konis, Kjell; Fokianos, Konstantinos
1
2009
Integer autoregressive and moving average models. Zbl 1048.62084
Fokianos, Konstantinos
1
2004
Modelling interventions in INGARCH processes. Zbl 1343.62064
Liboschik, Tobias; Kerschke, Pascal; Fokianos, Konstantinos; Fried, Roland
1
2016
Statistical analysis of multivariate discrete-valued time series. Zbl 1482.62090
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy
1
2022
Statistical analysis of multivariate discrete-valued time series. Zbl 1482.62090
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy
1
2022
Count time series: a methodological review. Zbl 1510.62356
Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini
10
2021
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
4
2021
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
22
2020
On integrated \(L^1\) convergence rate of an isotonic regression estimator for multivariate observations. Zbl 1452.62282
Fokianos, Konstantinos; Leucht, Anne; Neumann, Michael H.
8
2020
On categorical time series models with covariates. Zbl 1431.62370
Fokianos, Konstantinos; Truquet, Lionel
10
2019
An updated literature review of distance correlation and its applications to time series. Zbl 07763645
Edelmann, Dominic; Fokianos, Konstantinos; Pitsillou, Maria
2
2019
Testing independence for multivariate time series via the auto-distance correlation matrix. Zbl 07072416
Fokianos, K.; Pitsillou, Maria
11
2018
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric
9
2017
On locally dyadic stationary processes. Zbl 1372.94365
Moysiadis, Theodoros; Fokianos, Konstantinos
2
2017
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. Zbl 1349.62409
Kitromilidou, Stella; Fokianos, Konstantinos
4
2016
Robust estimation methods for a class of log-linear count time series models. Zbl 1510.62362
Kitromilidou, Stella; Fokianos, Konstantinos
3
2016
Modelling interventions in INGARCH processes. Zbl 1343.62064
Liboschik, Tobias; Kerschke, Pascal; Fokianos, Konstantinos; Fried, Roland
1
2016
Likelihood estimation for the INAR(\(p\)) model by saddlepoint approximation. Zbl 1373.62453
Pedeli, Xanthi; Davison, Anthony C.; Fokianos, Konstantinos
19
2015
Retrospective Bayesian outlier detection in INGARCH series. Zbl 1332.62321
Fried, Roland; Agueusop, Inoncent; Bornkamp, Björn; Fokianos, Konstantinos; Fruth, Jana; Ickstadt, Katja
10
2015
Estimation and testing linearity for non-linear mixed Poisson autoregressions. Zbl 1327.62456
Christou, Vasiliki; Fokianos, Konstantinos
8
2015
On count time series prediction. Zbl 1457.62258
Christou, Vasiliki; Fokianos, Konstantinos
6
2015
Two Cholesky-log-GARCH models for multivariate volatilities. Zbl 07258988
Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen
2
2015
Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084
Christou, Vasiliki; Fokianos, Konstantinos
51
2014
Retrospective change detection for binary time series models. Zbl 1278.62143
Fokianos, Konstantinos; Gombay, Edit; Hussein, Abdulkadir
22
2014
On binary and categorical time series models with feedback. Zbl 1298.62155
Moysiadis, Theodoros; Fokianos, Konstantinos
12
2014
Semiparametric inference for the two-way layout under order restrictions. Zbl 1309.62123
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
5
2014
A goodness-of-fit test for Poisson count processes. Zbl 1327.62455
Fokianos, Konstantinos; Neumann, Michael H.
14
2013
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
12
2013
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
3
2013
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
67
2012
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
38
2012
Interventions in log-linear Poisson autoregression. Zbl 07257881
Fokianos, Konstantinos; Fried, Roland
20
2012
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
14
2012
Biological applications of time series frequency domain clustering. Zbl 1281.62232
Fokianos, Konstantinos; Promponas, Vasilis J.
3
2012
Comments on: Some recent theory for autoregressive count time series. Zbl 1362.62167
Fokianos, Konstantinos
3
2012
Log-linear Poisson autoregression. Zbl 1207.62165
Fokianos, Konstantinos; Tjøstheim, Dag
62
2011
Some recent progress in count time series. Zbl 1291.62164
Fokianos, Konstantinos
28
2011
Interventions in INGARCH processes. Zbl 1242.62095
Fokianos, Konstantinos; Fried, Roland
54
2010
Order-restricted semiparametric inference for the power bias model. Zbl 1192.62101
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
11
2010
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
162
2009
Safe density ratio modeling. Zbl 1170.62049
Konis, Kjell; Fokianos, Konstantinos
1
2009
Clustering of biological time series by cepstral coefficients based distances. Zbl 1138.68515
Savvides, Alexios; Promponas, Vasilis J.; Fokianos, Konstantinos
12
2008
Comparing two samples by penalized logistic regression. Zbl 1320.62070
Fokianos, Konstantinos
7
2008
A note on Monte Carlo maximization by the density ratio model. Zbl 1211.62057
Fokianos, Konstantinos; Qin, Jing
3
2008
Density ratio model selection. Zbl 1127.62035
Fokianos, Konstantinos
5
2007
On the effect of misspecifying the density ratio model. Zbl 1099.62018
Fokianos, Konstantinos; Kaimi, Irene
14
2006
Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073
Fokianos, Konstantinos; Kedem, Benjamin
28
2004
Merging information for semiparametric density estimation. Zbl 1059.62028
Fokianos, Konstantinos
24
2004
Integer autoregressive and moving average models. Zbl 1048.62084
Fokianos, Konstantinos
1
2004
Regression theory for categorical time series. Zbl 1055.62095
Fokianos, Konstantinos; Kedem, Benjamin
45
2003
Box-Cox transformation for semiparametric comparison of two samples. Zbl 05280098
Fokianos, Konstantinos
2
2003
Regression models for time series analysis. Zbl 1011.62089
Kedem, Benjamin; Fokianos, Konstantinos
109
2002
Power divergence family of tests for categorical time series models. Zbl 1014.62105
Fokianos, Konstantinos
3
2002
A semiparametric approach to the one-way layout. Zbl 1072.62583
Fokianos, Konstantinos; Kedem, Benjamin; Qin, Jing; Short, David A.
42
2001
A generalized-moments specification test for the logistic link. Zbl 0959.62040
Fokianos, Konstantinos; Peng, Amy; Qin, Jing
6
1999
Prediction and classification of non-stationary categorical time series. Zbl 0919.62105
Fokianos, Konstantinos; Kedem, Benjamin
27
1998
all top 5

Cited by 671 Authors

40 Fokianos, Konstantinos
28 Zhu, Fukang
23 Lee, Sangyeol
17 Doukhan, Paul
17 Weiß, Christian H.
16 Wang, Dehui
13 Li, Qi
12 Kedem, Benjamin
10 Tjøstheim, Dag B.
10 Truquet, Lionel
9 Neumann, Michael H.
9 Yang, Kai
8 Aknouche, Abdelhakim
7 Biswas, Atanu
7 Chen, Cathy W. S.
7 Davidov, Ori
7 Fried, Roland
7 Zhang, Haixiang
6 Cui, Yunwei
6 Li, Han
6 Scotto, Manuel González
6 Sutradhar, Brajendra Chandra
6 Zhang, Biao
5 Barreto-Souza, Wagner
5 Chen, Huaping
5 Francq, Christian
5 Kengne, William Charky
5 Kharin, Yuriĭ Sëmenovich
5 Lund, Robert B.
5 Maiti, Raju
5 Meintanis, Simos G.
5 Voloshko, Valeriĭ Anatol’evich
4 Bayer, Fábio Mariano
4 Cui, Yan
4 Diop, Mamadou Lamine
4 Douc, Randal
4 Hudecová, Šárka
4 Iliopoulos, George
4 Jentsch, Carsten
4 Kang, Jiwon
4 Kim, Byungsoo
4 Kim, Dongwon
4 Lee, Youngmi
4 Leoni-Aubin, Samuela
4 Pumi, Guilherme
4 Qin, Jing
3 Almohaimeed, Bader S.
3 Basawa, Ishwar V.
3 Christou, Vasiliki
3 Davis, Richard A.
3 Debaly, Zinsou Max
3 D’Urso, Pierpaolo
3 Edelmann, Dominic
3 Gombay, Edit
3 Goto, Yuichi
3 Gouveia, Sónia
3 Han, Qiyang
3 Holan, Scott H.
3 Hušková, Marie
3 Jo, Minyoung
3 Jung, Robert C.
3 Kirch, Claudia
3 Kirchner, Matthias
3 Leucht, Anne
3 Li, Pengfei
3 Liu, Mengya
3 Lu, Guanhua
3 Ombao, Hernando C.
3 Pardo, Leandro
3 Pereira, Isabel M. S.
3 Puig, Pedro
3 Ravishanker, Nalini
3 Roueff, François
3 Schweer, Sebastian
3 Shephard, Neil
3 Sim, Tepmony
3 Song, Peter Xue-Kun
3 Veraart, Almut E. D.
3 Wan, Shuwen
3 Wang, Xinyang
3 Wu, Rongning
2 Aleksandrov, Boris
2 Andrade, Marinho Gomes
2 Armillotta, Mirko
2 Aubin, Jean-Baptiste
2 Baena-Mirabete, S.
2 Bakouch, Hassan S.
2 Cavanaugh, Joseph E.
2 Chan, Ngai Hang
2 Chang, Hsin-wen
2 Chen, Li-Ching
2 Chen, Rong
2 Curato, Imma Valentina
2 Davis, Ginger M.
2 Davison, Anthony C.
2 Deng, Hang
2 El Barmi, Hammou
2 Elsaied, Hanan
2 Eyjolfsson, Heidar
2 Gagnon, Richard E.
...and 571 more Authors
all top 5

Cited in 108 Serials

44 Journal of Time Series Analysis
22 Computational Statistics and Data Analysis
21 Journal of Statistical Computation and Simulation
20 Electronic Journal of Statistics
19 Journal of Statistical Planning and Inference
19 Statistics & Probability Letters
16 Test
14 Journal of Multivariate Analysis
14 Communications in Statistics. Simulation and Computation
13 Communications in Statistics. Theory and Methods
12 Journal of Statistical Theory and Practice
11 The Annals of Statistics
11 Bernoulli
11 Statistical Modelling
10 Metrika
9 Annals of the Institute of Statistical Mathematics
9 Statistical Papers
9 AStA. Advances in Statistical Analysis
8 Statistics
8 Stochastic Processes and their Applications
7 Journal of Econometrics
7 Journal of the Korean Statistical Society
6 Scandinavian Journal of Statistics
6 Statistica Neerlandica
6 Computational Statistics
5 The Canadian Journal of Statistics
5 Biometrics
5 Journal of the American Statistical Association
4 The Annals of Applied Probability
4 Journal of Nonparametric Statistics
4 Journal of Applied Statistics
4 Econometric Theory
4 Statistical Methods and Applications
4 Statistical Methodology
4 The Annals of Applied Statistics
3 Journal of Applied Probability
3 Statistica Sinica
3 Statistical Inference for Stochastic Processes
3 Methodology and Computing in Applied Probability
3 Brazilian Journal of Probability and Statistics
3 Quantitative Finance
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Mathematical Analysis and Applications
2 Biometrical Journal
2 Fuzzy Sets and Systems
2 Information Sciences
2 International Statistical Review
2 Metron
2 Stochastic Analysis and Applications
2 Statistical Science
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 International Journal of Computer Mathematics
2 Studies in Nonlinear Dynamics and Econometrics
2 Biostatistics
2 Sankhyā. Series B
2 Communications in Mathematics and Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Statistica
1 Insurance Mathematics & Economics
1 Journal of Classification
1 Acta Mathematicae Applicatae Sinica. English Series
1 International Journal of Approximate Reasoning
1 Science in China. Series A
1 Economic Quality Control
1 Applied Mathematical Modelling
1 Pattern Recognition
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Mathematical Methods of Statistics
1 Computational and Applied Mathematics
1 Fractals
1 Journal of Computational Neuroscience
1 Lifetime Data Analysis
1 The Journal of Fourier Analysis and Applications
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Stochastic Models
1 Journal of Machine Learning Research (JMLR)
1 Vestsi Natsyyanal’naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk
1 SORT. Statistics and Operations Research Transactions
1 International Journal of Wavelets, Multiresolution and Information Processing
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Acta Mathematica Sinica. Chinese Series
1 Statistical Analysis and Data Mining
1 International Journal of Biomathematics
1 Journal of Electrical and Computer Engineering
1 Statistics Surveys
1 Science China. Mathematics
1 Journal of Computational and Graphical Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
...and 8 more Serials

Citations by Year