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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 1,213 times in 556 Documents Cited by Year
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
189
2009
Regression models for time series analysis. Zbl 1011.62089
Kedem, Benjamin; Fokianos, Konstantinos
124
2002
Log-linear Poisson autoregression. Zbl 1207.62165
Fokianos, Konstantinos; Tjøstheim, Dag
79
2011
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
72
2012
Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084
Christou, Vasiliki; Fokianos, Konstantinos
66
2014
Interventions in INGARCH processes. Zbl 1242.62095
Fokianos, Konstantinos; Fried, Roland
59
2010
Regression theory for categorical time series. Zbl 1055.62095
Fokianos, Konstantinos; Kedem, Benjamin
47
2003
A semiparametric approach to the one-way layout. Zbl 1072.62583
Fokianos, Konstantinos; Kedem, Benjamin; Qin, Jing; Short, David A.
44
2001
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
42
2012
Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073
Fokianos, Konstantinos; Kedem, Benjamin
31
2004
Some recent progress in count time series. Zbl 1291.62164
Fokianos, Konstantinos
29
2011
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
29
2020
Prediction and classification of non-stationary categorical time series. Zbl 0919.62105
Fokianos, Konstantinos; Kedem, Benjamin
28
1998
Interventions in log-linear Poisson autoregression. Zbl 07257881
Fokianos, Konstantinos; Fried, Roland
26
2012
Merging information for semiparametric density estimation. Zbl 1059.62028
Fokianos, Konstantinos
26
2004
Retrospective change detection for binary time series models. Zbl 1278.62143
Fokianos, Konstantinos; Gombay, Edit; Hussein, Abdulkadir
24
2014
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
24
2021
Likelihood estimation for the INAR(\(p\)) model by saddlepoint approximation. Zbl 1373.62453
Pedeli, Xanthi; Davison, Anthony C.; Fokianos, Konstantinos
23
2015
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
18
2012
A goodness-of-fit test for Poisson count processes. Zbl 1327.62455
Fokianos, Konstantinos; Neumann, Michael H.
17
2013
On the effect of misspecifying the density ratio model. Zbl 1099.62018
Fokianos, Konstantinos; Kaimi, Irene
15
2006
On binary and categorical time series models with feedback. Zbl 1298.62155
Moysiadis, Theodoros; Fokianos, Konstantinos
14
2014
Clustering of biological time series by cepstral coefficients based distances. Zbl 1138.68515
Savvides, Alexios; Promponas, Vasilis J.; Fokianos, Konstantinos
14
2008
Order-restricted semiparametric inference for the power bias model. Zbl 1192.62101
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
13
2010
Testing independence for multivariate time series via the auto-distance correlation matrix. Zbl 07072416
Fokianos, K.; Pitsillou, Maria
13
2018
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
12
2013
Retrospective Bayesian outlier detection in INGARCH series. Zbl 1332.62321
Fried, Roland; Agueusop, Inoncent; Bornkamp, Björn; Fokianos, Konstantinos; Fruth, Jana; Ickstadt, Katja
11
2015
On categorical time series models with covariates. Zbl 1431.62370
Fokianos, Konstantinos; Truquet, Lionel
10
2019
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric
10
2017
Estimation and testing linearity for non-linear mixed Poisson autoregressions. Zbl 1327.62456
Christou, Vasiliki; Fokianos, Konstantinos
10
2015
An updated literature review of distance correlation and its applications to time series. Zbl 07763645
Edelmann, Dominic; Fokianos, Konstantinos; Pitsillou, Maria
9
2019
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 count time series prediction. Zbl 1457.62258
Christou, Vasiliki; Fokianos, Konstantinos
7
2015
Comparing two samples by penalized logistic regression. Zbl 1320.62070
Fokianos, Konstantinos
7
2008
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
6
2021
A generalized-moments specification test for the logistic link. Zbl 0959.62040
Fokianos, Konstantinos; Peng, Amy; Qin, Jing
6
1999
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. Zbl 1349.62409
Kitromilidou, Stella; Fokianos, Konstantinos
5
2016
Robust estimation methods for a class of log-linear count time series models. Zbl 1510.62362
Kitromilidou, Stella; Fokianos, Konstantinos
5
2016
Biological applications of time series frequency domain clustering. Zbl 1281.62232
Fokianos, Konstantinos; Promponas, Vasilis J.
5
2012
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
Corrigendum to: “On weak dependence conditions: the case of discrete valued processes”. Zbl 1464.60029
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
4
2013
Statistical analysis of multivariate discrete-valued time series. Zbl 1482.62090
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy
4
2022
Comments on: Some recent theory for autoregressive count time series. Zbl 1362.62167
Fokianos, Konstantinos
3
2012
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
Box-Cox transformation for semiparametric comparison of two samples. Zbl 05280098
Fokianos, Konstantinos
2
2003
Two Cholesky-log-GARCH models for multivariate volatilities. Zbl 07258988
Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen
2
2015
On locally dyadic stationary processes. Zbl 1372.94365
Moysiadis, Theodoros; Fokianos, Konstantinos
2
2017
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
4
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
24
2021
Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph
6
2021
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
29
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
9
2019
Testing independence for multivariate time series via the auto-distance correlation matrix. Zbl 07072416
Fokianos, K.; Pitsillou, Maria
13
2018
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric
10
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
5
2016
Robust estimation methods for a class of log-linear count time series models. Zbl 1510.62362
Kitromilidou, Stella; Fokianos, Konstantinos
5
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
23
2015
Retrospective Bayesian outlier detection in INGARCH series. Zbl 1332.62321
Fried, Roland; Agueusop, Inoncent; Bornkamp, Björn; Fokianos, Konstantinos; Fruth, Jana; Ickstadt, Katja
11
2015
Estimation and testing linearity for non-linear mixed Poisson autoregressions. Zbl 1327.62456
Christou, Vasiliki; Fokianos, Konstantinos
10
2015
On count time series prediction. Zbl 1457.62258
Christou, Vasiliki; Fokianos, Konstantinos
7
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
66
2014
Retrospective change detection for binary time series models. Zbl 1278.62143
Fokianos, Konstantinos; Gombay, Edit; Hussein, Abdulkadir
24
2014
On binary and categorical time series models with feedback. Zbl 1298.62155
Moysiadis, Theodoros; Fokianos, Konstantinos
14
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.
17
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
4
2013
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
72
2012
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
42
2012
Interventions in log-linear Poisson autoregression. Zbl 07257881
Fokianos, Konstantinos; Fried, Roland
26
2012
On weak dependence conditions: the case of discrete valued processes. Zbl 1254.60036
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin
18
2012
Biological applications of time series frequency domain clustering. Zbl 1281.62232
Fokianos, Konstantinos; Promponas, Vasilis J.
5
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
79
2011
Some recent progress in count time series. Zbl 1291.62164
Fokianos, Konstantinos
29
2011
Interventions in INGARCH processes. Zbl 1242.62095
Fokianos, Konstantinos; Fried, Roland
59
2010
Order-restricted semiparametric inference for the power bias model. Zbl 1192.62101
Davidov, Ori; Fokianos, Konstantinos; Iliopoulos, George
13
2010
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
189
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
14
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
15
2006
Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073
Fokianos, Konstantinos; Kedem, Benjamin
31
2004
Merging information for semiparametric density estimation. Zbl 1059.62028
Fokianos, Konstantinos
26
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
47
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
124
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.
44
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
28
1998
all top 5

Cited by 776 Authors

40 Fokianos, Konstantinos
33 Zhu, Fukang
25 Lee, Sangyeol
21 Weiß, Christian H.
17 Doukhan, Paul
17 Wang, Dehui
14 Kedem, Benjamin
13 Li, Qi
10 Meintanis, Simos George
10 Tjøstheim, Dag B.
10 Truquet, Lionel
10 Yang, Kai
9 Aknouche, Abdelhakim
9 Neumann, Michael H.
8 Biswas, Atanu
8 Chen, Cathy W. S.
8 Davidov, Ori
7 Barreto-Souza, Wagner
7 Cui, Yunwei
7 Fried, Roland
7 Hušková, Marie
7 Kharin, Yuriĭ Sëmenovich
7 Voloshko, Valeriĭ Anatol’evich
7 Zhang, Haixiang
6 Diop, Mamadou Lamine
6 Kengne, William Charky
6 Li, Han
6 Maiti, Raju
6 Scotto, Manuel González
6 Sutradhar, Brajendra Chandra
6 Zhang, Biao
5 Chen, Huaping
5 Edelmann, Dominic
5 Francq, Christian
5 Hudecová, Šárka
5 Jentsch, Carsten
5 Kim, Byungsoo
5 Lee, Youngmi
5 Lund, Robert B.
5 Pumi, Guilherme
4 Bayer, Fábio Mariano
4 Cui, Yan
4 Douc, Randal
4 Holan, Scott H.
4 Iliopoulos, George
4 Kang, Jiwon
4 Kim, Dongwon
4 Leoni-Aubin, Samuela
4 Ombao, Hernando C.
4 Qin, Jing
4 Ravishanker, Nalini
4 Wu, Rongning
3 Aleksandrov, Boris
3 Almohaimeed, Bader S.
3 Basawa, Ishwar V.
3 Christou, Vasiliki
3 Davis, Richard A.
3 Debaly, Zinsou Max
3 D’Urso, Pierpaolo
3 Gombay, Edit
3 Goto, Yuichi
3 Gouveia, Sónia
3 Han, Qiyang
3 Hossain, Shakhawat
3 Jo, Minyoung
3 Jung, Robert C.
3 Karlis, Dimitris
3 Kirch, Claudia
3 Kirchner, Matthias
3 Leucht, Anne
3 Li, Cong
3 Li, Pengfei
3 Liu, Mengya
3 Lu, Guanhua
3 Lu, Yang
3 Pardo, Leandro
3 Pereira, Isabel M. S.
3 Prass, Taiane Schaedler
3 Puig, Pedro
3 Roueff, François
3 Schweer, Sebastian
3 Shephard, Neil
3 Sim, Tepmony
3 Song, Peter Xue-Kun
3 Varin, Cristiano
3 Veraart, Almut E. D.
3 Wan, Shuwen
3 Wang, Xinyang
3 Xiong, Lanyu
2 Andrade, Marinho Gomes
2 Armillotta, Mirko
2 Aubin, Jean-Baptiste
2 Baena-Mirabete, S.
2 Bakouch, Hassan S.
2 Bendjeddou, Sara
2 Benner, Axel
2 Cavanaugh, Joseph E.
2 Chan, Ngai Hang
2 Chang, Hsin-wen
2 Chen, Jiahua
...and 676 more Authors
all top 5

Cited in 120 Serials

47 Journal of Time Series Analysis
25 Computational Statistics and Data Analysis
24 Journal of Statistical Computation and Simulation
21 Journal of Statistical Planning and Inference
21 Statistics & Probability Letters
20 Electronic Journal of Statistics
18 Test
17 Communications in Statistics. Simulation and Computation
14 Journal of Multivariate Analysis
14 Communications in Statistics. Theory and Methods
13 Statistical Papers
12 Scandinavian Journal of Statistics
12 Journal of Statistical Theory and Practice
11 Metrika
11 The Annals of Statistics
11 Bernoulli
11 Statistical Modelling
9 Annals of the Institute of Statistical Mathematics
9 Statistics
9 AStA. Advances in Statistical Analysis
8 Journal of Econometrics
8 Computational Statistics
8 Stochastic Processes and their Applications
8 Journal of the Korean Statistical Society
7 The Canadian Journal of Statistics
6 Statistica Neerlandica
6 Journal of Applied Statistics
6 The Annals of Applied Statistics
5 Biometrics
5 Journal of the American Statistical Association
5 Statistical Methods and Applications
4 The Annals of Applied Probability
4 Statistica Sinica
4 Journal of Nonparametric Statistics
4 Econometric Theory
4 Statistical Methodology
3 Biometrical Journal
3 International Statistical Review
3 Journal of Applied Probability
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
3 Journal of Forecasting
3 Sankhyā. Series B
2 Journal of Mathematical Analysis and Applications
2 Fuzzy Sets and Systems
2 Information Sciences
2 Metron
2 Stochastic Analysis and Applications
2 Statistical Science
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Discrete Mathematics and Applications
2 International Journal of Computer Mathematics
2 Studies in Nonlinear Dynamics and Econometrics
2 Australian & New Zealand Journal of Statistics
2 Communications in Nonlinear Science and Numerical Simulation
2 Biostatistics
2 Acta Mathematica Sinica. Chinese Series
2 Statistical Analysis and Data Mining
2 Journal of Business and Economic Statistics
2 Wiley Interdisciplinary Reviews. WIREs Computational Statistics
2 Statistics and Computing
2 Communications in Mathematics and Statistics
2 Stat
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Journal of Computational and Applied Mathematics
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 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
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
...and 20 more Serials

Citations by Year