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