Browsing by Author "Fokianos, Konstantinos"

Now showing items 21-40 of 70

    • Article  

      A goodness-of-fit test for Poisson count processes 

      Fokianos, Konstantinos; Neumann, M. H. (2013)
      We are studying a novel class of goodness-of-fit tests for parametric count time series regression models. These test statistics are formed by considering smoothed versions of the empirical process of the Pearson residuals. ...
    • Article  

      Increased radiation exposure by granite used as natural tiling rock in Cypriot houses 

      Fokianos, Konstantinos; Sarrou, I.; Pashalidis, Ioannis (2007)
      This paper deals with gamma dose rates in Cypriot houses with and without granite flooring and compares the average radiation doses with one another. The additional radiation exposure due to granite flooring is compared ...
    • Article  

      Increased radiation exposure by granite used as natural tiling rock in Cypriot housesAAA 

      Fokianos, Konstantinos; Sarrou, I.; Pashalidis, Ioannis (2007)
      This paper deals with gamma dose rates in Cypriot houses with and without granite flooring and compares the average radiation doses with one another. The additional radiation exposure due to granite flooring is compared ...
    • Article  

      Integer-valued time series 

      Fokianos, Konstantinos (2009)
      Integer-valued time series data appear in several diverse applications. However, modeling and inference for these types of dependent data pose several questions and interesting problems. The method of generalized linear ...
    • Article  

      Interventions in INGARCH processes 

      Fokianos, Konstantinos; Fried, R. (2010)
      We study the problem of intervention effects generating various types of outliers in a linear count time-series model. This model belongs to the class of observation-driven models and extends the class of Gaussian linear ...
    • Article  

      Interventions in log-linear Poisson autoregression 

      Fokianos, Konstantinos; Fried, R. (2012)
      We consider the problem of estimating and detecting outliers in count time series data following a log-linear observation driven model. Log-linear models for count time series arise naturally because they correspond to the ...
    • Article  

      Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation 

      Pedeli, Xanthi; Davison, A. C.; Fokianos, Konstantinos (2015)
      Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities. This article concerns their use for the ...
    • Article  

      Log-linear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2011)
      We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken into account. In addition time dependent covariates are accommodated ...
    • Article  

      Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions 

      Kitromilidou, S.; Fokianos, Konstantinos (2016)
      We consider the problems of robust estimation and testing for a log-linear model with feedback for the analysis of count time series. We study inference for contaminated data with transient shifts, level shifts and additive ...
    • Article  

      Merging information for semiparametric density estimation 

      Fokianos, Konstantinos (2004)
      The density ratio model specifies that the likelihood ratio of m - 1 probability density functions with respect to the mth is of known parametric form without reference to any parametric model. We study the semiparametric ...
    • Article  

      Modelling interventions in INGARCH processes 

      Liboschik, T.; Kerschke, P.; Fokianos, Konstantinos; Fried, R. (2016)
      We study different approaches for modelling intervention effects in time series of counts, focusing on the so-called integer-valued GARCH models. A previous study treated a model where an intervention affects the non-observable ...
    • Article  

      Nonlinear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...
    • Article  

      A note on monte carlo maximization by the density ratio model 

      Fokianos, Konstantinos; Qin, J. (2008)
      It is well known that untractable normalizing constants of probability density functions complicate the calculation of maximum likelihood estimators. Usually numerical or Monte Carlo methods are employed in order to obtain ...
    • Article  

      On binary and categorical time series models with feedback 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2014)
      We study the problem of ergodicity, stationarity and maximum likelihood estimation for multinomial logistic models that include a latent process. Our work includes various models that have been proposed for the analysis ...
    • Article  

      On categorical time series models with covariates 

      Fokianos, Konstantinos; Truquet, Lionel (2019)
      We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably ...
    • Article  

      On combining instruments 

      Fokianos, Konstantinos; Kedem, B.; Qin, J.; Haferman, J. L.; Short, D. A. (1998)
      Suppose two instruments I0 and I1, measure the same quantity with the same resolution, where it is known that I0 is more reliable. The second, I1, is assumed a distortion of I0 in some sense. A statistical method is outlined ...
    • Article  

      On comparing several spectral densities 

      Fokianos, Konstantinos; Savvides, A. (2008)
      We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...
    • Article  

      On count time series prediction 

      Christou, V.; Fokianos, Konstantinos (2015)
      We consider the problem of assessing prediction for count time series based on either the Poisson distribution or the negative binomial distribution. By a suitable parametrization we employ both distributions with the same ...
    • Article  

      On Locally Dyadic Stationary Processes 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2017)
      We introduce the concept of local dyadic stationarity, to account for nonstationary time series, within the framework of Walsh-Fourier analysis. We define and study time-varying, dyadic, autoregressive, moving average ...
    • Article  

      On the effect of misspecifying the density ratio model 

      Fokianos, Konstantinos; Kaimi, I. (2006)
      The density ratio model specifies that the log-likelihood ratio of two unknown densities is of known linear form which depends on some finite dimensional parameters. The model can be broadened to allow for m-samples in a ...