Browsing by Author "Fokianos, Konstantinos"
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Article
A goodnessoffit test for Poisson count processes
Fokianos, Konstantinos; Neumann, M. H. (2013)We are studying a novel class of goodnessoffit 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
Integervalued time series
Fokianos, Konstantinos (2009)Integervalued 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 timeseries model. This model belongs to the class of observationdriven models and extends the class of Gaussian linear ...

Article
Interventions in loglinear Poisson autoregression
Fokianos, Konstantinos; Fried, R. (2012)We consider the problem of estimating and detecting outliers in count time series data following a loglinear observation driven model. Loglinear 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
Loglinear Poisson autoregression
Fokianos, Konstantinos; Tjøstheim, D. (2011)We consider a loglinear 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’ quasilikelihood estimation for loglinear Poisson autoregressions
Kitromilidou, S.; Fokianos, Konstantinos (2016)We consider the problems of robust estimation and testing for a loglinear 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 socalled integervalued GARCH models. A previous study treated a model where an intervention affects the nonobservable ...

Article
Nonlinear Poisson autoregression
Fokianos, Konstantinos; Tjøstheim, D. (2012)We study statistical properties of a class of nonlinear 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 GARCHtype 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 loglinear 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 WalshFourier analysis. We define and study timevarying, 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 loglikelihood 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 msamples in a ...