Browsing by Subject "Autocorrelation"

Now showing items 1-15 of 15

    • Article  

      Count Time Series Models 

      Fokianos, Konstantinos (2012)
      We review regression models for count time series. We discuss the approach that is based on generalized linear models and the class of integer autoregressive processes. The generalized linear models' framework provides ...
    • Article  

      Generalized least squares for assessing trends in cumulative meta-analysis with applications in genetic epidemiology 

      Bagos, Pantelis G.; Nikolopoulos, Georgios K. (2009)
      Objective: Cumulative meta-analysis allows the evaluation of a study's contribution to the combined effect of the preceding research. It accrues evidence, gradually adding studies one at a time and provides updated estimates ...
    • 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  

      Modeling 2-D AR processes with various regions of support 

      Choi, B. S.; Politis, Dimitris Nicolas (2007)
      We show that there exists a causal 2-D linear process in the nonsymmetric half-plane having the same autocorrelations as a noncausal 2-D linear process in the whole-plane
    • Article  

      Nest-site preferences of Eleonora's Falcon (Falco eleonorae) on uninhabited islets of the Aegean Sea using GIS and species distribution models 

      Kassara, Christina; Dimalexis, Anastasios; Fric, Jakob; Karris, Georgios; Barboutis, Christos; Sfenthourakis, Spyros (2012)
      Eleonora's Falcon breeds colonially on small islands of the Mediterranean Sea and Macaronesia. Despite the wealth of papers highlighting the importance of nesting characteristics on this species' breeding performance, few ...
    • 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 weak dependence conditions for Poisson autoregressions 

      Doukhan, P.; Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We consider generalized linear models for regression modeling of count time series. We give easily verifiable conditions for obtaining weak dependence for such models. These results enable the development of maximum ...
    • Article  

      Quasi-likelihood inference for negative binomial time series models 

      Christou, V.; Fokianos, Konstantinos (2014)
      We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic ...
    • Article  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based rank specification tests for AR-GARCH type models 

      Andreou, Elena; Werker, Bas J. M. (2015)
      This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...
    • Article  

      Some recent progress in count time series 

      Fokianos, Konstantinos (2011)
      We reviewsome regression models for the analysis of count time series. These models have been the focus of several investigations over the last years, but only recently simple conditions for stationarity and ergodicity ...
    • Article  

      Unit root testing via the stationary bootstrap 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Unit root testing via the stationary bootstrapAAA 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...