Regression Models for Time Series Analysis, with
Benjamin Kedem.
John Wiley & Sons, New
York, August 2002, ISBN: 0471363553, 360 pages.
For more information click here.
Elected member of the International Statistical Institute, 2005.
A copy of my most recent CV can be downloaded from
here ( pdf format)
Most of my preprints can be found at ResearchGate.
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K. Fokianos, B. Kedem
& D. Short: �Predicting Precipitation Level�, Journal of Geophysical
Research, 101, 26473�26477, 1996. |
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K. Fokianos, B. Kedem, J.
Qin, J. Haferman & D. Short: ��On Combining
Instruments��, Journal of Applied Meteorology, 37, 220�226, 1998. |
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K. Fokianos & B. Kedem: ��Prediction and Classification of Non�stationary
Categorical Time Series��, Journal of Multivariate Analysis, 67, 277�296,
1998. |
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K. Fokianos & B. Kedem:
��A Stochastic Approximation Algorithm for the Adaptive Control of Time
Series Following Generalized Linear Models��, Journal of Time Series
Analysis, 20, 289�308, 1999. |
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K. Fokianos, A. Peng & J. Qin: ��A Generalized
Moments Specification Test for the Logistic Link��, The Canadian Journal of
Statistics, 27, 735�750, 1999 with an addendum
in Vol 28, p.. 446, 2000. |
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K. Fokianos, B. Kedem, J.
Qin \& D. Short: "A Semiparametric Approach to the One-way
Layout", Technometrics, 43, 53�64, 2001. |
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K. Fokianos: "Truncated Poisson Regression for
Time Series of Counts", The Scandinavian Journal of Statistics, 28,
645--659, 2001. |
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B. Kedem and K. Fokianos:
"Regression Models for Binary Time Series", Modeling
Uncertainty: An Examination of Stochastic Theory, Methods, and Applications,
Ed. M. Dror,P. L'Ecuyer,
and F. Szidarovszky, Kluwer Academic Publishers,
185--199, 2002. |
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K. Fokianos: Power Divergence Family of Tests for Categorical
Time Series Models, Annals of the Institute for Statistical Mathematics, 54,
543--564, 2002. |
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V. De Oliveira, K. Fokianos, B. Kedem:
"Bayesian Transformed Gaussian Random
Field: A Review", Japanese Journals of Applied Statistics, 31, 175--187,
2002 (invited). |
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K. Fokianos: "Box--Cox Transformation for
Semiparametric Comparison of Two Samples", Foundations of Statistical
Inference, Ed. Y. Haitovsky, H.-R. Lerche and Y. Ritov, Physica-Verlag, 131--139, 2003. |
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K. Fokianos and J. Qin: Contribution to the
discussion of "A Theory of Statistical Models for Monte Carlo
Integration" by A. Kong, P. McCullagh, X.-L. Meng,
D. Nicolae and Z. Tan, Journal of the Royal
Statistical Society, Series B, 65, 585-618, 2003. |
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K. Fokianos and B. Kedem:
"An S--Plus implementation of Contraction Mapping for Frequency
Estimation", Fluctuation and Noise Letters, 3, L97--L106, 2003. |
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K. Fokianos: "Maximum Likelihood Estimation for
a Truncated Poisson Regression Model", Student, 4, 231--234, 2003. |
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K. Fokianos and B. Kedem:
"Regression Theory for Categorical Time Series", Statistical
Science, 18, 357--376, 2003. |
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� S. Wichert, K. Fokianos and K. Strimmer: "Identifying Periodically Expressed Transcripts in Microarray Time Series Data", Bioinformatics, 20, 5--20, 2004. (R software GeneCycle) |
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K. Fokianos and B. Kedem:
"Partial Likelihood Inference for Time Series Following Generalized
Linear Models", Journal of Time Series Analysis, 25, 173--197, 2004. |
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B. Kedem and K. Fokianos:
�Semiparametric Filtering in Speech Processing�, Mathematical Foundations of
Speech and Language Processing, Eds. M. Johnson et al, IMA volume 138,
Springer-Verlag, New York, 271-281, 2004. |
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B. Kedem, D. Wolff and K.
Fokianos: "Statistical Comparisons of Algorithms", IEEE Transactions on Instrumentation and Measurement, 53,
770-776, 2004. |
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K. Fokianos: "Integer Autoregressive and Moving
Average Models", Annales
de l' ISUP, 48, 43--58, 2004. |
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K. Fokianos: "Merging Information for
Semiparametric Density Estimation", Journal of Royal Statistical
Society, Series B, 66, 941--958, 2004. |
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K. Fokianos, I. Sarrou and
I. Pashalidis: "A Two-sample Model for the
Comparison of Radiation Doses", Chemometrics
and Intelligent Laboratory Systems, 79, 1--9, 2005
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K. Fokianos: "Partial likelihood for
Observation Driven Models", Student: A Celebration of Statistics: Papers
in Honor of D.R. Cox, Eds. Y. Dodge, G. Melfi, 5, 185--194, 2006. �
K. Fokianos, I. Kaimi:
"On the Effect of Misspecifying the Density
Ratio Model", Annals of the Institute for Statistical Mathematics,
58, 475--497, 2006 �
K. Fokianos, I. Sarrou and
I. Pashalidis: Increased Radiation Exposure
by Granite used as Natural Tiling Rock in Cypriot Houses, Radiation
Measurements, 42, 446--448, 2007. �
K. Fokianos and J. F. Troendle:
"Inference for the Relative Treatment Effect with the Density Ratio
Model", Statistical Modeling: An International
Journal, 7, 155--173, 2007. �
K. Fokianos: "Density Ratio Model
Selection", Journal of Statistical Comptation
and Simulation, 77, 805�819, 2007. �
A. Savvides, V. Promponas
and K. Fokianos: "Clustering of Biological Time Series by Cepstral
Coefficients Based Distances", Pattern Recognition, 41,
2398--2412, 2008. �
K. Fokianos: "Comparing two samples by
penalized logistic regression", Electronic Journal of Statistics, 2,
564--580, 2008. �
K. Fokianos and J. Qin: "A Note on Monte Carlo
Maximization by the Density Ratio Model",� Journal of Statistical Theory and Practice
, 2, 355--367, 2008. �
K. Fokianos and A. Savvides : "On Comparing
Several Spectral Densities",�
Technometrics,� 50, 317--331,
2008. �
K. Konis and K. Fokianos: "Safe Density Ratio Modeling�, Statistics &� Probability Letters, 79, 1915--1920, 2009. �
K. Fokianos: Integer--Valued Time Series, focus
article,�� Wiley Interdisciplinary�� Reviews: Computational Statistics, 1,
361--364,� 2009. �
K. Fokianos, A. Rahbek and
D. Tjostheim: Poisson Autoregression,�� Journal of the American Statistical
Association, 104, 1430--1439, 2009.� Supplemental� refereed� and copyrighted material available at http://pubs.amstat.org/toc/jasa/104/488.
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�K. Fokianos,
Spectral Estimation, advanced review� article,�� Wiley Interdisciplinary Reviews:
Computational Statistics, 2, 165--170, 2010. �
A. Ioannou, K. Fokianos and� V. J. Promponas:�
Spectral Density Ratio Based Clustering Methods for the Binary
Segmentation of Protein Sequences: a Comparative Study,� Biosystems, 100, 132--143, 2010 (R software
is available here). �
K. Fokianos and R. Fried: Interventions in INGARCH
models,�� Journal of Time Series
Analysis, 31, 210--225, 2010. �
K. Fokianos: Penalized Estimation for Integer
Autoregressive Models,�
Statistical Modelling and Regression Structures--Festschrift in
Honour of Ludwig Fahrmeir, eds.� T. Kneib� & G. Tutz, Physica--Verlag, Heidelberg, 337--352, 2010. �
�O. Davidov, K. Fokianos and G. Iliopoulos: Order Restricted
Semiparametric Inference for the Power Bias Model, Biometrics, 66, 549--557,
2010.�� Supplemental� refereed and copyrighted material
available at�� http://www.biometrics.tibs.org. �
K. Fokianos and D. Tjostheim:� Loglinear Poisson
Autoregression, Journal of Multivariate Analysis,
102, 563--578, 2011. �
K. Fokianos: Some Recent Progress in Count Time
Series, Statistics, 45, 49--58, 2011. �
P. Doukhan, K. Fokianos and D.� Tjostheim: "On Weak Dependence
Conditions for Poisson Autoregressions",� Statistics
and Probability Letters, 82, 942--948, 2012. �
P. Doukhan, K. Fokianos and�� X. Li: "On Weak Dependence
Conditions: The case of for Discrete Valued Processes", Statistics and
Probability Letters, 82, 1941--1948, 2012. �
K. Fokianos:�
"Count Time Series Models", in Handbook of Statistics Vol
30: Time Series - Methods and Applications, eds.� T. Subba Rao, S. Subba Rao and C. R. Rao, Elsevier B.V., Amsterdam,
315--347, 2012. �
K. Fokianos and R. Fried: "Interventions for Loglinear
Poisson Autoregression", Statistical Modeling: An
International Journal, 12, 299�322, 2012. �
K. Fokianos and V. J. Promponas:
"Biological Applications of Time Series Frequency Domain Clustering",� Journal of
Time Series Analysis, 33, 744--756, 2012. �
K. Fokianos and D. Tjostheim:
"Non Linear�
Poisson Autoregression",� Annals of the Institute for Statistical
Mathematics, 64, 1205--1225, 2012. �
S. Karpava, K. K. Grohmann, and K. Fokianos:
"Aspect in� L2
and L3 Acquisition of Greek", in Cross-linguistic influences in
multilingual language acquisition, ed. D. Gabrys-Barker,
Springer-Verlag, Berlin Heidelberg, 41--62, 2012. �
K. Fokianos and M. H. Neumann: "A
goodness-of-fit test for Poisson count processes", The Electronic
Journal of Statistics, 7, 793--819, 2013. �
K. Fokianos, E. Gombay and
A. Hussein: "Retrospective Change detection for Binary Time Series
Models", Journal of Statistical Planning and Inference,� 145, 102--112, 2014. �
V. Christou and K. Fokianos: "Quasi-Likelihood
Inference for Negative Binomial Time Series Models",� Journal of Time Series Analysis, 35,
55--78, 2014. �
R. Fried,� T. Liboschik,
H. Elsaied, S. Kitromilidou� and K. Fokianos:� "On Outliers and Interventions in� Count Time Series following GLMs",
Austrian Journal of Statistics, 43, 181--193, 2014. �
O. Davidov, K. Fokianos and G. Iliopoulos: Semiparametric Two-Way ANOVA With and Without Order Restrictions, The Scandinavian
Journal of Statistics, 41, 622--638, 2014. Supplemental� refereed and copyrighted material
available at� onlinelibrary.wiley.com) �
T. Moysiadis and K. Fokianos: "On� Binary and Categorical Time Series
Models with Feedback",� Journal of
Multivariate Analysis, 131, 209-228, 2014. �
V. Christou and K. Fokianos:
"On Count Time Series Prediction",� Journal of Statistical Computation
and Simulation, 85, 357-373, 2015. �
R. Fried, I. Agueusop, B. Bornkamp, K. Fokianos, J. Fruth
and K. Ickstadt: "Bayesian Outlier Detection
in INGARCH Time Series", Statistics & Computing, 25, 365--374, 2015. �
X. Pedeli, K. Fokianos and M. Pourahmadi:
"Two Cholesky-log-GARCH models for
multivariate volatilities", Statistical Modeling:
An International Journal, 15, 233--255, 2015. �
V. Christou and K. Fokianos:
"Estimation and Testing Linearity for Mixed Poisson Autoregressions",� Electronic
Journal of Statistics, 9, 1357--1377, 2015. �
X. Pedeli, A C. Davison
and K. Fokianos: "Likelihood estimation for
the INAR($p$) model by saddlepoint approximation",� Journal of
the �
American Statistical Association, 110, 1229-1238,
2015. (Supplemental�
refereed and copyrighted material available at http://www.tandfonline.com/r/JASA
) �
S. Kitromilidou and K. Fokianos: "Robust Estimation� Methods for a Class of Count Time
Series Log-Linear Models", Journal of Statistical Computation and
Simulation, 86, 740--755. 2016. �
T. Liboschik, P. Kerschke, K. Fokianos and R.
Fried: "Modelling interventions in INGARCH processes",
International Journal of Computer Mathematics, 93, 640-657, 2016. �
K. Fokianos:� "Statistical Analysis of Count Time
Series Models A GLM perpsective", in Handbook
of Discrete-Valued Time Series, eds.�
R. Davis, S. Holan, R. Lund and N. Ravishanker,� Chapman & Hall/CRC Press, Boca
Raton, 3-28, 2016. �
S. Kitromilidou and K. Fokianos: "Mallows' Quasi-Likelihood Estimation for
Log-linear Poisson,�
Statistical Inference for Stochastic Processes, 19, 337--361,
2016. �
K. Fokianos and M. Pitsillou: "Consistent testing for pairwise dependence
in time series", to appear in Technometrics,� 2016. �
T. Liboschik, K. Fokianos and R. Fried: "tscount:
"An R Package for Analysis of Count Time Series Following Generalized
Linear Models", to appear in Journal of Statistical Software, 2016. |
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T. Moysiadis and K. Fokianos: "Binary Time Series Models with
Feedback", 2014.
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T. Moysiadis and K. Fokianos: "On Locally Dyadic Stationary Processes",
2015.
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R. Douc, K. Fokianos and E. Moulines: "Asymptotic properties of Quasi-Maximum
Likelihood Estimators in Observation-Driven Time Series models", 2016.
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K. Fokianos and M. Pitsillou: "Testing pairwise independence for multivariate
time series by the auto-distance correlation matrix", 2016.
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K. Fokianos and M. Pitsillou: "dCovTS: Distance
Covariance/Correlation for Time Series", 2016.
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K. Fokianos, A. Leucht and M. H. Neumann: "Multivariate isotonic time
series regression", 2016.