Books

 

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.

 

Honors

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.

Articles 

 

·         K. Fokianos, B. Kedem & D. Short: “Predicting Precipitation Level”, Journal of Geophysical Research, 101, 26473—26477, 1996.

·         K. Fokianos, B. Kedem, J. Qin, J. Haferman & D. Short: ‘’On Combining Instruments’’, Journal of Applied Meteorology, 37, 220—226, 1998.

·         K. Fokianos &  B. Kedem: ‘’Prediction and Classification of Non—stationary Categorical Time Series’’, Journal of Multivariate Analysis, 67, 277—296, 1998.

·         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.

·         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.

·         K. Fokianos, B. Kedem, J. Qin \& D. Short: "A Semiparametric Approach to the One-way Layout", Technometrics, 43, 53—64, 2001.

·         K. Fokianos: "Truncated Poisson Regression for Time Series of Counts", The Scandinavian Journal of Statistics, 28, 645--659, 2001.

·         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.

·         K. Fokianos: Power Divergence Family of Tests for Categorical Time Series Models, Annals of the Institute for Statistical Mathematics, 54, 543--564, 2002.

·         V. De Oliveira, K. Fokianos, B. Kedem: "Bayesian Transformed Gaussian  Random Field: A Review", Japanese Journals of Applied Statistics, 31, 175--187, 2002 (invited).

·         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.

·         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.

·         K. Fokianos and B. Kedem: "An S--Plus implementation of Contraction Mapping for Frequency Estimation", Fluctuation and Noise Letters, 3, L97--L106, 2003.

·         K. Fokianos: "Maximum Likelihood Estimation for a Truncated Poisson Regression Model", Student, 4, 231--234, 2003.

·         K. Fokianos and B. Kedem: "Regression Theory for Categorical Time Series", Statistical Science, 18, 357--376, 2003.

·         S. Wichert, K. Fokianos and K. Strimmer: "Identifying Periodically Expressed Transcripts in Microarray Time Series Data", Bioinformatics, 20, 5--20, 2004. (R software GeneCycle)

·         K. Fokianos and B. Kedem: "Partial Likelihood Inference for Time Series Following Generalized Linear Models", Journal of Time Series Analysis, 25, 173--197, 2004.

·         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.

·         B. Kedem, D. Wolff and K. Fokianos: "Statistical Comparisons of Algorithms", IEEE Transactions  on Instrumentation and Measurement, 53, 770-776, 2004.

·         K. Fokianos: "Integer Autoregressive and Moving Average Models",  Annales de l' ISUP, 48, 43--58, 2004.

·         K. Fokianos: "Merging Information for Semiparametric Density Estimation", Journal of Royal Statistical Society, Series B, 66, 941--958, 2004.

 

·         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

·         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.

·          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.

 

 

 

Technical Reports 

·         T. Moysiadis and K. Fokianos: "Binary Time Series Models with Feedback", 2014.

·         T. Moysiadis and K. Fokianos: "On Locally Dyadic Stationary Processes", 2015.

·         R. Douc, K. Fokianos and E. Moulines: "Asymptotic properties of Quasi-Maximum Likelihood Estimators in Observation-Driven Time Series models", 2016.

·         K. Fokianos and M. Pitsillou: "Testing pairwise independence for multivariate time series by the auto-distance correlation matrix", 2016.

·         K. Fokianos and M. Pitsillou: "dCovTS: Distance Covariance/Correlation for Time Series", 2016.

·         K. Fokianos, A. Leucht and M. H. Neumann: "Multivariate isotonic time series regression", 2016.