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.
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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.
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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. ·
K. Fokianos and V. J. Promponas:
"Biological Applications of Time Series Frequency Domain
Clustering", to appear in Journal of Time Series Analysis, 2012. ·
K. Fokianos and R. Fried: "Interventions for Loglinear
Poisson Autoregression", to appear in Statistical
Modeling: An International Journal, 2012. ·
K. Fokianos: Count Time Series Models. to appear in Handbook of
Statistics Vol 30: Time Series - Methods and
Applications, eds. C.R. Rao and T. Subba
Rao, Elsevier B.V.,
Amsterdam, 2012 |
Technical reports are available upon request in both
postscript and pdf
format.
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O. Davidov, K. Fokianos and
G. Iliopoulos: Semiparametric Two-Way ANOVA With and Without
Order Restrictions, 2009. (submitted for publication)
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P. Doukhan, K. Fokianos and D. Tjostheim, On Weak
Dependence Conditions for Poisson Autoregressions,
2011, (submitted for publication).
A copy of my most recent CV can be downloaded from
here ( pdf
format)
23/9/2010