Konstantinos Fokianos

Details der Publikationsliste

Zeitraum

1996 - 2009

Anzahl

27

Co-Autoren

Interventions in ingarch processes (2009)

Fokianos, Konstantinos, Fried, Roland

We study the problem of intervention effects generating various types of outliers in a linear count time series model. This model belongs to the class of observation driven models and extends the...

Comparing two samples by penalized logistic regression (2008)

Fokianos, Konstantinos

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of...

Dissertation Title: \Categorical Time Series: Prediction and Control" (2007)

Konstantinos Fokianos, Benjamin Kedem

{ Studied partial likelihood asymptotic theory for regression models for nonstationary categorical time series. The results were applied to rainfall data. { Studied a logistic regression model for...

MERGING INFORMATION FOR SEMIPARAMETRIC DENSITY ESTIMATION (2007)

Konstantinos Fokianos

Abstract. The density ratio model specifies that the likelihood ratio of m 1 probability density functions with respect to the m'th is of known parametric form without reference to any...

Power Divergence Family of Tests for Categorical Time Series Models (2007)

Konstantinos Fokianos

A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and...

Identifying periodically expressed transcripts in microarray time series data (2004)

Wichert, Sofia, Fokianos, Konstantinos, Strimmer, Korbinian

Motivation: Microarray experiments are now routinely used to collect large-scale time series data, for example to monitor gene expression during the cell cycle. Statistical analysis of this data...

Regression Theory for Categorical Time Series (2003)

Fokianos, Konstantinos, Kedem, Benjamin

Categorical---or qualitative---time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary'' time...

A Generalized Moments Specification Test for the Logistic Link (2000)

Konstantinos Fokianos, Amy Peng, Jing Qin

The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually...

Exceedances and Moments in Data Containing Zeros (1996)

Fokianos, Konstantinos, Kedem, Benjamin, Short, D.A.

Rain rate-the speed of rain in mm/hr-assumes zero values when it is not raining, and positive values on a continuum otherwise. For large areas, empirical evidence points to a high correlation between...

Recursive Estimation for Time Series Following Generalized Linear Models (1996)

Fokianos, Konstantinos, Kedem, Benjamin

A recursive estimation method for time series models following generalized linear models is studied in two ways. The estimation procedure, suitably modified, gives rise to a stochastic approximation...

Prediction and Classification of Non-stationary Categorical Time Series (1996)

Fokianos, Konstantinos, Kedem, Benjamin

Partial Likelihood analysis of a general regression model for the analysis of non-stationary categorical time series is presented, taking into account stochastic time dependent covariates. The model...

On Combining Instruments (1996)

Fokianos, Konstantinos, Kedem, Benjamin, Qin, J., Haferman, Jeffrey L., Short, D.A.

Suppose two instruments Io and I1 measure the same quantity with the same resolution, where it is know Io is more reliable. The second, I1 , is assumed a distortion of Io in some sense. A method is...

Categorical Time Series: Prediction and Control (1996)

Fokianos, Konstantinos

We study regression models for nonstationary categorical time series and their applications, and address the issues of prediction, estimation and control. Generalized Linear Models and Partial...

Merging information for semiparametric density estimation

Konstantinos Fokianos

The density ratio model specifies that the likelihood ratio of "m" - 1 probability density functions with respect to the "m"th is of known parametric form without reference to any parametric model....

Partial Likelihood Inference For Time Series Following Generalized Linear Models

Konstantinos Fokianos, Benjamin Kedem

The present article offers a certain unifying approach to time series regression modelling by combining partial likelihood (PL) inference and generalized linear models. An advantage gained by...

Power Divergence Family of Tests for Categorical Time Series Models

Konstantinos Fokianos

Stochastic time dependent covariates, partial likelihood, martingale, logistic regression, multinomial logits, proportional odds, power,

On the Effect of Misspecifying the Density Ratio Model

Konstantinos Fokianos, Irene Kaimi

Biased sampling, Empirical likelihood, Box–Cox transformation, Mean square error, Bias, Power,

Prediction and Classification of Non-stationary Categorical Time Series

Fokianos, Konstantinos, Kedem, Benjamin

Partial likelihood analysis of a general regression model for the analysis of non-stationary categorical time series is presented, taking into account stochastic time dependent covariates. The model...

Poisson Autoregression

Konstantinos Fokianos, Anders Rahbek, Dag Tjøstheim

This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past...

Poisson Autoregression

Konstantinos Fokianos, Anders Rahbek, Dag Tjøstheim

This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past...

Safe density ratio modeling

Konis, Kjell, Fokianos, Konstantinos

An important problem in logistic regression modeling is the existence of the maximum likelihood estimators. In particular, when the sample size is small, the maximum likelihood estimator of the...