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Konstantinos Fokianos

Konstantinos Fokianos

D-Index & Metrics

Mathematics

D-Index
30
Citations
4745
World Ranking
3469
National Ranking
4

Overview

Konstantinos Fokianos is affiliated with the University of Cyprus in Cyprus and has made numerous contributions in the areas of mathematics and computer science, focusing extensively on statistics and probability as well as artificial intelligence. Their research spans a range of topics including statistical methods and inference, complex systems and time series analysis, financial risk and volatility modeling, Bayesian methods and mixture models, statistical methods and Bayesian inference, time series analysis and forecasting, and COVID-19 epidemiological studies.

Fokianos has published in various venues, with a notable presence in arXiv (Cornell University) where they have contributed eight publications. Additional publication venues include the Journal of Time Series Analysis, the Journal of the Royal Statistical Society Series A (Statistics in Society), the Journal of the American Statistical Association, and the Journal of Multivariate Analysis.

Recent papers associated with Fokianos include:

  • Statistical analysis of multivariate discrete-valued time series, 2021, Journal of Multivariate Analysis
  • Count Time Series: A Methodological Review, 2021, Journal of the American Statistical Association
  • Nonlinear network autoregression, 2023, The Annals of Statistics
  • Mixtures of Nonlinear Poisson Autoregressions, 2020, Journal of Time Series Analysis
  • Count network autoregression, 2023, Journal of Time Series Analysis

Frequent co-authors collaborating with Fokianos include Mirko Armillotta, Georgios K. Nikolopoulos, Roland Fried, Maria Ganopoulou, and Lefteris Angelis. These collaborations have resulted in multiple joint publications, particularly with Armillotta.

The main scientific domains of Fokianos' work reflect a blend of rigorous mathematical theory and applied computational techniques, especially within the scope of statistical modeling and time series forecasting. Their research outputs contribute to advancing understanding in quantitative methods applicable to complex data structures and dynamics observed in economics, finance, and epidemiological contexts.

Best Publications

  • Regression models for time series analysis

    Benjamin Kedem;Konstantinos Fokianos

  • Poisson Autoregression

    Unknown

  • Identifying periodically expressed transcripts in microarray time series data

    Sofia Wichert;Konstantinos Fokianos;Korbinian Strimmer

  • Regression Models for Time Series Analysis: Kedem/Time Series Analysis

    Benjamin Kedem;Konstantinos Fokianos

  • Log-linear Poisson autoregression

    Konstantinos Fokianos;Dag Tjøstheim

  • tscount: An R package for analysis of count time series following generalized linear models

    Tobias Liboschik;Konstantinos Fokianos;Roland Fried

  • QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

    Vasiliki Christou;Konstantinos Fokianos

  • Interventions in ingarch processes

    Konstantinos Fokianos;Roland Fried

  • Regression Theory for Categorical Time Series

    Konstantinos Fokianos;Benjamin Kedem

  • Count Time Series Models

    Konstantinos Fokianos

  • A Semiparametric Approach to the One-Way Layout

    Konstantinos Fokianos;Benjamin Kedem;Jing Qin;David A Short

  • On weak dependence conditions for Poisson autoregressions

    Paul Doukhan;Konstantinos Fokianos;Dag Tjøstheim

  • Count Time Series: A Methodological Review

    Richard A. Davis;Konstantinos Fokianos;Scott H. Holan;Harry Joe

  • Nonlinear Poisson autoregression

    Konstantinos Fokianos;Dag Tjøstheim

  • Semiparametric Theory and Missing Data

    Konstantinos Fokianos

  • Interventions in log-linear Poisson autoregression

    Konstantinos Fokianos;Roland Fried

  • Partial likelihood inference for time series following generalized linear models

    Konstantinos Fokianos;Benjamin Kedem

  • Prediction and Classification of Non-stationary Categorical Time Series

    Konstantinos Fokianos;Benjamin Kedem

  • Modeling Ordered Choices, A Primer

    Konstantinos Fokianos

  • Some recent progress in count time series

    Konstantinos Fokianos

  • Multivariate count autoregression

    Konstantinos Fokianos;Bård Støve;Dag Bjarne Tjøstheim;Paul Doukhan

  • Merging information for semiparametric density estimation

    Konstantinos Fokianos

Frequent Co-Authors

Dag Tjøstheim
Dag Tjøstheim University of Bergen
Michael H. Neumann
Michael H. Neumann Friedrich Schiller University Jena
Anthony C. Davison
Anthony C. Davison École Polytechnique Fédérale de Lausanne
James M. Robins
James M. Robins Harvard University
Richard A. Davis
Richard A. Davis Columbia University
Eric Moulines
Eric Moulines Mohamed bin Zayed University of Artificial Intelligence
Harry Joe
Harry Joe University of British Columbia
Siddhartha Chib
Siddhartha Chib Washington University in St. Louis
Christian P. Robert
Christian P. Robert Paris Dauphine University
Korbinian Strimmer
Korbinian Strimmer University of Manchester

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