Zobrazeno 1 - 10
of 357
pro vyhledávání: '"Fokianos, Konstantinos"'
We introduce parsimonious parameterisations for multivariate autoregressive count time series models for spatio-temporal data, including possible regressions on covariates. The number of parameters is reduced by specifying spatial neighbourhood struc
Externí odkaz:
http://arxiv.org/abs/2404.02982
Publikováno v:
Journal of Time Series Analysis 44 (2023) 487-504
A novel methodology is proposed for clustering multivariate time series data using energy distance defined in Sz\'ekely and Rizzo (2013). Specifically, a dissimilarity matrix is formed using the energy distance statistic to measure separation between
Externí odkaz:
http://arxiv.org/abs/2303.14295
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with heavy-tails.
Externí odkaz:
http://arxiv.org/abs/2212.11253
We introduce a new R package useful for inference about network count time series. Such data are frequently encountered in statistics and they are usually treated as multivariate time series. Their statistical analysis is based on linear or log linea
Externí odkaz:
http://arxiv.org/abs/2211.02582
We propose a general class of INteger-valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing time-varying mean and dispersion parameters, which we call time-varying dispersion INGARCH (tv-DINGARCH) models. Mor
Externí odkaz:
http://arxiv.org/abs/2208.02024
Publikováno v:
The Annals of Statistics 51(6): 2526-2552, 2023
We study general nonlinear models for time series networks of integer and continuous valued data. The vector of high dimensional responses, measured on the nodes of a known network, is regressed non-linearly on its lagged value and on lagged values o
Externí odkaz:
http://arxiv.org/abs/2202.03852
Autor:
Fokianos, Konstantinos
Publikováno v:
In Econometrics and Statistics July 2024 31:100-116
We consider network autoregressive models for count data with a non-random neighborhood structure. The main methodological contribution is the development of conditions that guarantee stability and valid statistical inference for such models. We cons
Externí odkaz:
http://arxiv.org/abs/2104.06296
Autor:
Fokianos, Konstantinos
We review autoregressive models for the analysis of multivariate count time series. In doing so, we discuss the choice of a suitable distribution for a vectors of count random variables. This review focus on three main approaches taken for multivaria
Externí odkaz:
http://arxiv.org/abs/2103.08028
Autor:
Agapiou, Sergios, Anastasiou, Andreas, Baxevani, Anastassia, Christofides, Tasos, Constantinou, Elisavet, Hadjigeorgiou, Georgios, Nicolaides, Christos, Nikolopoulos, Georgios, Fokianos, Konstantinos
The Republic of Cyprus is a small island in the southeast of Europe and member of the European Union. The first wave of COVID-19 in Cyprus started in early March, 2020 (imported cases) and peaked in late March-early April. The health authorities resp
Externí odkaz:
http://arxiv.org/abs/2010.01927