16 citations · 45 across the 12 of their papers we have counts for
16 papers
glmSTARMA -- An R-Package for fitting autoregressive spatio-temporal models following generalized linear models
Steffen Maletz, Konstantinos Fokianos, Roland Fried
The R package glmSTARMA implements autoregressive models for spatio-temporal data at fixed locations, with time-invariant spatial dependency structure. We rely on generalized linea…
Spatio-temporal count autoregression
Steffen Maletz, Konstantinos Fokianos, Roland Fried
We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time serie…
Clustering Multivariate Time Series using Energy Distance
Richard A. Davis, Leon Fernandes, Konstantinos Fokianos
A novel methodology is proposed for clustering multivariate time series data using energy distance defined in Székely and Rizzo (2013). Specifically, a dissimilarity matrix is form…
Inference for Non-Stationary Heavy Tailed Time Series
Fumiya Akashi, Konstantinos Fokianos, Junichi Hirukawa
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…
Inference for Network Count Time Series with the R Package PNAR
Mirko Armillotta, Michail Tsagris, Konstantinos Fokianos
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 t…
Time-Varying Dispersion Integer-Valued GARCH Models
Wagner Barreto-Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos +1
We propose a general class of INteger-valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing time-varying mean and dispersion parameters, w…