16 citations · 45 across the 12 of their papers we have counts for
9 papers · 1 filter
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 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…
Nonlinear Network Autoregression
Mirko Armillotta, Konstantinos Fokianos
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…
Count Network Autoregression
Mirko Armillotta, Konstantinos Fokianos
We consider network autoregressive models for count data with a non-random neighborhood structure. The main methodological contribution is the development of conditions that guaran…