Staff Catalogue


Department of Mathematics and Statistics
FST 01 - Faculty of Pure and Applied Sciences, 031 ΘΕΕ 01
University Campus
 Undergraduate  studies at the University of Ioannina (Bachelor of Mathematics 1991), postgraduate studies at the University of Maryland, USA. (M.A. 1993 and Ph.D., 1996, Statistics). He has taught at Ohio State University, USA (Visiting Assistant Professor), at the University of Cyprus (Lecturer, 1999-2001, Assistant Professor, 2001—2006, Associate Professor, 2006-2011 and Professor since 2012) and at Lancaster University (during  2018-2020). He has visited Ludwig Maximilians University, National Institutes for Health, EPFL, Cergy-Pontosie University, University of Bergen and TU Dortmund. He has been an elected member of ISI since 2005 and a member of the editorial team of the Journal of Time Series Analysis, Statistical Modeling and
for the Springer Book Series: Frontiers in Probability and the Statistical Sciences.
Computational and Theoretical Methods for Time Series, High-Dimensional Time Series Analysis,
Integer-Valued Time Series Analysis, Diagnostics, Detection of Interventions, Measures of Dependence
Spectral Analysis, Applications in Economics and Biology, Semiparametric Modeling and Statistical Inference ,Isotonic Estimation
1. B. Kedem and K. Fokianos:Regression Models for Time Series Analysis, John Wiley, Hoboken, NJ, 2002.
2. K. Fokianos and B. Kedem: Regression Theory for Categorical Time Series, Statistical Science, 18, 357-376, 2003.
3. S. Wichert, K. Fokianos and K. Strimmer: Identifying Periodically Expressed Transcripts inMicroarray Time Series Data, Bioinformatics, 20, 5-20, 2004.
4. K. Fokianos: Merging Information for Semiparametric Density Estimation, Journal of Royal Statistical Society, Series B, 66, 941-958, 2004.
5. A. Savvides, V. Promponas and K. Fokianos: Clustering of Biological Time Series by CepstralCoefficients Based Distances, Pattern Recognition, 41, 2398-2412, 2008.
6. K. Fokianos and A. Savvides : On Comparing Several Spectral Densities, Technometrics, 50, 317--331, 2008.
7. K. Fokianos, A. Rahbek and D. Tjostheim: Poisson Autoregression, Journal of the American Statistical Association, 104, 1430--1439, 2009.
8. K. Fokianos and R. Fried: Interventions in INGARCH models, Journal of Time Series Analysis, 31, 210--225, 2010.
9. O. Davidov, K. Fokianos and G. Iliopoulos: Order Restricted Semiparametric Inference for the Power Bias Model, Biometrics, 66, 549--557, 2010.
10. K. Fokianos and D. Tjostheim: Loglinear Poisson Autoregression, Journal of Multivariate Analysis, 102, 563--578, 2011.
11. K. Fokianos: Count Time Series Models, in Handbook of Statistics Vol 30: Time Series - Methods and Applications, eds. T. Subba Rao, S. Subba Rao and C. R. Rao, Elsevier B.V., Amsterdam, 315--347, 2012.
12. K. Fokianos and M. H. Neumann: "A goodness-of-fit test for Poisson count processes", The Electronic Journal of Statistics, 7, 793--819, 2013.
13.  X. Pedeli, A C. Davison and K. Fokianos (2015): "Likelihood Estimation for the INAR($p$) Model by Saddlepoint Approximation", Journal of the
American Statistical Association, 110, 1229-1238.
14. T. Liboschik, K. Fokianos and R. Fried (2017): "tscount: An R-package for Analysis of Count Time
Series Following Generalized Linear Models", Journal of Statistical Software, 82, 1--51, DOI:10.18637/jss.v082.i05.
15. T. Moysiadis and K. Fokianos (2017): "On Locally Dyadic Stationary Processes", IEEE Transactions in Information Theory, 63, 4829--4837.
16. K. Fokianos and M. Pitsillou (2018): "Testing Independence for Multivariate Time Series via the Auto-Distance Correlation Matrix",
Biometrika, 105, 337-352.
17. K. Fokianos, B. Stove, D. Tjostheim and P. Doukhan (2019): "Multivariate Count Autoregression", Bernoulli,
26, 471-499.
18. R. A. Davis, K. Fokianos, S. H. Holan, H. Joe, J. Livsey, R. Lund, V. Pipiras, N Ravishanker (2021): "Count Time Series: A Methodological Review", Journal of the American Statistical Association, 116, 1533--1547.