Professor Konstantinos Fokianos

Chair in Statistics

Research Overview

My reserach interests are broadly on methodological analysis of time series data.

  1. Computational and theoretical methods for time series analysis
  2. High-dimensional time series analysis
  3. Integer-valued time series analysis
  4. Diagnostics
  5. Detection of interventions
  6. Measures of dependence
  7. Spectral analysis
  8. Semiparametric modeling and statistical inference
  9. Isotonic estimation
  10. Non-stationary time series analysis