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Loukia Meligkotsidou
Loukia Meligkotsidou
Associate Professor, Department of Mathematics, UoA
Verified email at math.uoa.gr
Title
Cited by
Cited by
Year
Multivariate Poisson regression with covariance structure
D Karlis, L Meligkotsidou
Statistics and Computing 15, 255-265, 2005
1902005
Finite mixtures of multivariate Poisson distributions with application
D Karlis, L Meligkotsidou
Journal of statistical Planning and Inference 137 (6), 1942-1960, 2007
1462007
Quantile regression analysis of hedge fund strategies
L Meligkotsidou, ID Vrontos, SD Vrontos
Journal of Empirical Finance 16 (2), 264-279, 2009
1062009
Comparison of ISO-GUM and Monte Carlo methods for the evaluation of measurement uncertainty: Application to direct cadmium measurement in water by GFAAS
D Theodorou, L Meligotsidou, S Karavoltsos, A Burnetas, M Dassenakis, ...
Talanta 83 (5), 1568-1574, 2011
582011
Exact filtering for partially observed continuous time models
P Fearnhead, L Meligkotsidou
Journal of the Royal Statistical Society Series B: Statistical Methodologyá…, 2004
512004
Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
L Meligkotsidou, ID Vrontos
Journal of Banking & Finance 32 (11), 2471-2481, 2008
502008
A quantile regression approach to equity premium prediction
L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos
Journal of Forecasting 33 (7), 558-576, 2014
492014
Forecasting with non-homogeneous hidden Markov models
L Meligkotsidou, P Dellaportas
Statistics and Computing 21, 439-449, 2011
452011
Out-of-sample equity premium prediction: A complete subset quantile regression approach
L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos
The European Journal of Finance 27 (1-2), 110-135, 2021
262021
Quantile forecast combinations in realised volatility prediction
L Meligkotsidou, E Panopoulou, ID Vrontos, SD Vrontos
Journal of the Operational Research Society 70 (10), 1720-1733, 2019
242019
Bayesian multivariate Poisson mixtures with an unknown number of components
L Meligkotsidou
Statistics and Computing 17, 93-107, 2007
222007
Augmentation schemes for particle MCMC
P Fearnhead, L Meligkotsidou
Statistics and Computing 26, 1293-1306, 2016
212016
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
L Meligkotsidou, E Tzavalis, ID Vrontos
Econometric Reviews 30 (2), 208-249, 2011
182011
Longitudinal and time‐to‐drop‐out joint models can lead to seriously biased estimates when the drop‐out mechanism is at random
C Thomadakis, L Meligkotsidou, N Pantazis, G Touloumi
Biometrics 75 (1), 58-68, 2019
172019
Maximum-likelihood estimation of coalescence times in genealogical trees
L Meligkotsidou, P Fearnhead
Genetics 171 (4), 2073-2084, 2005
172005
Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with P˛lya‐Gamma data augmentation
C Koki, L Meligkotsidou, I Vrontos
Journal of Forecasting 39 (4), 580-598, 2020
142020
Filtering methods for mixture models
P Fearnhead, L Meligkotsidou
Journal of Computational and Graphical Statistics 16 (3), 586-607, 2007
142007
Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies
L Meligkotsidou, ID Vrontos
Journal of Statistical Computation and Simulation 84 (5), 1115-1135, 2014
122014
Postprocessing of genealogical trees
L Meligkotsidou, P Fearnhead
Genetics 177 (1), 347-358, 2007
92007
On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks
L Meligkotsidou, E Tzavalis, I Vrontos
Econometrics and Statistics 4, 70-90, 2017
82017
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