Details about Stergios B. Fotopoulos

Access statistics for papers by Stergios B. Fotopoulos.

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Short-id: pfo218

Journal Articles

2018

1. Applications of random search methods to foraging in ecological environments and other natural phenomena–A review
   Environmetrics, 2018, 29, (5-6)

2017

2. Symmetric Gaussian mixture distributions with GGC scales
   Journal of Multivariate Analysis, 2017, 160, (C), 185-194 View citations (2)

2012

3. Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection
   Annals of Operations Research, 2012, 201, (1), 287-305 View citations (5)

2009

4. The geometric convergence rate of the classical change-point estimate
   Statistics & Probability Letters, 2009, 79, (2), 131-137 View citations (1)

2008

5. Flexible supply contracts under price uncertainty
   European Journal of Operational Research, 2008, 191, (1), 253-263 View citations (7)

2007

6. Non-linear properties of conditional returns under scale mixtures
   Computational Statistics & Data Analysis, 2007, 51, (6), 3041-3056
7. On Hinkley's estimator: Inference about the change point
   Statistics & Probability Letters, 2007, 77, (13), 1449-1458

2006

8. On the Inconsistency of the Change-Point Estimator for the NE Family
   Metrika: International Journal for Theoretical and Applied Statistics, 2006, 63, (3), 309-315

2005

9. Nonlinear Properties of Multifactor Financial Models
   Review of Applied Economics, 2005, 01, (2), 27
10. Type G and spherical distributions on
    Statistics & Probability Letters, 2005, 72, (1), 23-32 View citations (1)

2004

11. Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors
    Statistics & Probability Letters, 2004, 66, (2), 117-125 View citations (1)
12. Tempered distributions and their application in computing conditional moments for normal mixtures
    Statistics & Probability Letters, 2004, 67, (3), 257-266

2002

13. Applied Probability Models
    The American Statistician, 2002, 56, 248-248
14. Detection and estimation of abrupt changes in the variability of a process
    Computational Statistics & Data Analysis, 2002, 40, (1), 1-19 View citations (2)

2001

15. Maximum likelihood estimation of a change-point for exponentially distributed random variables
    Statistics & Probability Letters, 2001, 51, (4), 423-429 View citations (5)
16. UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
    Econometric Reviews, 2001, 20, (4), 461-483 View citations (14)

2000

17. A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point
    Computational Statistics & Data Analysis, 2000, 34, (3), 315-334 View citations (6)
18. On the Conditional Variance for Scale Mixtures of Normal Distributions
    Journal of Multivariate Analysis, 2000, 74, (2), 163-192 View citations (9)

1999

19. Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution
    Annals of the Institute of Statistical Mathematics, 1999, 51, (4), 731-747 View citations (5)

1994

20. Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties
    Journal of Multivariate Analysis, 1994, 51, (1), 17-45 View citations (3)

1993

21. A note on the simple random walk in the plane
    Statistics & Probability Letters, 1993, 17, (3), 221-224

1989

22. Estimating the lead‐time demand distribution for an autocorrelated demand by the pearson system and a normal approximation
    Naval Research Logistics (NRL), 1989, 36, (4), 463-477

1988

23. Safety stock determination with correlated demands and arbitrary lead times
    European Journal of Operational Research, 1988, 35, (2), 172-181 View citations (14)

1983

24. COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
    Journal of Time Series Analysis, 1983, 4, (1), 1-8