Loukia Meligkotsidou's Research Papers

Publications in Refereed Journals

  1. Fearnhead, P., and Meligkotsidou, L. (2004) Exact Filtering for Partially-observed, Continuous-time Models. JRSS Series B , 66, 771-789.
  2. Karlis, D., and Meligkotsidou, L. (2005) Multivariate Poisson Regression with Covariance Structure. Statistics and Computing, 15, 255-265 .
  3. Meligkotsidou, L., and Fearnhead, P. (2005) Maximum Likelihood Estimation of Coalescence Times in Genealogical Trees. Genetics, 171, 1-12.
  4. Karlis, D., and Meligkotsidou, L. (2007). Finite Mixtures of Multivariate Poisson Distributions with Application. Journal of Statistical Planning and Inference, 137, 1942-1960.
  5. Meligkotsidou, L. (2007). Bayesian Multivariate Poisson Mixtures with an Unknown Number of Components.Statistics and Computing, 17, 93-107.
  6. Fearnhead, P., and Meligkotsidou, L. (2007). Filtering Methods for Mixture Models. Journal of Computational and Graphical Statistics, 16, 586-607.
  7. Meligkotsidou, L., and Fearnhead, P. (2007) Post-processing of Genealogical Trees. Genetics, 177, 347-358.
  8. Meligkotsidou, L., and Vrontos I.D. (2008). Detecting Structural Breaks and Identifying Risk Factors in Hedge Fund Returns: a Bayesian Approach. Journal of Banking and Finance, 32, 2471-2481.
  9. Meligkotsidou, L., Vrontos I.D., and Vrontos S.D. (2009). Quantile Regression Analysis of Hedge Fund Strategies. Journal of Empirical Finance, 16, 264-279.
  10. Meligkotsidou, L., Tzavalis E., and Vrontos I.D. (2011) A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models. Econometric Reviews, 30, 208-249.
  11. Theodorou, D., Meligkotsidou, L., Karavoltsos, S., Burnetas, A., Dassenakis, M. and Scoullos, M. (2011). Comparison of ISO-GUM and Monte Carlo methods for the evaluation of measurement uncertainty: application to cadmium measurement in surface waters by GFAAS. Talanta, 83, 1568-1574.
  12. Meligkotsidou, L. and Dellaportas P. (2011). Forecasting with Non-homogeneous Hidden Markov Models.Statistics and Computing, 21, 439-449.
  13. Vrontos I.D., Meligkotsidou, L. and Vrontos S.D. (2011). Performance Evaluation of Mutual Fund Investements: The impact of Non-Normality and Time-Varying Volatility. Journal of Asset Management, 12, 292-307.
  14. Meligkotsidou, L., Tzavalis E., and Vrontos I.D. (2012). A Bayesian panel data framework for examining the economic growth convergence hypothesis; Do the G7 countries converge? Journal of Applied Statistics, 39, 1975-1990.
  15. Vrontos S.D., Vrontos I.D. and Meligkotsidou, L. (2013) Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment. Journal of Asset Management, 14, 306-333.
  16. Meligkotsidou, L., Tzavalis E., and Vrontos I.D. (2013). A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-sectional Dependence. Statistics and Computing, 24, 297-315.
  17. Meligkotsidou, L. and Vrontos I.D. (2014). Detecting Structural Breaks in Multivariate Financial Time Series: Evidence from Hedge Fund Investments. Journal of Statistical Computation and Simulation , 84:5, 1115-1135.
  18. Meligkotsidou, L., Panopoulou, E., Vrontos I.D., and Vrontos S.D. (2014). A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33, 558-576.
  19. Fearnhead, P., and Meligkotsidou, L. (2016). Augmentation Schemes for Particle MCMC. Statistics and Computing,26, 1293-1306.
  20. Meligkotsidou, L., Tzavalis E., and Vrontos I.D. (2017) On Bayesian Analysis and Unit Root Testing for Autoregressive Models in the Presence of Multiple Structural Breaks. Econometrics and Statistics,4, 70-90.
  21. Meligkotsidou, L., Panopoulou, E., Vrontos I.D., and Vrontos S.D. (2019). Quantile Forecast Combinations in Realized Volatility Predictions. Journal of the Operational Research Society, 1, 1-14.
  22. Thomadakis, C., Meligkotsidou, L., Pantazis, N., and Touloumi G. (2019). Longitudinal and Time-to-Drop-out Joint Models Can Lead to Seriously Biased Estimates when the Drop-out Mechanism is at Random. Biometrics, 75, 58-68.
  23. Koki, C., Meligkotsidou, L. and Vrontos I.D. (2020) Bayesian Analysis of Predictive Non-Homogeneous Hidden Markov Models using Polya-Gamma Data Augmentation. Journal of Forecasting, 39, 580-598.
  24. Thomadakis, C., Meligkotsidou, L., Pantazis, N., and Touloumi G. (2020). Misspecifying the covariance structure in a linear mixed model under MAR dropout. Statistics in Medicine, 39, 3027-3041.
  25. Meligkotsidou, L., Panopoulou, E., Vrontos I.D., and Vrontos S.D. (2021) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. The European Journal of Finance, 27, 110-135.
  26. Thomadakis, C., Meligkotsidou, L., Pantazis, N., and Touloumi G. (2021). Rejointer to Biased Estimation With Shared Parameter Models in the Presence of Competing Dropout Mechanisms. Biometrics, 78, 407-409.
  27. Thomadakis, C., Meligkotsidou, L., Yiannoutsos, C., and Touloumi G. (2023). Joint modeling of longitudinal and competing-risks data using cumulative incidence functions for the failure submodels accounting for potential failure cause misclassification through double sampling. Biostatistics, 25, 80-97.
  28. Thomadakis, C., Meligkotsidou, L., Pantazis, N., and Touloumi G. (2025). Shared parameter modeling of longitudinal data allowing for possibly informative visiting process and terminal event. Biostatistics, 26, (1).
  29. Meligkotsidou, L., and Lyritzis, I. (2026). Gaussian Mixture Modelling and DBSCAN for Reclassifying Legacy pXRF Compositional Data: A Chemometric Workflow Applied to Archaeological Ceramics. Journal of Chemometrics (accepted for publication).

Submitted Papers - Working Papers

Publications in Conference Proceedings


Last modified: 8 September 2026