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. (2022). Joint modeling of longitudinal and competing-risks data using cumulative incidence functions for the failure submodels accounting for potential failure cause missclassification through double sampling. Biostatistics, (published online first).

Submitted Papers - Working Papers

Publications in Conference Proceedings


Last modified: 25 October 2023