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Stergios B. Fotopoulos

Personal Details

First Name:Stergios
Middle Name:B.
Last Name:Fotopoulos
Suffix:
RePEc Short-ID:pfo218
Department of Finance and Management Science Carson College of Business Washington State University Pullman, WA 99164-4746
(509) 335-1728

Affiliation

College of Business and Economics
Washington State University

Pullman, Washington (United States)
http://www.cbe.wsu.edu/

: 888-585-5433
509-335-3851
PO Box 644750, Pullman, WA 99164-4750
RePEc:edi:cbwsuus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Fotopoulos, Stergios B., 2009. "The geometric convergence rate of the classical change-point estimate," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 131-137, January.
  2. Fotopoulos, S.B. & Hu, X. & Munson, C.L., 2008. "Flexible supply contracts under price uncertainty," European Journal of Operational Research, Elsevier, vol. 191(1), pages 253-263, November.
  3. Fotopoulos, S.B. & Jandhyala, V.K., 2007. "On Hinkley's estimator: Inference about the change point," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1449-1458, July.
  4. Fotopoulos, Stergios B. & Jandhyala, Venkata K. & Chen, Kim-Heng, 2007. "Non-linear properties of conditional returns under scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3041-3056, March.
  5. Venkata Jandhyala & Stergios Fotopoulos & Douglas Hawkins, 2006. "On the Inconsistency of the Change-Point Estimator for the NE Family," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(3), pages 309-315, June.
  6. Fotopoulos, Stergios B., 2005. "Type G and spherical distributions on," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 23-32, April.
  7. Chen, Kim Heng & Jandhyala, Venkata K. & Fotopoulos, Stergios B., 2005. "Nonlinear Properties of Multifactor Financial Models," Review of Applied Economics, Review of Applied Economics, vol. 1(2).
  8. Fotopoulos, Stergios B., 2004. "Tempered distributions and their application in computing conditional moments for normal mixtures," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 257-266, April.
  9. Fotopoulos, Stergios B. & Jandhyala, Venkata K., 2004. "Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 117-125, January.
  10. Stergios B. Fotopoulos & Sung K. Ahn, 2003. "Rank Based Dickey-Fuller Test Statistics," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(6), pages 647-662, November.
  11. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Hawkins, Douglas M., 2002. "Detection and estimation of abrupt changes in the variability of a process," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 1-19, July.
  12. Fotopoulos S.B., 2002. "Applied Probability Models," The American Statistician, American Statistical Association, vol. 56, pages 248-248, August.
  13. Fotopoulos, Stergios & Jandhyala, Venkata, 2001. "Maximum likelihood estimation of a change-point for exponentially distributed random variables," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 423-429, February.
  14. Sung Ahn & Stergios Fotopoulos & Lijian He, 2001. "Unit Root Tests With Infinite Variance Errors," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 461-483.
  15. Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian, 2000. "On the Conditional Variance for Scale Mixtures of Normal Distributions," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 163-192, August.
  16. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Evaggelopoulos, Nicholas E., 2000. "A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 315-334, September.
  17. Stergios Fotopoulos & Lijian He, 1999. "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, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 731-747, December.
  18. Fotopoulos, S. B. & Ahn, S. K., 1994. "Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 17-45, October.
  19. Fotopoulos, S. B. & Downham, D. Y., 1993. "A note on the simple random walk in the plane," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 221-224, June.
  20. Fotopoulos, Stergios & Wang, Min-Chiang & Rao, S. Subba, 1988. "Safety stock determination with correlated demands and arbitrary lead times," European Journal of Operational Research, Elsevier, vol. 35(2), pages 172-181, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Fotopoulos, S.B. & Hu, X. & Munson, C.L., 2008. "Flexible supply contracts under price uncertainty," European Journal of Operational Research, Elsevier, vol. 191(1), pages 253-263, November.

    Cited by:

    1. Hu, Xiangling & Motwani, Jaideep G., 2014. "Minimizing downside risks for global sourcing under price-sensitive stochastic demand, exchange rate uncertainties, and supplier capacity constraints," International Journal of Production Economics, Elsevier, vol. 147(PB), pages 398-409.
    2. Xiao, Tiaojun & Qi, Xiangtong, 2010. "Strategic wholesale pricing in a supply chain with a potential entrant," European Journal of Operational Research, Elsevier, vol. 202(2), pages 444-455, April.
    3. Zhanping Cheng & Xiaodong Yang & Andy A. Tsay, 2017. "Designing structured supply contracts under demand and price uncertainty in an open supply chain," Annals of Operations Research, Springer, vol. 257(1), pages 519-536, October.
    4. Pedrielli, Giulia & Lee, Loo Hay & Ng, Szu Hui, 2015. "Optimal bunkering contract in a buyer–seller supply chain under price and consumption uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 77(C), pages 77-94.

  2. Fotopoulos, Stergios B., 2005. "Type G and spherical distributions on," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 23-32, April.

    Cited by:

    1. Jules Sadefo Kamdem, 2011. "Integral Transforms With The Homotopy Perturbation Method And Some Applications," Working Papers hal-00580023, HAL.

  3. Stergios B. Fotopoulos & Sung K. Ahn, 2003. "Rank Based Dickey-Fuller Test Statistics," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(6), pages 647-662, November.

    Cited by:

    1. V. A. Reisen & C. Lévy-Leduc & M. Bourguignon & H. Boistard, 2017. "Robust Dickey–Fuller tests based on ranks for time series with additive outliers," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 115-131, January.

  4. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Hawkins, Douglas M., 2002. "Detection and estimation of abrupt changes in the variability of a process," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 1-19, July.

    Cited by:

    1. Max Wornowizki & Roland Fried & Simos G. Meintanis, 2017. "Fourier methods for analyzing piecewise constant volatilities," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(3), pages 289-308, July.
    2. Huwang, Longcheen & Huang, Chun-Jung & Wang, Yi-Hua Tina, 2010. "New EWMA control charts for monitoring process dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2328-2342, October.

  5. Fotopoulos, Stergios & Jandhyala, Venkata, 2001. "Maximum likelihood estimation of a change-point for exponentially distributed random variables," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 423-429, February.

    Cited by:

    1. Fotopoulos, Stergios B., 2009. "The geometric convergence rate of the classical change-point estimate," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 131-137, January.
    2. Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, July.
    3. Fotopoulos, S.B. & Jandhyala, V.K., 2007. "On Hinkley's estimator: Inference about the change point," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1449-1458, July.

  6. Sung Ahn & Stergios Fotopoulos & Lijian He, 2001. "Unit Root Tests With Infinite Variance Errors," Econometric Reviews, Taylor & Francis Journals, vol. 20(4), pages 461-483.

    Cited by:

    1. George, Halkos & Ilias, Kevork, 2005. "Το Υπόδειγμα Τυχαίου Περιπάτου Με Αυτοπαλίνδρομα Σφάλματα
      [The random walk model with autoregressive errors]
      ," MPRA Paper 33312, University Library of Munich, Germany.
    2. Jungjun Choi & In Choi, 2016. "Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors," Working Papers 1612, Research Institute for Market Economy, Sogang University.
    3. Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, EconWPA.
    4. Georgiev, I & Rodrigues, PMM & Taylor, AMR, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Essex Finance Centre Working Papers 18832, University of Essex, Essex Business School.
    5. Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2011. "A class of simple distribution-free rank-based unit root tests," Journal of Econometrics, Elsevier, vol. 163(2), pages 200-214, August.
    6. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 08/2003, University of Verona, Department of Economics.
    7. Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016. "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, vol. 192(1), pages 168-189.
    8. Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper 2011-002, Tilburg University, Center for Economic Research.

  7. Cambanis, Stamatis & Fotopoulos, Stergios B. & He, Lijian, 2000. "On the Conditional Variance for Scale Mixtures of Normal Distributions," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 163-192, August.

    Cited by:

    1. Fotopoulos, Stergios B., 2017. "Symmetric Gaussian mixture distributions with GGC scales," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 185-194.
    2. Chen, Kim Heng & Jandhyala, Venkata K. & Fotopoulos, Stergios B., 2005. "Nonlinear Properties of Multifactor Financial Models," Review of Applied Economics, Review of Applied Economics, vol. 1(2).
    3. Stergios Fotopoulos & Lijian He, 1999. "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, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 731-747, December.
    4. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 73-85.
    5. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 418-435.

  8. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Evaggelopoulos, Nicholas E., 2000. "A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 315-334, September.

    Cited by:

    1. Kuhlisch Wiltrud, 2003. "Estimation of a Threshold-Value in the Context of Air Pollution and Health," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 241-249, January.
    2. Hothorn, Torsten & Lausen, Berthold, 2003. "On the exact distribution of maximally selected rank statistics," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 121-137, June.
    3. Galeano, Pedro, 2007. "The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6151-6165, August.
    4. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Hawkins, Douglas M., 2002. "Detection and estimation of abrupt changes in the variability of a process," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 1-19, July.

  9. Stergios Fotopoulos & Lijian He, 1999. "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, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 731-747, December.

    Cited by:

    1. Chen, Kim Heng & Jandhyala, Venkata K. & Fotopoulos, Stergios B., 2005. "Nonlinear Properties of Multifactor Financial Models," Review of Applied Economics, Review of Applied Economics, vol. 1(2).
    2. Fotopoulos, Stergios B., 2004. "Tempered distributions and their application in computing conditional moments for normal mixtures," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 257-266, April.

  10. Fotopoulos, S. B. & Ahn, S. K., 1994. "Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 17-45, October.

    Cited by:

    1. Yu, Hao, 1996. "A note on strong approximation for quantile processes of strong mixing sequences," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 1-7, September.
    2. Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A., 2010. "Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 581-586, April.
    3. Ajami, M. & Fakoor, V. & Jomhoori, S., 2011. "The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1306-1310, August.

  11. Fotopoulos, Stergios & Wang, Min-Chiang & Rao, S. Subba, 1988. "Safety stock determination with correlated demands and arbitrary lead times," European Journal of Operational Research, Elsevier, vol. 35(2), pages 172-181, May.

    Cited by:

    1. Janssen, F.B.S.L.P. & Heuts, R.M.J. & de Kok, T., 1996. "The Value of Information in an (R,s,Q) Inventory Model," Discussion Paper 1996-21, Tilburg University, Center for Economic Research.
    2. Urban, Timothy L., 2005. "A periodic-review model with serially-correlated, inventory-level-dependent demand," International Journal of Production Economics, Elsevier, vol. 95(3), pages 287-295, March.
    3. Boute, Robert N. & Disney, Stephen M. & Lambrecht, Marc R. & Houdt, Benny Van, 2014. "Coordinating lead times and safety stocks under autocorrelated demand," European Journal of Operational Research, Elsevier, vol. 232(1), pages 52-63.
    4. Takashi Shinzato, 2017. "Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality," Papers 1701.02245, arXiv.org.
    5. Tee, Yeu-San & Rossetti, Manuel D., 2002. "A robustness study of a multi-echelon inventory model via simulation," International Journal of Production Economics, Elsevier, vol. 80(3), pages 265-277, December.
    6. Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
    7. Altay, Nezih & Litteral, Lewis A. & Rudisill, Frank, 2012. "Effects of correlation on intermittent demand forecasting and stock control," International Journal of Production Economics, Elsevier, vol. 135(1), pages 275-283.

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