Selected publications

  1. Harris, K., Triantafyllopoulos, K. and Stillman, E.S. (2016) A multivariate control chart for autocorrelated tool wear processes. Quality and Reliability Engineering International, 32,  2093-2106
  2. Triantafyllopoulos, K. and Bersimis, S. (2016) Phase II control charts for autocorrelated processes. Quality Technology and Quantitative Management, 13, 88-108. 
  3. Triantafyllopoulos, K. (2012) Multivariate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis, 33, 48-60. 
  4. Triantafyllopoulos, K. (2011) Real-time covariance estimation for the local level model. Journal of Time Series Analysis, 32, 93-107. 
  5. Triantafyllopoulos, K. and Montana, G. (2011) Dynamic modelling of mean reverted spreads for statistical arbitrage. Computational Management Science, 8, 23-49.
  6. Triantafyllopoulos, K. (2011) Time-varying vector autoregressive models with stochastic volatility. Journal of Applied Statistics, 38, 369-382. 
  7. Montana, G., Triantafyllopoulos, K. and Tsagaris, T. (2009) Flexible least squares for temporal data mining and statistical arbitrage. Expert Systems with Applications, 36, 2819-2830.
  8. Triantafyllopoulos, K. and Nason, G.P. (2009) A note on state space representations of locally stationary wavelet time series. Statistics and Probability Letters, 79, 50-54. 
  9. Triantafyllopoulos, K. (2009) Infenece of dynamic generalised linear models: online computation and appraisal. International Statistical Review, 77, 430-450. 
  10. Triantafyllopoulos, K. (2008) Multivariate stochastic volatility with Bayesian dynamic linear models. Journal of Statistical Planning and Inference, 138, 1021-1037. 
  11. Triantafyllopoulos, K. (2007) Covariance estimation for multivariate conditionally Gaussian dynamic linear models. Journal of Forecasting, 26, 551-569. 
  12. Godolphin, E.J. and Triantafyllopoulos, K. (2006) Decomposition of time series models in state space form. Computational Statistical and Data Analysis, 50, 2232-2246. 
  13. Triantafyllopoulos, K. and Pikoulas, J. (2002) Multivariate Bayesian regression applied to the problem of network security. Journal of Forecasting, 21, 579-594. 
© Kostas Triantafyllopoulos 2017