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/
RePEc:edi:cbwsuus (more details at EDIRC)

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, Stergios B., 2017. "Symmetric Gaussian mixture distributions with GGC scales," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 185-194.

   Cited by:

   1. Stergios B. Fotopoulos & Venkata K. Jandhyala & Alex Paparas, 2021. "Some Properties of the Multivariate Generalized Hyperbolic Laws," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 187-205, February.
   2. Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala, 2020. "Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(5), pages 757-775, September.

2. Xiangling Hu & Charles Munson & Stergios Fotopoulos, 2012. "Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection," Annals of Operations Research, Springer, vol. 201(1), pages 287-305, December.

   Cited by:

   1. Hu, Xiangling & Su, Ping, 2018. "The newsvendor's joint procurement and pricing problem under price-sensitive stochastic demand and purchase price uncertainty," Omega, Elsevier, vol. 79(C), pages 81-90.
   2. Alejandro Mac Cawley & Maximiliano Cubillos & Rodrigo Pascual, 2020. "A real options approach for joint overhaul and replacement strategies with mean reverting prices," Annals of Operations Research, Springer, vol. 286(1), pages 303-324, March.
   3. Moutushi Chatterjee, 2023. "Multivariate supplier selection for asymmetric specification region: using price and quality," Annals of Operations Research, Springer, vol. 324(1), pages 1023-1040, May.
   4. 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.
   5. Jiarong Luo & Xu Chen, 2017. "Risk hedging via option contracts in a random yield supply chain," Annals of Operations Research, Springer, vol. 257(1), pages 697-719, October.

3. 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.

   Cited by:

   1. Kazemi, Mohammad Sadegh & Fotopoulos, Stergios B. & Wang, Xinchang, 2023. "Minimizing online retailers’ revenue loss under a time-varying willingness-to-pay distribution," International Journal of Production Economics, Elsevier, vol. 257(C).

4. 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 & Su, Ping, 2018. "The newsvendor's joint procurement and pricing problem under price-sensitive stochastic demand and purchase price uncertainty," Omega, Elsevier, vol. 79(C), pages 81-90.
   2. Gao, Yongling & Driouchi, Tarik & Bennett, David J., 2018. "Ambiguity aversion in buyer-seller relationships: A contingent-claims and social network explanation," International Journal of Production Economics, Elsevier, vol. 200(C), pages 50-67.
   3. Xiangling Hu & Charles Munson & Stergios Fotopoulos, 2012. "Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection," Annals of Operations Research, Springer, vol. 201(1), pages 287-305, December.
   4. 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.
   5. 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.
   6. 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.
   7. 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.

5. 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.

6. 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.

   Cited by:

   1. Shibin Zhang, 2011. "Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein–Uhlenbeck Processes," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 619-656, September.

7. 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.

8. 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. Daniela Jarušková, 2018. "Estimating non-simultaneous changes in the mean of vectors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 721-743, August.
   2. 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.
   3. 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.
   4. 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.
   5. Mohammad Esmail Dehghan Monfared, 2024. "Exact distribution of change-point MLE for a Multivariate normal sequence," Statistical Papers, Springer, vol. 65(8), pages 4955-4970, October.

9. 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, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
      • Jungjun Choi & In Choi, 2019. "Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1121-1142, October.
   3. Gaowen Wang, 2017. "Modified Unit Root Tests with Nuisance Parameter Free Asymptotic Distributions," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 519-538, June.
   4. 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, University Library of Munich, Germany.
      • 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," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
   5. 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.
      • Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 733-768, September.
   6. 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.
      • Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011. "A class of simple distribution-free rank-based unit root tests," Post-Print hal-00834424, HAL.
   7. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 08/2003, University of Verona, Department of Economics.
   8. Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016. "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, vol. 192(1), pages 168-189.
   9. 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.
      • 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)," Other publications TiSEM 004c9726-ec6a-4884-8238-d, Tilburg University, School of Economics and Management.
   10. Cappuccio, Nunzio & Lubian, Diego & Mistrorigo, Mirko, 2015. "The power of unit root tests under local-to-finite variance errors," Chaos, Solitons & Fractals, Elsevier, vol. 76(C), pages 205-217.

10. 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, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-27.
    3. 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.
    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. B. Tarami & M. Pourahmadi, 2003. "Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(6), pages 739-754, November.
    6. 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.
    7. 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.
    8. 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.
    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.

11. 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. Li, Zheng & Zeng, Jingjing & Hensher, David A., 2023. "An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 169(C).
    2. 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.
    3. Galeano, Pedro, 2004. "Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process," DES - Working Papers. Statistics and Econometrics. WS ws046816, Universidad Carlos III de Madrid. Departamento de Estadística.
       • 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. 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.
    5. 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.
    6. Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala, 2022. "Change point detection and estimation methods under gamma series of observations," Statistical Papers, Springer, vol. 63(3), pages 723-754, June.

12. 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. Zhiqiang Jiang & Zhengyang Tang & Yi Liu & Yuyun Chen & Zhongkai Feng & Yang Xu & Hairong Zhang, 2019. "Area Moment and Error Based Forecasting Difficulty and its Application in Inflow Forecasting Level Evaluation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(13), pages 4553-4568, October.
    2. Chen, Kim Heng & Jandhyala, Venkata K. & Fotopoulos, Stergios B., 2005. "Nonlinear Properties of Multifactor Financial Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 1(2), pages 1-27.
    3. 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.
    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. B. Tarami & M. Pourahmadi, 2003. "Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(6), pages 739-754, November.

13. 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.

14. 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. Lingxiu Dong & Hau L. Lee, 2003. "Optimal Policies and Approximations for a Serial Multiechelon Inventory System with Time-Correlated Demand," Operations Research, INFORMS, vol. 51(6), pages 969-980, December.
    3. 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.
    4. 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.
    5. Takashi Shinzato, 2017. "Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality," Papers 1701.02245, arXiv.org.
    6. Amar Sapra & Van-Anh Truong & Rachel Q. Zhang, 2010. "How Much Demand Should Be Fulfilled?," Operations Research, INFORMS, vol. 58(3), pages 719-733, June.
    7. 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.
    8. Bong‐Geun An & Stergios B. Fotopoulos & Min‐Chiang Wang, 1989. "Estimating the lead‐time demand distribution for an autocorrelated demand by the pearson system and a normal approximation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 36(4), pages 463-477, August.
    9. Gonçalves, João N.C. & Sameiro Carvalho, M. & Cortez, Paulo, 2020. "Operations research models and methods for safety stock determination: A review," Operations Research Perspectives, Elsevier, vol. 7(C).
    10. 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," Other publications TiSEM 4b589d1f-2822-4c0f-9dea-6, Tilburg University, School of Economics and Management.
    11. 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.
    12. 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.
    13. Xiang, Mengyuan & Rossi, Roberto & Martin-Barragan, Belen & Tarim, S. Armagan, 2023. "A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand," European Journal of Operational Research, Elsevier, vol. 304(2), pages 515-524.
    14. Layth C. Alwan & Christian H. Weiß, 2017. "INAR implementation of newsvendor model for serially dependent demand counts," International Journal of Production Research, Taylor & Francis Journals, vol. 55(4), pages 1085-1099, February.

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