Multivariate Poisson regression with covariance structure. - Dimitris Karlis; Loukia Meligkotsidou (Stat. Comput., 2005)

Bayesian multivariate Poisson mixtures with an unknown number of components. - Loukia Meligkotsidou (Stat. Comput., 2007)

Forecasting with non-homogeneous hidden Markov models. - Loukia Meligkotsidou; Petros Dellaportas (Stat. Comput., 2011)

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence. - Loukia Meligkotsidou; Elias Tzavalis; Ioannis D. Vrontos (Stat. Comput., 2014)

Augmentation schemes for particle MCMC. - Paul Fearnhead; Loukia Meligkotsidou (Stat. Comput., 2016)

Quantile forecast combinations in realised volatility prediction. - Loukia Meligkotsidou; Ekaterini Panopoulou; Ioannis D. Vrontos; Spyridon D. Vrontos (J. Oper. Res. Soc., 2019)