Dag Bjarne Tjøstheim

Some recent trends in embeddings of time series and dynamic networks Journal of Time Series Analysis, vol. 44, pp. 686 709 , (ISSN 0143-9782 1467-9892 ), doi: https://doi.org/10.1111/jtsa.12677 , 2023. Scientific article

Statistical Embedding: Beyond Principal Components Statistical Science, vol. 38, pp. 411 439 , (ISSN 0883-4237 2168-8745 ), doi: https://doi.org/10.1214/22-STS881 , 2023. Scientific article

Lars Arne Jordanger; Dag Bjarne Tjøstheim; Local Gaussian Cross-Spectrum Analysis Econometrics, doi: https://doi.org/10.3390/econometrics11020012 , 2023. Scientific article

Heidar Eyjolfsson; Dag Bjarne Tjøstheim; Multivariate self-exciting jump processes with applications to financial data Bernoulli, pp. 2167 2191 24 , doi: https://doi.org/10.3150/22-BEJ1537 , 2023. Scientific article

Statistical embedding: Beyond principal components 2022. Lecture

Håkon Otneim; Geir Drage Berentsen; Dag Bjarne Tjøstheim; Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis Entropy, pp. 17 , doi: https://doi.org/10.3390/e24030378 , 2022. Scientific article

Dag Bjarne Tjøstheim; Håkon Otneim; Bård Støve; Statistical dependence: Beyond Pearson’s ρ Statistical Science, pp. 90 109 , doi: https://doi.org/10.1214/21-STS823 , 2022. Scientific article

Dag Bjarne Tjøstheim; Håkon Otneim; Bård Støve; Statistical Modeling Using Local Gaussian Approximation , 2021. Scientific monograph

Anders Daasvand Sleire; Bård Støve; Håkon Otneim; Geir Drage Berentsen; Dag Bjarne Tjøstheim; et al. Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations Finance Research Letters, pp. 1 9 8 , doi: https://doi.org/10.1016/j.frl.2021.102475 , 2021. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; The locally Gaussian partial correlation Journal of business & economic statistics, pp. 924 936 , doi: https://doi.org/10.1080/07350015.2021.1886107 , 2021. Scientific article

Pairwise local Fisher and naive Bayes: Improving two standard discriminants Journal of Econometrics, vol. 216, pp. 284 304 , (ISSN 0304-4076 1872-6895 ), doi: https://doi.org/10.1016/j.jeconom.2020.01.019 , 2020. Scientific article

Dag Bjarne Tjøstheim; Some notes on nonlinear cointegration: A partial review with some novel perspectives Econometric Reviews, pp. 655 673 18 , doi: https://doi.org/10.1080/07474938.2020.1771900 , 2020. Scientific article

Lars Arne Jordanger; Dag Bjarne Tjøstheim; Nonlinear Spectral Analysis: A Local Gaussian Approach Journal of the American Statistical Association, pp. 0 , doi: https://doi.org/10.1080/01621459.2020.1840991 , 2020. Scientific article

Zhenyu Jiang; Nengxiang Ling; Zudi Lu; Dag Bjarne Tjøstheim; Qiang Zhang; On bandwidth choice for spatial data density estimation Journal of The Royal Statistical Society Series B-statistical Methodology, pp. 817 840 23 , doi: https://doi.org/10.1111/rssb.12367 , 2020. Scientific article

Francesco Bravo; Degui Li; Dag Bjarne Tjøstheim; Robust nonlinear regression estimation in null recurrent time series Journal of Econometrics, pp. 0 , doi: https://doi.org/10.1016/j.jeconom.2020.03.028 , 2020. Scientific article

Konstantinos Fokianos; Bård Støve; Dag Bjarne Tjøstheim; Paul Doukhan; Multivariate count autoregression Bernoulli, pp. 471 499 , doi: https://doi.org/10.3150/19-BEJ1132 , 2020. Scientific article

Discussion of Models as Approximations I & II Statistical Science, vol. 34, pp. 575 579 , (ISSN 0883-4237 2168-8745 ), doi: https://doi.org/10.1214/19-STS725 , 2019. Article journal

Dag Bjarne Tjøstheim; Discussion of Models as Approximations I & II Statistical Science, pp. 575 579 , doi: https://doi.org/10.1214/19-STS725 , 2019. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; Measuring conditional dependence using the local Gaussian partial correlation 2019. Lecture

Virginia Lacal; Dag Bjarne Tjøstheim; Estimating and Testing Nonlinear Local Dependence Between Two Time Series Journal of business & economic statistics, pp. 1 13 , doi: https://doi.org/10.1080/07350015.2017.1407777 , 2018. Scientific article

Youngmi Lee; Sangyeol Lee; Dag Bjarne Tjøstheim; Asymptotic normality and parameter change test for bivariate Poisson INGARCH models Test (Madrid), pp. 52 69 , doi: https://doi.org/10.1007/s11749-016-0510-6 , 2018. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation 2018. Scientific lecture

Håkon Otneim; Dag Bjarne Tjøstheim; Estimating multivariate and conditional density functions using local Gaussian approximations 2017. Scientific lecture

Chaohua Dong; Jiti Gao; Dag Bjarne Tjøstheim; Jiying Yin; Specification testing for nonlinear multivariate cointegrating regressions Journal of Econometrics, pp. 104 117 , doi: https://doi.org/10.1016/j.jeconom.2017.05.016 , 2017. Scientific article

Heidar Eyjolfsson; Dag Bjarne Tjøstheim; Self-exciting jump processes with applications to energy markets Annals of the Institute of Statistical Mathematics, pp. 373 393 , doi: https://doi.org/10.1007/s10463-016-0591-8 , 2017. Scientific article

Virginia Lacal Graziani; Dag Bjarne Tjøstheim; Local Gaussian autocorrelation and tests for serial independence Journal of Time Series Analysis, pp. 51 71 , doi: https://doi.org/10.1111/jtsa.12195 , 2017. Scientific article

Biqing Cai; Jiti Gao; Dag Bjarne Tjøstheim; A new class of bivariate threshold cointegration models Journal of business & economic statistics, pp. 288 305 , doi: https://doi.org/10.1080/07350015.2015.1062385 , 2017. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; Conditional density estimation using the local Gaussian correlation Statistics and computing, pp. 303 321 , doi: https://doi.org/10.1007/s11222-017-9732-z , 2017. Scientific article

Chaohua Dong; Jiti Gao; Dag Bjarne Tjøstheim; Estimation for single-index and partially linear single-index integrated models Annals of Statistics, pp. 425 453 29 , doi: https://doi.org/10.1214/15-AOS1372 , 2016. Scientific article

Geir Drage Berentsen; Ricardo Cao; Mario Francisco-Fernandez; Dag Bjarne Tjøstheim; Some properties of local Gaussian correlation and other nonlinear dependence measures Journal of Time Series Analysis, pp. 352 380 , doi: https://doi.org/10.1111/jtsa.12183 , 2016. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; Non-parametric estimation of conditional densities: A new method , 2016. Report

Degui Li; Dag Bjarne Tjøstheim; Jiti Gao; Estimation in nonlinear regression with harris recurrent markov chains Annals of Statistics, pp. 1957 1987 , doi: https://doi.org/10.1214/15-AOS1379 , 2016. Scientific article

Håkon Otneim; Dag Bjarne Tjøstheim; The locally Gaussian density estimator for multivariate data Statistics and computing, pp. 1 22 , doi: https://doi.org/10.1007/s11222-016-9706-6 , 2016. Scientific article

Arne Johannes Holmin; Rolf Korneliussen; Dag Bjarne Tjøstheim; Estimation and simulation of multi-beam sonar noise Journal of the Acoustical Society of America, pp. 851 862 , doi: https://doi.org/10.1121/1.4941913 , 2016. Scientific article

Biqing Cai; Dag Bjarne Tjøstheim; Nonparametric regression estimation for multivariate null recurrent processes Econometrics, pp. 265 288 24 , doi: https://doi.org/10.3390/econometrics3020265 , 2015. Scientific article

Dag Bjarne Tjøstheim; Count time series models with latent autoregressive dynamics pp. 77 100 24 , 2015. Scientific chapter / article / conference article

Jiti Gao; Shin Kanaya; Degui Li; Dag Bjarne Tjøstheim; Uniform consistency for nonparametric estimators in null recurrent time series Econometric Theory, doi: https://doi.org/10.1017/S0266466614000577 , 2014. Scientific article

Zudi Lu; Dag Bjarne Tjøstheim; Nonparametric estimation of probability density functions for irregularly observed spatial data Journal of the American Statistical Association, pp. 1546 1564 , doi: https://doi.org/10.1080/01621459.2014.947376 , 2014. Scientific article

Bård Støve; Dag Bjarne Tjøstheim; Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon Magma forskning og viten, pp. 103 113 , , 2014. Scientific article

Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer; Using local Gaussian correlation in a nonlinear re-examination of financial contagion Journal of Empirical Finance, pp. 62 82 , doi: https://doi.org/10.1016/j.jempfin.2013.11.006 , 2014. Scientific article

Geir Drage Berentsen; Bård Støve; Dag Bjarne Tjøstheim; Tommy Neverdahl Nordbø; Recognizing and visualizing copulas: An approach using local Gaussian approximation Insurance, Mathematics & Economics, pp. 90 103 , doi: https://doi.org/10.1016/j.insmatheco.2014.04.005 , 2014. Scientific article

Geir Drage Berentsen; Tore Selland Kleppe; Dag Bjarne Tjøstheim; Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation Journal of Statistical Software, pp. 1 18 , doi: https://doi.org/10.18637/jss.v056.i12 , 2014. Scientific article

Geir Drage Berentsen; Dag Bjarne Tjøstheim; Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation Statistics and computing, pp. 785 801 , doi: https://doi.org/10.1007/s11222-013-9402-8 , 2014. Scientific article

Lars Arne Jordanger; Dag Bjarne Tjøstheim; Model selection of copulas: AIC versus a cross validation copula information criterion Statistics and Probability Letters, pp. 249 255 , doi: https://doi.org/10.1016/j.spl.2014.06.006 , 2014. Scientific article

Paul Doukhan; Konstantinos Fokianos; Dag Bjarne Tjøstheim; Correction to "On weak dependence conditions for Poisson autoregressions" [Statist. Probab. Lett. 82 (2012) 942-948] Statistics and Probability Letters, pp. 1926 1927 1 , doi: https://doi.org/10.1016/j.spl.2013.04.013 , 2013. Scientific article

Geir Drage Berentsen; Bård Støve; Dag Bjarne Tjøstheim; Recognizing and visualizing copulas: an approach using local Gaussian approximation 2013. Scientific lecture

Arne Johannes Holmin; Rolf Korneliussen; Dag Bjarne Tjøstheim; Improved morphological fish school characterization using simulations of multibeam sonar data 2013. Scientific lecture

Håkon Otneim; Hans A Karlsen; Dag Bjarne Tjøstheim; Bias and bandwidth for local likelihood density estimation Statistics and Probability Letters, pp. 1382 1387 6 , doi: https://doi.org/10.1016/j.spl.2013.02.003 , 2013. Scientific article

Dag Bjarne Tjøstheim; Karl Ove Hufthammer; Local Gaussian correlation: A new measure of dependence Journal of Econometrics, pp. 33 48 16 , doi: https://doi.org/10.1016/j.jeconom.2012.08.001 , 2013. Scientific article

Jiti Gao; Dag Bjarne Tjøstheim; Jiying Yin; Estimation in threshold autoregressive models with a stationary and a unit root regime Journal of Econometrics, pp. 1 13 13 , doi: https://doi.org/10.1016/j.jeconom.2011.12.006 , 2013. Scientific article

Arne Johannes Holmin; Nils Olav Handegard; Rolf Korneliussen; Dag Bjarne Tjøstheim; Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment Journal of the Acoustical Society of America, pp. 3720 3734 , doi: https://doi.org/10.1121/1.4763981 , 2012. Scientific article

Dag Bjarne Tjøstheim; Rejoinder on: Some recent theory for autoregressive count time series Test (Madrid), pp. 469 476 8 , doi: https://doi.org/10.1007/s11749-012-0305-3 , 2012. Editorial

Dag Bjarne Tjøstheim; Some recent theory for autoregressive count time series Test (Madrid), pp. 413 438 26 , doi: https://doi.org/10.1007/s11749-012-0296-0 , 2012. Scientific article

Konstantinos Fokianos; Dag Bjarne Tjøstheim; Nonlinear Poisson autoregression Annals of the Institute of Statistical Mathematics, pp. 1205 1225 21 , doi: https://doi.org/10.1007/s10463-012-0351-3 , 2012. Scientific article

Paul Doukhan; Konstantinos Fokianos; Dag Bjarne Tjøstheim; On weak dependence conditions for Poisson autoregressions Statistics and Probability Letters, pp. 942 948 7 , doi: https://doi.org/10.1016/j.spl.2012.01.015 , 2012. Scientific article

Bård Støve; Dag Bjarne Tjøstheim; A convolution estimator for the density of nonlinear regression observations Scandinavian Journal of Statistics, pp. 282 304 23 , doi: https://doi.org/10.1111/j.1467-9469.2011.00762.x , 2012. Scientific article

Nils Olav Handegard; Kevin M. Boswell; Christos Ioannou; Simon P. Leblanc; Dag Bjarne Tjøstheim; et al. The dynamics of coordinated group hunting and collective information transfer among schooling prey Current Biology, pp. 1213 1217 , doi: https://doi.org/10.1016/j.cub.2012.04.050 , 2012. Scientific article

Terje Myklebust; Hans A Karlsen; Dag Bjarne Tjøstheim; Null recurrent unit root processes Econometric Theory, pp. 1 41 , doi: https://doi.org/10.1017/S0266466611000119 , 2012. Scientific article

Nils Gunnar Kvamstø; Dag Johan Steinskog; David Stephenson,; Dag Bjarne Tjøstheim; Estimation of trends in extreme melt-season duration at Svalbard International Journal of Climatology, pp. 2227 2239 , doi: https://doi.org/10.1002/joc.3395 , 2012. Scientific article

Modelling nonlinear and nonstationary time series pp. 67 97 , 2012. Scientific chapter / article / conference article

Nonparametric methods in random fields pp. 2109 2115 , 2012. Lexical import

Multivariate Poisson Autoregression 2011. Scientific lecture

Log-linear Poisson autoregression Journal of Multivariate Analysis, vol. 102, pp. 563 578 , (ISSN 0047-259X 1095-7243 ), doi: https://doi.org/10.1016/j.jmva.2010.11.002 , 2011. Scientific article

Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion , 2011. Report

Asymmetries in Financial Returns: A Local Gaussian Correlation Approach 2010. Scientific lecture

Asymmetries in Financial Returns: A Local Gaussian Correlation Approach 2010. Scientific lecture

Measuring Financial Contagion by Local Gaussian Correlation , 2010. Report

Measuring Financial Contagion by Local Gaussian Correlation 2010. Scientific lecture

Measuring Financial Contagion by Local Gaussian Correlation 2010. Scientific lecture

Modelling nonlinear economic time series (ISSN 9780199587148 ), , 2010. Scientific monograph

Nonparametric regression estimation in a null recurrent time series Journal of Statistical Planning and Inference, vol. 140, pp. 3619 3626 , (ISSN 0378-3758 1873-1171 ), doi: https://doi.org/10.1016/j.jspi.2010.04.029 , 2010. Scientific article

Nonparametric Additive Models for Panels of Time Series Econometric Theory, vol. 25, pp. 442 481 , (ISSN 0266-4666 1469-4360 ), doi: https://doi.org/10.1017/S0266466608090142 , 2009. Scientific article

NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY Econometric Theory, vol. 25, pp. 1869 1892 , (ISSN 0266-4666 1469-4360 ), doi: https://doi.org/10.1017/S0266466609990363 , 2009. Scientific article

Poisson autoregression Journal of the American Statistical Association, vol. 104, pp. 1430 1439 , (ISSN 0162-1459 1537-274X ), doi: https://doi.org/10.1198/jasa.2009.tm08270 , 2009. Scientific article

Specification testing in regression with nonstatisonarity Econometric Theory, vol. 25, pp. 1869 1892 , (ISSN 0266-4666 1469-4360 ), doi: https://doi.org/10.1017/S0266466609990363 , 2009. Scientific article

Seasonal cycles and long-term trends of plankton in shelf and oceanic habitats of the Norwegian Sea in relation to environmental varaibales Deep-Sea Research Part II: Topical Studies in Oceanography, vol. 56, pp. 1895 1909 , (ISSN 0967-0645 1879-0100 ), doi: https://doi.org/10.1016/j.dsr2.2008.11.004 , 2009. Scientific article

Specification testing in nonlinear and nonstationary time series regression Annals of Statistics, vol. 37, pp. 3893 3928 , (ISSN 0090-5364 2168-8966 ), doi: https://doi.org/10.1214/09-AOS698 , 2009. Scientific article

The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish Canadian Journal of Fisheries and Aquatic Sciences, vol. 66, pp. 425 438 , (ISSN 0706-652X 1205-7533 ), doi: https://doi.org/10.1139/F09-004 , 2009. Scientific article

Two heuristic approaches to describe periodicities in genomic microarrays Norsk Epidemiologi, vol. 19, pp. 79 98 , (ISSN 0803-2491 1891-5477 ), 2009. Scientific article

Nonparametric additive models for panels of time series Econometric Theory, vol. 25, pp. 442 481 , (ISSN 0266-4666 1469-4360 ), doi: https://doi.org/10.1017/S0266466608090142 , 2009. Scientific article

Two heuristic approaches to describe periodicities in genomic microarrays Norsk Epidemiologi, vol. 19, pp. 79 98 , (ISSN 0803-2491 1891-5477 ), 2009. Scientific article

Asymmetries in financial returns: A local Gaussian correlation approach 2009. Scientific lecture

Measuring financial contagion by local Gaussian correlation 2009. Scientific lecture

Adaptively varying-coefficient spatiotemporal models Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol. 71, pp. 859 880 , (ISSN 1369-7412 1467-9868 ), 2009. Scientific article

Asymmetries in Financial Returns: A Local Gaussian Correlation Approach 2009. Scientific lecture

Moment inequalities for spatial processes Statistics and Probability Letters, vol. 78, pp. 687 697 , (ISSN 0167-7152 1879-2103 ), doi: https://doi.org/10.1016/j.spl.2007.09.032 , 2008. Scientific article

Spatial smoothing, Nugget effect and infill asymptotics Statistics and Probability Letters, vol. 78, pp. 3145 3151 , (ISSN 0167-7152 1879-2103 ), doi: https://doi.org/10.1016/j.spl.2008.06.002 , 2008. Scientific article

A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis 2008. Poster

Linear and nonlinear alignment of time series with applications to varve chronologies Environmetrics, vol. 19, pp. 409 427 , (ISSN 1180-4009 1099-095X ), 2008. Scientific article

Linear and nonlinear alignment of time series with applications to varve chronologies Environmetrics, vol. 19, pp. 409 427 , (ISSN 1180-4009 1099-095X ), doi: https://doi.org/10.1002/env.887 , 2008. Scientific article

A new convolution estimator for nonparametric regression pp. 363 384 , 2007. Scientific chapter / article / conference article

Exploring spatial nonlinearity using additive approximation Bernoulli, vol. 13, pp. 447 472 , (ISSN 1350-7265 1573-9759 ), doi: https://doi.org/10.3150/07-BEJ5093 , 2007. Scientific article

A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality Monthly Weather Review, vol. 135, pp. 1151 1157 , (ISSN 0027-0644 1520-0493 ), doi: https://doi.org/10.1175/MWR3326.1 , 2007. Scientific article

Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory Statistica sinica, vol. 17, pp. 177 197 , (ISSN 1017-0405 1996-8507 ), 2007. Scientific article

Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience Canadian Journal of Fisheries and Aquatic Sciences, vol. 64, pp. 1390 1402 , (ISSN 0706-652X 1205-7533 ), doi: https://doi.org/10.1139/F07-101 , 2007. Scientific article

A new convolution estimator for nonparametric regression pp. 363 384 , 2007. Scientific chapter / article / conference article

A Convolution Estimator for the Density of Nonlinear Regression Observations , 2007. Report

Nonparametric estimation in a nonlinear cointegration type model Annals of Statistics, vol. 35, pp. 252 299 , (ISSN 0090-5364 2168-8966 ), doi: https://doi.org/10.1214/009053606000001181 , 2007. Scientific article

Estimation in semiparametric spatial regression Annals of Statistics, vol. 34, pp. 1395 1435 , (ISSN 0090-5364 2168-8966 ), doi: https://doi.org/10.1214/009053606000000317 , 2006. Scientific article

When fish meet a trawling vessel: examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking Canadian Journal of Fisheries and Aquatic Sciences, vol. 62, pp. 2409 2422 , (ISSN 0706-652X 1205-7533 ), 2005. Scientific article

Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations Communications in Statistics - Theory and Methods, vol. 33, pp. 769 786 , (ISSN 0361-0926 1532-415X ), 2004. Scientific article

Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea Sarsia, vol. 89, pp. 196 210 , (ISSN 0036-4827 1503-1128 ), 2004. Scientific article

Nonparametric estimation and testing in panels of intercorrelated time series Journal of Time Series Analysis, vol. 25, pp. 831 872 , (ISSN 0143-9782 1467-9892 ), 2004. Scientific article

Diurnal variation in acoustic densities: why do we see less in the dark? Canadian Journal of Fisheries and Aquatic Sciences, vol. 61, pp. 2237 2254 , (ISSN 0706-652X 1205-7533 ), 2004. Scientific article

Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel 2003. Scientific lecture

Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel Aquatic Living Resources, vol. 16, pp. 265 270 , (ISSN 0990-7440 1765-2952 ), doi: https://doi.org/10.1016/S0990-7440(03)00020-2 , 2003. Scientific article

Nonparametric estimation in a nonstationary context with applications to nonlinear cointegration 2003. Scientific lecture

Nonparametric estimation in additive models 2003. Scientific lecture

Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration pp. 91 119 , 2002. Scientific chapter / article / conference article

Introduction to nonparametric methods 2002. Scientific lecture

Nonparametric estimation in a nonstationary context 2002. Scientific lecture

Survey of nonlinear time series modesl 2002. Scientific lecture

Survey of nonlinear time series models 2002. Scientific lecture

Nonparametric estimation in a nonstationary context 2002. Scientific lecture

Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration pp. 91 119 , 2002. Scientific chapter / article / conference article

Nonlinear unit root processes and the problem of nonlinear cointegration pp. 91 120 , 2002. Scientific chapter / article / conference article

Nonparametric estimation and testing of additive time series models Econometric Theory, vol. 18, pp. 197 251 , (ISSN 0266-4666 1469-4360 ), 2002. Scientific article

Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust? Canadian Journal of Fisheries and Aquatic Sciences, vol. 59, pp. 33 48 , (ISSN 0706-652X 1205-7533 ), 2002. Scientific article

The measurement error of marine survey registrations: the bottom trawl case Fishery Bulletin, (ISSN 0090-0656 1937-4518 ), 2002. Scientific article

Two recent developments in nonstationary and nonlinear time series modeling 2001. Scientific lecture

Nonparametric estimation in null recurrent time series Annals of Statistics, vol. 29, pp. 372 416 , (ISSN 0090-5364 2168-8966 ), 2001. Scientific article

Modelling diurnal variations in marine populations Biometrics, vol. 57, pp. 189 196 , (ISSN 0006-341X 1541-0420 ), 2001. Scientific article

Nonlinear cointegration 2000. Scientific lecture

Additive models: an alternative to linear models in econometrics 2000. Scientific lecture

Linearity tests for time series 2000. Scientific lecture

Nonlinear models for a panel of intercorrelated time series 2000. Scientific lecture

Exploring models for panels of time series 2000. Scientific lecture

Alignment of time series 2000. Scientific lecture

Nonparametric estimation for nonstationary processes 2000. Scientific lecture

Intercorrelated panels. Linear and nonlinera models 2000. Scientific lecture

Om additive modeller 2000. Scientific lecture

Exploratory data analysis and linearity tests for time series 2000. Scientific lecture

Nonlinear cointegration 2000. Scientific lecture

Analysing panels of intercorrelated time series 2000. Scientific lecture

Allan Wurtz; Dag Bjarne Tjøstheim; Nonlinear econometric modeling in time series analysis (ISSN 9780521594240 ), 2000. Scientific anthology / conference series

Nonparametric estimation in a nonlinear cointegration type model 2000. Report

Residual variance estimates and order determination in panels of intercorrelated time series pp. 385 409 , 1999. Scientific chapter / article / conference article

Nonparametric specification tests for time series pp. 149 200 , 1999. Scientific chapter / article / conference article

Modeling panels of intercorrelated autoregressive time series Biometrika, pp. 572 590 , (ISSN 0006-3444 1464-3510 ), 1999. Scientific article

Local polynomial approximation and linearity testing Journal of Statistical Planning and Inference, vol. 68, pp. 295 321 , (ISSN 0378-3758 1873-1171 ), 1998. Scientific article

S. Ghosh; Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series 1998. Non fiction book

Local polynomial approximation and linearity testing Journal of Statistical Planning and Inference, vol. 68, pp. 295 321 , (ISSN 0378-3758 1873-1171 ), 1998. Scientific article

Exploring time series using semi- and nonparametric methods 1998. Scientific lecture

Exploring time series using semi- and nonparametric methods pp. 125 136 , 1998. Scientific chapter / article / conference article

Nonparametric specification procedures for time series 1998. Scientific chapter / article / conference article

Panels of intercorrelated time series: Linear and nonlinear models 1998. Lecture

Panels of intercorrelated time series 1998. Lecture

Nonparametric estimation for null recurrent time series 1998. Lecture

Panels of intercorrelated time series in linear and nonlinear models 1998. Lecture

Specification procedures for linear and nonlinear time series 1998. Lecture

Nonparametric estimation for null recurrent time series 1998. Report

Modelling panels of intercorrelated autoregressive time series 1998. Report

Additive nonlinear ARX time series and projection estimates Econometric Theory, vol. 13, pp. 214 252 , (ISSN 0266-4666 1469-4360 ), 1997. Scientific article

Nonparametric estimation of interaction in additive models 1997. Report

Exploring time series using nonparametric methods 1997. Lecture

Panels of intercorrelated time series: Linear and nonlinear models 1997. Lecture

Panels of intercorrelated time series: Linear and nonlinear models 1997. Lecture

Panels of intercorrelated time series 1997. Lecture

Panels of intercorrelated time series 1997. Scientific lecture

Nonparametric analysis for null recurrent processes 1997. Scientific lecture

Nonparametric methods of time series 1997. Scientific lecture

Linear and nonlinear models for panels of time series 1997. Scientific lecture

Testing for serial independence using measures of distance between densities Springer Lectures Notes in Statistics, 115, vol. 115, 1996. Scientific article

Nonparametric statistics for testing linearity and serial independence Nonparametric Statistics, vol. 6, pp. 223 251 , 1996. Scientific article

Measures of dependence and tests of independence independence Statistics, 1996. Scientific article

Nonparametric tests of linearity for time series Biometrika, vol. 82, pp. 351 368 , (ISSN 0006-3444 1464-3510 ), 1995. Scientific article

Nonparametric estimation and identification of nonlinear ARCH time series Econometric Theory, vol. 11, pp. 258 289 , (ISSN 0266-4666 1469-4360 ), 1995. Scientific article

Nonlinear time series. A selective review Scandinavian Journal of Statistics, vol. 21, pp. 97 130 , (ISSN 0303-6898 1467-9469 ), 1994. Scientific article

Non-parametric identification of nonlinear time series : Projections Journal of the American Statistical Association, vol. 89, pp. 1398 1409 , (ISSN 0162-1459 1537-274X ), 1994. Scientific article

Non-parametric identification of nonlinear time series : Selecting significant lags Journal of the American Statistical Association, vol. 89, pp. 1410 1419 , (ISSN 0162-1459 1537-274X ), 1994. Scientific article

Tests of Independence 1994. Lecture

Aspects of modelling nonlinear time series pp. 2919 2957 , 1994. Scientific chapter / article / conference article

A nonparametric test of serial independence based on the empirical distribution function Biometrika, vol. 80, pp. 591 602 , (ISSN 0006-3444 1464-3510 ), 1993. Scientific article

Functional identification in nonlinear time series NATO science series. Mathematical and physical sciences., pp. 493 507 , (ISSN 1389-2185 ), doi: https://doi.org/10.1007/978-94-011-3222-0 , 1991. Scientific article

Functional identification in nonlinear timeseries. Report No.21 July 1990 1990. Report

Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989 1989. Report

Estimation of AR parameters in time series with suddenley changing structure 1988. Report

Segmentation of data traces with applications to dipmeter oilwell measurements 1988. Report

Consistent estimates of the NEAR(2) and NLAR(2) time series models 1987. Report

Loss of spectral peaks in autoregressive spectral estimation 1986. Report

Fitting nonstationary autoregressive models to dipmeter data 1986. Report

Multiple bilinear time series models 1985. Report

Theory and practice of multivariate arma forecasting 1983. Report

On the estimation of residual variances and order in autoregressive time series 1983. Report

Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates 1983. Report

Bias and some commonly used time series estimates 1981. Report

Autoregressive processes with a time dependent variance 1981. Report