Dag Bjarne Tjøstheim

Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland; Some recent trends in embeddings of time series and dynamic networks Journal of Time Series Analysis, vol. 44, pp. 686 709 0 , (ISSN 0143-9782 1467-9892 ), doi: https://doi.org/10.1111/jtsa.12677 , 2023. Scientific article

Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland; Statistical Embedding: Beyond Principal Components Statistical Science, vol. 38, pp. 411 439 28 , (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

Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland; 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

Håkon Otneim; Martin Jullum; Dag Bjarne Tjøstheim; Pairwise local Fisher and naive Bayes: Improving two standard discriminants Journal of Econometrics, vol. 216, pp. 284 304 21 , (ISSN 0304-4076 1872-6895 ), doi: https://doi.org/10.1016/j.jeconom.2020.01.019 , 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

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

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

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

Dag Bjarne Tjøstheim; 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

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

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

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

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

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

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

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; 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

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

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

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

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

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

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

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

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

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

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

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