Publication profile
Publication profile
Dag Bjarne Tjøstheim
Name:
Dag Bjarne Tjøstheim
Title:
Professor II
Phone:
(+47) 22852500
Email:
Dag [dot] Tjostheim [at] math [dot] uib [dot] no
Scientific areas:
Statistical dependence, Time series, Spatial models, Fishery statistics, Nonparametric methods
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Academic anthologies
2000
Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjøstheim, Dag Bjarne; Wurtz, Allan (eds). Nonlinear econometric modeling in time series analysis. Cambridge University Press. (ISBN 0-521-59424-3). pp 227. 2000.
Academic books
1998
Tjøstheim, Dag Bjarne; Ghosh, S.. Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series. : Elsevier 1998
Academic journal articles
2020
Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne. Pairwise local Fisher and naive Bayes: Improving two standard discriminants. Journal of Econometrics (ISSN 0304-4076). doi: 10.1016/j.jeconom.2020.01.019. 2020.
2018
Lacal, Virginia; Tjøstheim, Dag Bjarne. Estimating and Testing Nonlinear Local Dependence Between Two Time Series. Journal of business & economic statistics (ISSN 0735-0015). pp 1-13. doi: 10.1080/07350015.2017.1407777. 2018.
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Bjarne. Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Test (Madrid) (ISSN 1133-0686). 27(1) pp 52-69. doi: 10.1007/s11749-016-0510-6. 2018.
2017
Cai, Biqing; Gao, Jiti; Tjøstheim, Dag Bjarne. A new class of bivariate threshold cointegration models. Journal of business & economic statistics (ISSN 0735-0015). 35(2) pp 288-305. doi: 10.1080/07350015.2015.1062385. 2017.
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Specification testing for nonlinear multivariate cointegrating regressions. Journal of Econometrics (ISSN 0304-4076). 200(1) pp 104-117. doi: 10.1016/j.jeconom.2017.05.016. 2017.
Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne. Self-exciting jump processes with applications to energy markets. Annals of the Institute of Statistical Mathematics (ISSN 0020-3157). 70(2) pp 373-393. doi: 10.1007/s10463-016-0591-8. 2017.
Lacal Graziani, Virginia; Tjøstheim, Dag Bjarne. Local Gaussian autocorrelation and tests for serial independence. Journal of Time Series Analysis (ISSN 0143-9782). 38(1) pp 51-71. doi: 10.1111/jtsa.12195. 2017.
Otneim, Håkon; Tjøstheim, Dag Bjarne. Conditional density estimation using the local Gaussian correlation. Statistics and computing (ISSN 0960-3174). 28(2) pp 303-321. doi: 10.1007/s11222-017-9732-z. 2017.
2016
Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario; Tjøstheim, Dag Bjarne. Some properties of local Gaussian correlation and other nonlinear dependence measures. Journal of Time Series Analysis (ISSN 0143-9782). 38(2) pp 352-380. doi: 10.1111/jtsa.12183. 2016.
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne. Estimation for single-index and partially linear single-index integrated models. Annals of Statistics (ISSN 0090-5364). 44(1) pp 425-453. doi: 10.1214/15-AOS1372. 2016.
Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Estimation and simulation of multi-beam sonar noise. Journal of the Acoustical Society of America (ISSN 0001-4966). 139(2) pp 851-862. doi: 10.1121/1.4941913. 2016.
Li, Degui; Tjøstheim, Dag Bjarne; Gao, Jiti. Estimation in nonlinear regression with harris recurrent markov chains. Annals of Statistics (ISSN 0090-5364). 44(5) pp 1957-1987. doi: 10.1214/15-AOS1379. 2016.
Otneim, Håkon; Tjøstheim, Dag Bjarne. The locally Gaussian density estimator for multivariate data. Statistics and computing (ISSN 0960-3174). Published ahead of print pp 1-22. doi: 10.1007/s11222-016-9706-6. 2016.
2015
Cai, Biqing; Tjøstheim, Dag Bjarne. Nonparametric regression estimation for multivariate null recurrent processes. Econometrics (ISSN 2225-1146). 3 pp 265-288. 2015.
2014
Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Statistics and computing (ISSN 0960-3174). 24(5) pp 785-801. doi: 10.1007/s11222-013-9402-8. 2014.
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl. Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics (ISSN 0167-6687). 57(1) pp 90-103. doi: 10.1016/j.insmatheco.2014.04.005. 2014.
Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne. Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. Journal of Statistical Software (ISSN 1548-7660). 56(12) pp 1-18. 2014.
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag Bjarne. Uniform consistency for nonparametric estimators in null recurrent time series. Econometric Theory (ISSN 0266-4666). 760 doi: 10.1017/S0266466614000577. 2014.
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics and Probability Letters (ISSN 0167-7152). 92 pp 249-255. doi: 10.1016/j.spl.2014.06.006. 2014.
Lu, Zudi; Tjøstheim, Dag Bjarne. Nonparametric estimation of probability density functions for irregularly observed spatial data. Journal of the American Statistical Association (ISSN 0162-1459). 109(508) pp 1546-1564. doi: 10.1080/01621459.2014.947376. 2014.
Støve, Bård; Tjøstheim, Dag Bjarne. Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. Magma - Tidsskrift for økonomi og ledelse (ISSN 1500-0788). 17(6/7) pp 103-113. 2014. Full-text
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance (ISSN 0927-5398). 25 pp 62-82. doi: 10.1016/j.jempfin.2013.11.006. 2014.
2013
Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Estimation in threshold autoregressive models with a stationary and a unit root regime. Journal of Econometrics (ISSN 0304-4076). 172(1) pp 1-13. doi: 10.1016/j.jeconom.2011.12.006. 2013.
Otneim, Håkon; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Bias and bandwidth for local likelihood density estimation. Statistics and Probability Letters (ISSN 0167-7152). 83(5) pp 1382-1387. doi: 10.1016/j.spl.2013.02.003. 2013.
Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Local Gaussian correlation: A new measure of dependence. Journal of Econometrics (ISSN 0304-4076). 172(1) pp 33-48. doi: 10.1016/j.jeconom.2012.08.001. 2013.
2012
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters (ISSN 0167-7152). 82(5) pp 942-948. doi: 10.1016/j.spl.2012.01.015. 2012.
Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. Nonlinear Poisson autoregression. Annals of the Institute of Statistical Mathematics (ISSN 0020-3157). 64(6) pp 1205-1225. doi: 10.1007/s10463-012-0351-3. 2012.
Handegard, Nils Olav; Boswell, Kevin M.; Ioannou, Christos; Leblanc, Simon P.; Tjøstheim, Dag Bjarne; Couzin, Iain D.. The dynamics of coordinated group hunting and collective information transfer among schooling prey. Current Biology (ISSN 0960-9822). 22(13) pp 1213-1217. doi: 10.1016/j.cub.2012.04.050. 2012.
Holmin, Arne Johannes; Handegard, Nils Olav; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. Journal of the Acoustical Society of America (ISSN 0001-4966). 132(6) pp 3720-3734. doi: 10.1121/1.4763981. 2012.
Kvamstø, Nils Gunnar; Steinskog, Dag Johan; Stephenson,, David; Tjøstheim, Dag Bjarne. Estimation of trends in extreme melt-season duration at Svalbard. International Journal of Climatology (ISSN 0899-8418). 32(14) pp 2227-2239. doi: 10.1002/joc.3395. 2012.
Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Null recurrent unit root processes. Econometric Theory (ISSN 0266-4666). 28(1) pp 1-41. doi: 10.1017/S0266466611000119. 2012.
Støve, Bård; Tjøstheim, Dag Bjarne. A convolution estimator for the density of nonlinear regression observations. Scandinavian Journal of Statistics (ISSN 0303-6898). 39(2) pp 282-304. doi: 10.1111/j.1467-9469.2011.00762.x. 2012.
Tjøstheim, Dag Bjarne. Some recent theory for autoregressive count time series. Test (Madrid) (ISSN 1133-0686). 21(3) pp 413-438. doi: 10.1007/s11749-012-0296-0. 2012.
2011
Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. Log-linear Poisson autoregression. Journal of Multivariate Analysis (ISSN 0047-259X). 102(3) pp 563-578. doi: 10.1016/j.jmva.2010.11.002. 2011.
2010
Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric regression estimation in a null recurrent time series. Journal of Statistical Planning and Inference (ISSN 0378-3758). 140(12) pp 3619-3626. doi: 10.1016/j.jspi.2010.04.029. 2010.
2009
Assmus, Jørg; Karlsen, Hans Arnfinn; Tjøstheim, Dag Bjarne. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi (ISSN 0803-2491). 19(1) pp 79-98. 2009.
Assmus, Jørg; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi (ISSN 0803-2491). 19(1) pp 79-98. 2009.
Aßmus, Jörg; Melle, Webjørn; Tjøstheim, Dag Bjarne; Edwards, Martin. 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 (ISSN 0967-0645). 56(21-22) pp 1895-1909. doi: 10.1016/j.dsr2.2008.11.004. 2009.
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag Bjarne. Poisson autoregression. Journal of the American Statistical Association (ISSN 0162-1459). 104(488) pp 1430-1439. doi: 10.1198/jasa.2009.tm08270. 2009.
Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY. Econometric Theory (ISSN 0266-4666). 25(6) pp 1869-1892. doi: 10.1017/S0266466609990363. 2009.
Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. Specification testing in regression with nonstatisonarity. Econometric Theory (ISSN 0266-4666). 25 pp 1869-1892. doi: 10.1017/S0266466609990363. 2009.
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag Bjarne. Specification testing in nonlinear and nonstationary time series regression. Annals of Statistics (ISSN 0090-5364). 37 pp 3893-3928. doi: 10.1214/09-AOS698. 2009. Full-text
Handegard, Nils Olav; Tjøstheim, Dag Bjarne. The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish. Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 66(3) pp 425-438. doi: 10.1139/F09-004. 2009.
Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Yao, Qiwei. Adaptively varying-coefficient spatiotemporal models. Journal of The Royal Statistical Society Series B-statistical Methodology (ISSN 1369-7412). 71(Part 4) pp 859-880. 2009.
Mammen, Enno; Støve, Bård; Tjøstheim, Dag Bjarne. Nonparametric additive models for panels of time series. Econometric Theory (ISSN 0266-4666). 25(2) pp 442-481. doi: 10.1017/S0266466608090142. 2009.
Mammen, Enno; Støve, Bård; Tjøstheim, Dag. Nonparametric Additive Models for Panels of Time Series. Econometric Theory (ISSN 0266-4666). 25(2) pp 442-481. doi: 10.1017/S0266466608090142. 2009.
2008
Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K.. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics (ISSN 1180-4009). 19(4) pp 409-427. 2008.
Auestad, Bjørn H.; Shumway, Robert H.; Tjøstheim, Dag Bjarne; Verosub, Kenneth L.. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics (ISSN 1180-4009). 19(4) pp 409-427. doi: 10.1002/env.887. 2008.
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. Moment inequalities for spatial processes. Statistics and Probability Letters (ISSN 0167-7152). 78(6) pp 687-697. doi: 10.1016/j.spl.2007.09.032. 2008.
Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters (ISSN 0167-7152). 78(18) pp 3145-3151. doi: 10.1016/j.spl.2008.06.002. 2008.
2007
Hjellvik, Vidar; Tjøstheim, Dag Bjarne; Godø, Olav Rune. 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 (ISSN 0706-652X). 64(10) pp 1390-1402. doi: 10.1139/F07-101. 2007.
Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonlinear cointegration type model. Annals of Statistics (ISSN 0090-5364). 35(1) pp 252-299. doi: 10.1214/009053606000001181. 2007. Review
Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory. Statistica sinica (ISSN 1017-0405). 17(1) pp 177-197. 2007.
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag Bjarne; Yao, Quiwei. Exploring spatial nonlinearity using additive approximation. Bernoulli (ISSN 1350-7265). 13(2) pp 447-472. doi: 10.3150/07-BEJ5093. 2007.
Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Kvamstø, Nils Gunnar. A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality. Monthly Weather Review (ISSN 0027-0644). 135(3) pp 1151-1157. doi: 10.1175/MWR3326.1. 2007. Review
2006
Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K.. Nonlinear alignment of time series with applications to varv chronologies. Environmetrics (ISSN 1180-4009). 2006.
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. Estimation in semiparametric spatial regression. Annals of Statistics (ISSN 0090-5364). 34(3) pp 1395-1435. doi: 10.1214/009053606000000317. 2006.
2005
Handegard, Nils Olav; Tjøstheim, Dag Bjarne. 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 (ISSN 0706-652X). 62 pp 2409-2422. 2005.
2004
Garel, Bernard; D'Estampes, Ludovic; Tjøstheim, Dag Bjarne. Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations. Communications in Statistics - Theory and Methods (ISSN 0361-0926). 33 pp 769-786. 2004.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Diurnal variation in acoustic densities: why do we see less in the dark? Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 61(11) pp 2237-2254. 2004.
Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag Bjarne. Nonparametric estimation and testing in panels of intercorrelated time series. Journal of Time Series Analysis (ISSN 0143-9782). 25 pp 831-872. 2004.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea. Sarsia (ISSN 0036-4827). 89 pp 196-210. 2004.
2003
Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne. Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. Aquatic Living Resources (ISSN 0990-7440). 16(3) pp 265-270. doi: 10.1016/S0990-7440(03)00020-2. 2003.
2002
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. The measurement error of marine survey registrations: the bottom trawl case. Fishery Bulletin (ISSN 0090-0656). 2002.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust? Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 59 pp 33-48. 2002.
Sperlich, Stefan; Tjøstheim, Dag Bjarne; Yang, Lijian. Nonparametric estimation and testing of additive time series models. Econometric Theory (ISSN 0266-4666). 18 pp 197-251. 2002.
2001
Hjellvik, Vidar; Godø, Olav Rune; Tjostheim, Dag. Modelling diurnal variations in marine populations. Biometrics (ISSN 0006-341X). 57 pp 189-196. 2001.
Karlsen, Hans A; Tjøstheim, Dag Bjarne. Nonparametric estimation in null recurrent time series. Annals of Statistics (ISSN 0090-5364). 29(2) pp 372-416. 2001.
1999
Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Modeling panels of intercorrelated autoregressive time series. Biometrika (ISSN 0006-3444). pp 572-590. 1999.
1998
Hjellvik, Vidar; Yao, Q.; Tjøstheim, Dag Bjarne. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference (ISSN 0378-3758). 68 pp 295-321. 1998.
Tjøstheim, Dag Bjarne; Hjellvik, vidar; Yao, G. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference (ISSN 0378-3758). 68 pp 295-321. 1998.
1997
Masry, Elias; Tjøstheim, Dag Bjarne. Additive nonlinear ARX time series and projection estimates. Econometric Theory (ISSN 0266-4666). 13(2) pp 214-252. 1997.
1996
Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Nonparametric statistics for testing linearity and serial independence. Nonparametric Statistics 6 pp 223-251. 1996.
Skaug, Hans J.; Tjøstheim, Dag Bjarne. Testing for serial independence using measures of distance between densities. Springer Lectures Notes in Statistics, 115 115 1996.
Tjøstheim, Dag Bjarne. Measures of dependence and tests of independence independence. Statistics 1996.
1995
Tjøstheim, Dag Bjarne; Masvy, Elias. Nonparametric estimation and identification of nonlinear ARCH time series. Econometric Theory (ISSN 0266-4666). 11 pp 258-289. 1995.
Tjøstheim, Dag Bjarne; Hjellvik, Vidar. Nonparametric tests of linearity for time series. Biometrika (ISSN 0006-3444). 82 pp 351-368. 1995.
1994
Tjøstheim, Dag; Auestad, B.H.. Nonparametric identification of nonlinear time series: Projections. Journal of the American Statistical Association (ISSN 0162-1459). 1994.
Tjøstheim, Dag; Auestad, B.H.. Nonparametric identification of nonlinear time series: Selecting significant lags. Journal of the American Statistical Association (ISSN 0162-1459). 1994.
Tjøstheim, Dag Bjarne. Nonlinear time series. A selective review. Scandinavian Journal of Statistics (ISSN 0303-6898). 21 pp 97-130. 1994.
Tjøstheim, Dag Bjarne; Auestad, B.. Non-parametric identification of nonlinear time series : Projections. Journal of the American Statistical Association (ISSN 0162-1459). 89 pp 1398-1409. 1994.
Tjøstheim, Dag Bjarne; Auestad, B.. Non-parametric identification of nonlinear time series : Selecting significant lags. Journal of the American Statistical Association (ISSN 0162-1459). 89 pp 1410-1419. 1994.
1993
Skaug, Hans Julius; Tjøstheim, Dag Bjarne. A nonparametric test of serial independence based on the empirical distribution function. Biometrika (ISSN 0006-3444). 80(3) pp 591-602. 1993.
1991
Auestad, B.H.; Tjøstheim, Dag. Functional identification in nonlinear time series. ? 1991.
1990
Auestad, B.H.; Tjøstheim, Dag. Identification of nonlinear time series: First order characterization and order determination. ? 1990.
Academic chapters
2015
Tjøstheim, Dag Bjarne. Count time series models with latent autoregressive dynamics. In: Handbook of Discrete-Valued Time Series. (ISBN 9781466577732). pp 77-100. 2015.
2012
Tjøstheim, Dag Bjarne. Modelling nonlinear and nonstationary time series. In: Time series analysis : methods and applications. (ISBN 978-0-444-53858-1). pp 67-97. 2012.
2007
Støve, Bård; Tjøstheim, Dag. A new convolution estimator for nonparametric regression. In: A new convolution estimator for nonparametric regression. (ISBN 978-981-270-369-9). pp 363-384. 2007.
Støve, Bård; Tjøstheim, Dag Bjarne. A new convolution estimator for nonparametric regression. In: Advances in statistical modeling and inference: Essays in honor of Kjell A. Doksum. (ISBN 978-981-270-369-9). pp 363-384. 2007.
2002
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag; Bjerksund, Petter; Gjerde, Øystein. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. In: Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. Norges Handelshøyskole. (ISBN ). pp 91-119. 2002.
Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. In: Essays on Uncertainty. Norges Handelshøyskole. (ISBN 82-405-0081-1). pp 91-119. 2002.
Myklebust, Terje; Karlsen, Hans; Tjøstheim, Dag Bjarne. Nonlinear unit root processes and the problem of nonlinear cointegration. In: Essays on Uncertainty. Festskrift for Steinar Ekern. Norwegian Business School. Norges Handelshøyskole. (ISBN ). pp 91-120. 2002.
1999
Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Residual variance estimates and order determination in panels of intercorrelated time series. In: Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger. (ISBN 0-19-829683-5). pp 385-409. 1999.
Tjøstheim, Dag Bjarne. Nonparametric specification tests for time series. In: Asymptotics, Nonparametrics and Time Series: a tribute to Madan Lal Puri. (ISBN 9780824700515). pp 149-200. 1999.
1998
Tjøstheim, Dag Bjarne. Exploring time series using semi- and nonparametric methods. In: Proceedings Compstat, Bristol 1998. (ISBN ). pp 125-136. 1998.
Tjøstheim, Dag Bjarne. Nonparametric specification procedures for time series. In: Asymptotic, Nonparametric and Time Series. Elsevier. (ISBN ). 1998.
1994
Teräsvivla, T.; Tjøstheim, Dag Bjarne; Granger, C. W. J.; Kannas, Lasse; Nordmark, A.; Berstad, A.. Aspects of modelling nonlinear time series. In: Handbook of Economics. ISPRS. (ISBN 82-456-0580-8). pp 2919-2957. 1994.
Lexical imports
2012
Tjøstheim, Dag Bjarne. Nonparametric methods in random fields. 2012.
Academic lectures
2018
Otneim, Håkon; Tjøstheim, Dag Bjarne. Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation. Konferanse, 4th Conference of the International Society for Nonparametric Statistics (ISNPS); Salerno, 11.06.2018 - 15.06.2018.
2017
Otneim, Håkon; Tjøstheim, Dag Bjarne. Estimating multivariate and conditional density functions using local Gaussian approximations. Konferanse, 1st International Conference on Econometrics and Statistics (EcoSta 2017); Hong Kong, 15.06.2017 - 17.06.2017.
2013
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne. Recognizing and visualizing copulas: an approach using local Gaussian approximation. Konferanse, 7th International Conference on Computational and Financial Econometrics; London, 14.12.2013 - 16.12.2013.
Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Improved morphological fish school characterization using simulations of multibeam sonar data. Konferanse, ICES; San Sebastian, 16.04.2013 - 19.04.2013.
2011
Støve, Bård; Tjøstheim, Dag Bjarne. Multivariate Poisson Autoregression. Konferanse, The 16th Norwegian Statistical Conference; Røros, 14.06.2011 - 17.06.2011.
2010
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Konferanse, FIBE XXVII - Fagkonferanse i bedriftsøkonomiske emner; Bergen, 07.01.2010 - 08.01.2010.
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Konferanse, 23rd Nordic Conference on Mathematical Statistics (NORDSTAT); Voss, 14.06.2010 - 17.06.2010.
Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, SETA 2010 (The 2010 International Symposium on Econometric Theory and Applications); Singapore, 29.04.2010 - 01.05.2010.
Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, CFE’10 (4th CSDA International Conference on Computational and Financial Econometrics); London, 10.12.2010 - 12.12.2010.
2009
Hufthammer, Karl Ove; Støve, Bård; Tjøstheim, Dag. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, FIBE XXVI - Fagkonferanse i bedriftsøkonomiske emner; Bergen, 08.01.2009 - 09.01.2009.
Støve, Bård; Tjøstheim, Dag. Measuring financial contagion by local Gaussian correlation. Konferanse, 3rd International Conference on Computational and Financial Econometrics; Limassol, Kypros, 29.12.2009 - 31.12.2009.
Støve, Bård; Tjøstheim, Dag. Asymmetries in financial returns: A local Gaussian correlation approach. Konferanse, Fagkonferanse i bedriftsøkonomiske emner; Bergen, 08.01.2009 - 09.01.2009.
2003
Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne. Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. Konferanse, ICES Symposium on "Acoustics in Fisheries and Aquatic Ecology"; Montpellier, 10.06.2003 - 15.06.2003.
Tjøstheim, Dag Bjarne. Nonparametric estimation in additive models. Konferanse, Universitetet i Santiago del Compostela; Santiago del Compostela, Spania, 06.02.2003.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context with applications to nonlinear cointegration. Konferanse, Universitetet i La Coruna; La Coruna, Spania, 07.02.2003.
2002
Godø, Olav Rune; Tjøstheim, Dag Bjarne. Survey of nonlinear time series modesl. Konferanse, National University of Singapore; MANGLER, 01.01.2002.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context. Konferanse, Department of Mathematics, University of California, San Diego; San Diego, USA, 01.01.2002.
Tjøstheim, Dag Bjarne. Survey of nonlinear time series models. Konferanse, Department of Mathematics, University of Western Australia; Perth, Australia, 01.01.2002.
Tjøstheim, Dag Bjarne. Introduction to nonparametric methods. Konferanse, Department of Mathematics, University of Cyprus; Nicosia, Kypros, 01.01.2002.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context. Konferanse, Recent advances in nonpåarametrics; Kreta, Hellas, 01.01.2002.
2001
Tjostheim, Dag. Two recent developments in nonstationary and nonlinear time series modeling. Konferanse, Canadian Statistical Meeting; Vancouver, Canada, 11.06.2001 - 15.06.2001.
2000
Tjøstheim, Dag Bjarne. Analysing panels of intercorrelated time series. Konferanse, Universite Science et Sociales; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Linearity tests for time series. Konferanse, Universitetet i Bilbao; Bilbao, Spania, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonparametric estimation for nonstationary processes. Konferanse, Academy of Sciences; Beijing, Kina, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear cointegration. Konferanse, Universitetet i Montpellier; Montpellier, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear cointegration. Konferanse, London School of Economics; London, Storbritannia, 01.01.2000.
Tjøstheim, Dag Bjarne. Exploratory data analysis and linearity tests for time series. Konferanse, Universite Paul Sabatier; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Alignment of time series. Konferanse, Universite Paul Sabatier; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Om additive modeller. Konferanse, Sosialøkonomisk institutt, NTNU; Trondheim, 01.01.2000.
Tjøstheim, Dag Bjarne. Intercorrelated panels. Linear and nonlinera models. Konferanse, Statistics 2000; Szklaska Poreba, Polen, 01.01.2000.
Tjøstheim, Dag Bjarne. Exploring models for panels of time series. Konferanse, Internation conference on forecasting; Lisboa, Portugal, 21.06.2000.
Tjøstheim, Dag Bjarne. Additive models: an alternative to linear models in econometrics. Konferanse, Workshop nonlinear econometrics; Norges Bank, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear models for a panel of intercorrelated time series. Konferanse, International time series conference; Tokio, Japan, 01.01.2000.
1998
Tjøstheim, Dag Bjarne. Exploring time series using semi- and nonparametric methods. Konferanse, Compstat Meeting; Bristol, England, .
1997
Tjøstheim, Dag Bjarne. Linear and nonlinear models for panels of time series. Konferanse, Workshop on semiparametric methods; Leiden, Nederland, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. Konferanse, Workshop on time series in Biology; Oslo, .
Tjøstheim, Dag Bjarne. Nonparametric analysis for null recurrent processes. Konferanse, Workshop on long range dependence; Guanajuato, Mexico, .
Tjøstheim, Dag Bjarne. Nonparametric methods of time series. Konferanse, 2nd Scandinavian-Ukrainian Meeting on Statistics; Umeå, Sverige, .
Scientific lectures
2019
Otneim, Håkon; Tjøstheim, Dag Bjarne. Measuring conditional dependence using the local Gaussian partial correlation. Konferanse, 13th International Conference on Computational and Financial Econometrics, 14.12.2019 - 16.12.2019.
Posters at scientific conferences
2008
Støve, Bård; Tjøstheim, Dag. A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis. International Workshop in Recent Advances in Time Series Analysis; University of Cyprus, 08.06.2008 - 11.06.2008.
Doctoral dissertations
2017
Jordanger, Lars Arne. Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas. : University of Bergen . 2017. Full-text Review
2016
Lacal Graziani, Virginia. Local Gaussian Correlation for Time Series and Regular Vine Estimation for Bayesian Networks. : University of Bergen . 2016. Review
Otneim, HÃ¥kon. Multivariate and conditional density estimation using local Gaussian approximations. : University of Bergen . 2016. Full-text Review
Reports
2016
Otneim, Håkon; Tjøstheim, Dag Bjarne. Non-parametric estimation of conditional densities: A new method. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper 22. pp 25. 2016. Full-text
2011
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. Samfunns- og næringslivsforskning AS, Bergen. Arbeidsnotat 14. pp 34. 2011. Full-text
2010
Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 12. pp 31. 2010. Review
2007
Støve, Bård; Tjøstheim, Dag. A Convolution Estimator for the Density of Nonlinear Regression Observations. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 25. pp 33. 2007. Review
2000
Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonlinear cointegration type model. Sonderforschungsbereich 373, Univesitet Humboldt, Berlin. Quantification and Simulation of Economic Processes 33. pp 46. 2000.
1998
Tjøstheim, Dag Bjarne. Nonparametric estimation for null recurrent time series. Humboldt Universität zu Berlin, Sonderforschungsbereich 373, . Discussion paper. 1998.
Tjøstheim, Dag Bjarne. Modelling panels of intercorrelated autoregressive time series. Humboldt Universität zu Berlin, Sonderforschungsbereich 373, . Discussion paper. 1998.
1997
Tjøstheim, Dag Bjarne; Sperlich, Stefan; Yang, Lijian. Nonparametric estimation of interaction in additive models. Humboldt Universit@æt zu Berlin, . Discussion Paper 1997.
1990
Auestad, Bjørn; Tjøstheim, Dag Bjarne. Functional identification in nonlinear timeseries. Report No.21 July 1990. Universitetet i Bergen, matematisk institutt, . Reports publ.by the Inst.of Mathematics, Dept.of Statistics 1990.
1989
Tjøstheim, Dag Bjarne; Auestad, Bjørn. Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989. Universitetet i Bergen, matematisk institutt, . Reports publ.by the Inst.of Mathematics, Dept.of Statistics 1989.
1988
Karlsen, Hans A; Tjøstheim, Dag Bjarne. Segmentation of data traces with applications to dipmeter oilwell measurements. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 18. 1988.
Tjøstheim, Dag Bjarne; Johnsen, Gyrid. Estimation of AR parameters in time series with suddenley changing structure. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 19. 1988.
1987
Karlsen, Hans A; Tjøstheim, Dag Bjarne. Consistent estimates of the NEAR(2) and NLAR(2) time series models. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 17. 1987.
1986
Karlsen, Hans A; Tjøstheim, Dag Bjarne. Fitting nonstationary autoregressive models to dipmeter data. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 13. 1986.
Lysne, Dan; Tjøstheim, Dag Bjarne. Loss of spectral peaks in autoregressive spectral estimation. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 12. 1986.
1985
Stensholt, Boonchai K.; Tjøstheim, Dag Bjarne. Multiple bilinear time series models. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 11. 1985.
1983
Paulsen, Jostein; Tjøstheim, Dag Bjarne. On the estimation of residual variances and order in autoregressive time series. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 6. 1983.
Riise, Trond; Tjøstheim, Dag Bjarne. Theory and practice of multivariate arma forecasting. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 7. 1983.
Tjøstheim, Dag Bjarne; Paulsen, Jostein. Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 8. 1983.
1981
Tjøstheim, Dag Bjarne; Paulsen, Jostein. Bias and some commonly used time series estimates. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 2. 1981.
Tyssedal, John S.; Tjøstheim, Dag Bjarne. Autoregressive processes with a time dependent variance. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 1. 1981.
Popular scientific lectures
1998
Tjøstheim, Dag Bjarne. Nonparametric estimation for null recurrent time series. Workshop on time series analysis.; [Mangler data], Montreal, Canada, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. International sympopsium; [Mangler data], Taipei, Taiwan, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Workshop; [Mangler data], Norges Bank, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series in linear and nonlinear models. EMFI; [Mangler data], Madrid, Spania, .
Tjøstheim, Dag Bjarne. Specification procedures for linear and nonlinear time series. EMFI; [Mangler data], Madrid, Spania, .
1997
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Universit#/e Libre; [Mangler data], Brussel, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. Weierstrass Institute; [Mangler data], Berlin, .
Tjøstheim, Dag Bjarne. Exploring time series using nonparametric methods. University of Vienna; [Mangler data], [Mangler data], .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Technical University of Vienna; [Mangler data], [Mangler data], .
1994
Tjøstheim, Dag Bjarne. Tests of Independence. Nonlinear economics; [Mangler data], [Mangler data], .
Articles in business, trade and industry journals
2019
Tjøstheim, Dag Bjarne. Invited discussion of two papers on "Models as approximations", by A. Buja et al. Statistical Science (ISSN 0883-4237). 2019.
Editorials
2012
Tjøstheim, Dag Bjarne. Rejoinder on: Some recent theory for autoregressive count time series. Test (Madrid) (ISSN 1133-0686). 21(3) pp 469-476. doi: 10.1007/s11749-012-0305-3. 2012.
Academic monograph
2010
Teresvirtä, Timo; Tjøstheim, Dag Bjarne; Granger, Clive W.J.. Modelling nonlinear economic time series. 2010.
Review
| Name: | Dag Bjarne Tjøstheim |
| Title: | Professor II |
| Phone: | (+47) 22852500 |
| Email: | Dag [dot] Tjostheim [at] math [dot] uib [dot] no |
| Scientific areas: | Statistical dependence, Time series, Spatial models, Fishery statistics, Nonparametric methods |
| Add to contacts (vCard) |
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Academic anthologies
2000Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjøstheim, Dag Bjarne; Wurtz, Allan (eds). Nonlinear econometric modeling in time series analysis. Cambridge University Press. (ISBN 0-521-59424-3). pp 227. 2000.
Academic books
1998Tjøstheim, Dag Bjarne; Ghosh, S.. Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series. : Elsevier 1998
Academic journal articles
2020Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne. Pairwise local Fisher and naive Bayes: Improving two standard discriminants. Journal of Econometrics (ISSN 0304-4076). doi: 10.1016/j.jeconom.2020.01.019. 2020.
2018Lacal, Virginia; Tjøstheim, Dag Bjarne. Estimating and Testing Nonlinear Local Dependence Between Two Time Series. Journal of business & economic statistics (ISSN 0735-0015). pp 1-13. doi: 10.1080/07350015.2017.1407777. 2018.
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Bjarne. Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Test (Madrid) (ISSN 1133-0686). 27(1) pp 52-69. doi: 10.1007/s11749-016-0510-6. 2018.
2017Cai, Biqing; Gao, Jiti; Tjøstheim, Dag Bjarne. A new class of bivariate threshold cointegration models. Journal of business & economic statistics (ISSN 0735-0015). 35(2) pp 288-305. doi: 10.1080/07350015.2015.1062385. 2017.
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Specification testing for nonlinear multivariate cointegrating regressions. Journal of Econometrics (ISSN 0304-4076). 200(1) pp 104-117. doi: 10.1016/j.jeconom.2017.05.016. 2017.
Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne. Self-exciting jump processes with applications to energy markets. Annals of the Institute of Statistical Mathematics (ISSN 0020-3157). 70(2) pp 373-393. doi: 10.1007/s10463-016-0591-8. 2017.
Lacal Graziani, Virginia; Tjøstheim, Dag Bjarne. Local Gaussian autocorrelation and tests for serial independence. Journal of Time Series Analysis (ISSN 0143-9782). 38(1) pp 51-71. doi: 10.1111/jtsa.12195. 2017.
Otneim, Håkon; Tjøstheim, Dag Bjarne. Conditional density estimation using the local Gaussian correlation. Statistics and computing (ISSN 0960-3174). 28(2) pp 303-321. doi: 10.1007/s11222-017-9732-z. 2017.
2016Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario; Tjøstheim, Dag Bjarne. Some properties of local Gaussian correlation and other nonlinear dependence measures. Journal of Time Series Analysis (ISSN 0143-9782). 38(2) pp 352-380. doi: 10.1111/jtsa.12183. 2016.
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne. Estimation for single-index and partially linear single-index integrated models. Annals of Statistics (ISSN 0090-5364). 44(1) pp 425-453. doi: 10.1214/15-AOS1372. 2016.
Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Estimation and simulation of multi-beam sonar noise. Journal of the Acoustical Society of America (ISSN 0001-4966). 139(2) pp 851-862. doi: 10.1121/1.4941913. 2016.
Li, Degui; Tjøstheim, Dag Bjarne; Gao, Jiti. Estimation in nonlinear regression with harris recurrent markov chains. Annals of Statistics (ISSN 0090-5364). 44(5) pp 1957-1987. doi: 10.1214/15-AOS1379. 2016.
Otneim, Håkon; Tjøstheim, Dag Bjarne. The locally Gaussian density estimator for multivariate data. Statistics and computing (ISSN 0960-3174). Published ahead of print pp 1-22. doi: 10.1007/s11222-016-9706-6. 2016.
2015Cai, Biqing; Tjøstheim, Dag Bjarne. Nonparametric regression estimation for multivariate null recurrent processes. Econometrics (ISSN 2225-1146). 3 pp 265-288. 2015.
2014Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Statistics and computing (ISSN 0960-3174). 24(5) pp 785-801. doi: 10.1007/s11222-013-9402-8. 2014.
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl. Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics (ISSN 0167-6687). 57(1) pp 90-103. doi: 10.1016/j.insmatheco.2014.04.005. 2014.
Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne. Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. Journal of Statistical Software (ISSN 1548-7660). 56(12) pp 1-18. 2014.
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag Bjarne. Uniform consistency for nonparametric estimators in null recurrent time series. Econometric Theory (ISSN 0266-4666). 760 doi: 10.1017/S0266466614000577. 2014.
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics and Probability Letters (ISSN 0167-7152). 92 pp 249-255. doi: 10.1016/j.spl.2014.06.006. 2014.
Lu, Zudi; Tjøstheim, Dag Bjarne. Nonparametric estimation of probability density functions for irregularly observed spatial data. Journal of the American Statistical Association (ISSN 0162-1459). 109(508) pp 1546-1564. doi: 10.1080/01621459.2014.947376. 2014.
Støve, Bård; Tjøstheim, Dag Bjarne. Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. Magma - Tidsskrift for økonomi og ledelse (ISSN 1500-0788). 17(6/7) pp 103-113. 2014. Full-text
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance (ISSN 0927-5398). 25 pp 62-82. doi: 10.1016/j.jempfin.2013.11.006. 2014.
2013Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Estimation in threshold autoregressive models with a stationary and a unit root regime. Journal of Econometrics (ISSN 0304-4076). 172(1) pp 1-13. doi: 10.1016/j.jeconom.2011.12.006. 2013.
Otneim, Håkon; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Bias and bandwidth for local likelihood density estimation. Statistics and Probability Letters (ISSN 0167-7152). 83(5) pp 1382-1387. doi: 10.1016/j.spl.2013.02.003. 2013.
Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Local Gaussian correlation: A new measure of dependence. Journal of Econometrics (ISSN 0304-4076). 172(1) pp 33-48. doi: 10.1016/j.jeconom.2012.08.001. 2013.
2012Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters (ISSN 0167-7152). 82(5) pp 942-948. doi: 10.1016/j.spl.2012.01.015. 2012.
Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. Nonlinear Poisson autoregression. Annals of the Institute of Statistical Mathematics (ISSN 0020-3157). 64(6) pp 1205-1225. doi: 10.1007/s10463-012-0351-3. 2012.
Handegard, Nils Olav; Boswell, Kevin M.; Ioannou, Christos; Leblanc, Simon P.; Tjøstheim, Dag Bjarne; Couzin, Iain D.. The dynamics of coordinated group hunting and collective information transfer among schooling prey. Current Biology (ISSN 0960-9822). 22(13) pp 1213-1217. doi: 10.1016/j.cub.2012.04.050. 2012.
Holmin, Arne Johannes; Handegard, Nils Olav; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. Journal of the Acoustical Society of America (ISSN 0001-4966). 132(6) pp 3720-3734. doi: 10.1121/1.4763981. 2012.
Kvamstø, Nils Gunnar; Steinskog, Dag Johan; Stephenson,, David; Tjøstheim, Dag Bjarne. Estimation of trends in extreme melt-season duration at Svalbard. International Journal of Climatology (ISSN 0899-8418). 32(14) pp 2227-2239. doi: 10.1002/joc.3395. 2012.
Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Null recurrent unit root processes. Econometric Theory (ISSN 0266-4666). 28(1) pp 1-41. doi: 10.1017/S0266466611000119. 2012.
Støve, Bård; Tjøstheim, Dag Bjarne. A convolution estimator for the density of nonlinear regression observations. Scandinavian Journal of Statistics (ISSN 0303-6898). 39(2) pp 282-304. doi: 10.1111/j.1467-9469.2011.00762.x. 2012.
Tjøstheim, Dag Bjarne. Some recent theory for autoregressive count time series. Test (Madrid) (ISSN 1133-0686). 21(3) pp 413-438. doi: 10.1007/s11749-012-0296-0. 2012.
2011Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. Log-linear Poisson autoregression. Journal of Multivariate Analysis (ISSN 0047-259X). 102(3) pp 563-578. doi: 10.1016/j.jmva.2010.11.002. 2011.
2010Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric regression estimation in a null recurrent time series. Journal of Statistical Planning and Inference (ISSN 0378-3758). 140(12) pp 3619-3626. doi: 10.1016/j.jspi.2010.04.029. 2010.
2009Assmus, Jørg; Karlsen, Hans Arnfinn; Tjøstheim, Dag Bjarne. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi (ISSN 0803-2491). 19(1) pp 79-98. 2009.
Assmus, Jørg; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi (ISSN 0803-2491). 19(1) pp 79-98. 2009.
Aßmus, Jörg; Melle, Webjørn; Tjøstheim, Dag Bjarne; Edwards, Martin. 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 (ISSN 0967-0645). 56(21-22) pp 1895-1909. doi: 10.1016/j.dsr2.2008.11.004. 2009.
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag Bjarne. Poisson autoregression. Journal of the American Statistical Association (ISSN 0162-1459). 104(488) pp 1430-1439. doi: 10.1198/jasa.2009.tm08270. 2009.
Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY. Econometric Theory (ISSN 0266-4666). 25(6) pp 1869-1892. doi: 10.1017/S0266466609990363. 2009.
Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. Specification testing in regression with nonstatisonarity. Econometric Theory (ISSN 0266-4666). 25 pp 1869-1892. doi: 10.1017/S0266466609990363. 2009.
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag Bjarne. Specification testing in nonlinear and nonstationary time series regression. Annals of Statistics (ISSN 0090-5364). 37 pp 3893-3928. doi: 10.1214/09-AOS698. 2009. Full-text
Handegard, Nils Olav; Tjøstheim, Dag Bjarne. The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish. Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 66(3) pp 425-438. doi: 10.1139/F09-004. 2009.
Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Yao, Qiwei. Adaptively varying-coefficient spatiotemporal models. Journal of The Royal Statistical Society Series B-statistical Methodology (ISSN 1369-7412). 71(Part 4) pp 859-880. 2009.
Mammen, Enno; Støve, Bård; Tjøstheim, Dag Bjarne. Nonparametric additive models for panels of time series. Econometric Theory (ISSN 0266-4666). 25(2) pp 442-481. doi: 10.1017/S0266466608090142. 2009.
Mammen, Enno; Støve, Bård; Tjøstheim, Dag. Nonparametric Additive Models for Panels of Time Series. Econometric Theory (ISSN 0266-4666). 25(2) pp 442-481. doi: 10.1017/S0266466608090142. 2009.
2008Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K.. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics (ISSN 1180-4009). 19(4) pp 409-427. 2008.
Auestad, Bjørn H.; Shumway, Robert H.; Tjøstheim, Dag Bjarne; Verosub, Kenneth L.. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics (ISSN 1180-4009). 19(4) pp 409-427. doi: 10.1002/env.887. 2008.
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. Moment inequalities for spatial processes. Statistics and Probability Letters (ISSN 0167-7152). 78(6) pp 687-697. doi: 10.1016/j.spl.2007.09.032. 2008.
Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters (ISSN 0167-7152). 78(18) pp 3145-3151. doi: 10.1016/j.spl.2008.06.002. 2008.
2007Hjellvik, Vidar; Tjøstheim, Dag Bjarne; Godø, Olav Rune. 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 (ISSN 0706-652X). 64(10) pp 1390-1402. doi: 10.1139/F07-101. 2007.
Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonlinear cointegration type model. Annals of Statistics (ISSN 0090-5364). 35(1) pp 252-299. doi: 10.1214/009053606000001181. 2007. Review
Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory. Statistica sinica (ISSN 1017-0405). 17(1) pp 177-197. 2007.
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag Bjarne; Yao, Quiwei. Exploring spatial nonlinearity using additive approximation. Bernoulli (ISSN 1350-7265). 13(2) pp 447-472. doi: 10.3150/07-BEJ5093. 2007.
Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Kvamstø, Nils Gunnar. A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality. Monthly Weather Review (ISSN 0027-0644). 135(3) pp 1151-1157. doi: 10.1175/MWR3326.1. 2007. Review
2006Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K.. Nonlinear alignment of time series with applications to varv chronologies. Environmetrics (ISSN 1180-4009). 2006.
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. Estimation in semiparametric spatial regression. Annals of Statistics (ISSN 0090-5364). 34(3) pp 1395-1435. doi: 10.1214/009053606000000317. 2006.
2005Handegard, Nils Olav; Tjøstheim, Dag Bjarne. 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 (ISSN 0706-652X). 62 pp 2409-2422. 2005.
2004Garel, Bernard; D'Estampes, Ludovic; Tjøstheim, Dag Bjarne. Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations. Communications in Statistics - Theory and Methods (ISSN 0361-0926). 33 pp 769-786. 2004.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Diurnal variation in acoustic densities: why do we see less in the dark? Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 61(11) pp 2237-2254. 2004.
Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag Bjarne. Nonparametric estimation and testing in panels of intercorrelated time series. Journal of Time Series Analysis (ISSN 0143-9782). 25 pp 831-872. 2004.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea. Sarsia (ISSN 0036-4827). 89 pp 196-210. 2004.
2003Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne. Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. Aquatic Living Resources (ISSN 0990-7440). 16(3) pp 265-270. doi: 10.1016/S0990-7440(03)00020-2. 2003.
2002Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. The measurement error of marine survey registrations: the bottom trawl case. Fishery Bulletin (ISSN 0090-0656). 2002.
Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust? Canadian Journal of Fisheries and Aquatic Sciences (ISSN 0706-652X). 59 pp 33-48. 2002.
Sperlich, Stefan; Tjøstheim, Dag Bjarne; Yang, Lijian. Nonparametric estimation and testing of additive time series models. Econometric Theory (ISSN 0266-4666). 18 pp 197-251. 2002.
2001Hjellvik, Vidar; Godø, Olav Rune; Tjostheim, Dag. Modelling diurnal variations in marine populations. Biometrics (ISSN 0006-341X). 57 pp 189-196. 2001.
Karlsen, Hans A; Tjøstheim, Dag Bjarne. Nonparametric estimation in null recurrent time series. Annals of Statistics (ISSN 0090-5364). 29(2) pp 372-416. 2001.
1999Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Modeling panels of intercorrelated autoregressive time series. Biometrika (ISSN 0006-3444). pp 572-590. 1999.
1998Hjellvik, Vidar; Yao, Q.; Tjøstheim, Dag Bjarne. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference (ISSN 0378-3758). 68 pp 295-321. 1998.
Tjøstheim, Dag Bjarne; Hjellvik, vidar; Yao, G. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference (ISSN 0378-3758). 68 pp 295-321. 1998.
1997Masry, Elias; Tjøstheim, Dag Bjarne. Additive nonlinear ARX time series and projection estimates. Econometric Theory (ISSN 0266-4666). 13(2) pp 214-252. 1997.
1996Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Nonparametric statistics for testing linearity and serial independence. Nonparametric Statistics 6 pp 223-251. 1996.
Skaug, Hans J.; Tjøstheim, Dag Bjarne. Testing for serial independence using measures of distance between densities. Springer Lectures Notes in Statistics, 115 115 1996.
Tjøstheim, Dag Bjarne. Measures of dependence and tests of independence independence. Statistics 1996.
1995Tjøstheim, Dag Bjarne; Masvy, Elias. Nonparametric estimation and identification of nonlinear ARCH time series. Econometric Theory (ISSN 0266-4666). 11 pp 258-289. 1995.
Tjøstheim, Dag Bjarne; Hjellvik, Vidar. Nonparametric tests of linearity for time series. Biometrika (ISSN 0006-3444). 82 pp 351-368. 1995.
1994Tjøstheim, Dag; Auestad, B.H.. Nonparametric identification of nonlinear time series: Projections. Journal of the American Statistical Association (ISSN 0162-1459). 1994.
Tjøstheim, Dag; Auestad, B.H.. Nonparametric identification of nonlinear time series: Selecting significant lags. Journal of the American Statistical Association (ISSN 0162-1459). 1994.
Tjøstheim, Dag Bjarne. Nonlinear time series. A selective review. Scandinavian Journal of Statistics (ISSN 0303-6898). 21 pp 97-130. 1994.
Tjøstheim, Dag Bjarne; Auestad, B.. Non-parametric identification of nonlinear time series : Projections. Journal of the American Statistical Association (ISSN 0162-1459). 89 pp 1398-1409. 1994.
Tjøstheim, Dag Bjarne; Auestad, B.. Non-parametric identification of nonlinear time series : Selecting significant lags. Journal of the American Statistical Association (ISSN 0162-1459). 89 pp 1410-1419. 1994.
1993Skaug, Hans Julius; Tjøstheim, Dag Bjarne. A nonparametric test of serial independence based on the empirical distribution function. Biometrika (ISSN 0006-3444). 80(3) pp 591-602. 1993.
1991Auestad, B.H.; Tjøstheim, Dag. Functional identification in nonlinear time series. ? 1991.
1990Auestad, B.H.; Tjøstheim, Dag. Identification of nonlinear time series: First order characterization and order determination. ? 1990.
Academic chapters
2015Tjøstheim, Dag Bjarne. Count time series models with latent autoregressive dynamics. In: Handbook of Discrete-Valued Time Series. (ISBN 9781466577732). pp 77-100. 2015.
2012Tjøstheim, Dag Bjarne. Modelling nonlinear and nonstationary time series. In: Time series analysis : methods and applications. (ISBN 978-0-444-53858-1). pp 67-97. 2012.
2007Støve, Bård; Tjøstheim, Dag. A new convolution estimator for nonparametric regression. In: A new convolution estimator for nonparametric regression. (ISBN 978-981-270-369-9). pp 363-384. 2007.
Støve, Bård; Tjøstheim, Dag Bjarne. A new convolution estimator for nonparametric regression. In: Advances in statistical modeling and inference: Essays in honor of Kjell A. Doksum. (ISBN 978-981-270-369-9). pp 363-384. 2007.
2002Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag; Bjerksund, Petter; Gjerde, Øystein. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. In: Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. Norges Handelshøyskole. (ISBN ). pp 91-119. 2002.
Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. In: Essays on Uncertainty. Norges Handelshøyskole. (ISBN 82-405-0081-1). pp 91-119. 2002.
Myklebust, Terje; Karlsen, Hans; Tjøstheim, Dag Bjarne. Nonlinear unit root processes and the problem of nonlinear cointegration. In: Essays on Uncertainty. Festskrift for Steinar Ekern. Norwegian Business School. Norges Handelshøyskole. (ISBN ). pp 91-120. 2002.
1999Hjellvik, Vidar; Tjøstheim, Dag Bjarne. Residual variance estimates and order determination in panels of intercorrelated time series. In: Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger. (ISBN 0-19-829683-5). pp 385-409. 1999.
Tjøstheim, Dag Bjarne. Nonparametric specification tests for time series. In: Asymptotics, Nonparametrics and Time Series: a tribute to Madan Lal Puri. (ISBN 9780824700515). pp 149-200. 1999.
1998Tjøstheim, Dag Bjarne. Exploring time series using semi- and nonparametric methods. In: Proceedings Compstat, Bristol 1998. (ISBN ). pp 125-136. 1998.
Tjøstheim, Dag Bjarne. Nonparametric specification procedures for time series. In: Asymptotic, Nonparametric and Time Series. Elsevier. (ISBN ). 1998.
1994Teräsvivla, T.; Tjøstheim, Dag Bjarne; Granger, C. W. J.; Kannas, Lasse; Nordmark, A.; Berstad, A.. Aspects of modelling nonlinear time series. In: Handbook of Economics. ISPRS. (ISBN 82-456-0580-8). pp 2919-2957. 1994.
Lexical imports
2012Tjøstheim, Dag Bjarne. Nonparametric methods in random fields. 2012.
Academic lectures
2018Otneim, Håkon; Tjøstheim, Dag Bjarne. Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation. Konferanse, 4th Conference of the International Society for Nonparametric Statistics (ISNPS); Salerno, 11.06.2018 - 15.06.2018.
2017Otneim, Håkon; Tjøstheim, Dag Bjarne. Estimating multivariate and conditional density functions using local Gaussian approximations. Konferanse, 1st International Conference on Econometrics and Statistics (EcoSta 2017); Hong Kong, 15.06.2017 - 17.06.2017.
2013Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne. Recognizing and visualizing copulas: an approach using local Gaussian approximation. Konferanse, 7th International Conference on Computational and Financial Econometrics; London, 14.12.2013 - 16.12.2013.
Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Improved morphological fish school characterization using simulations of multibeam sonar data. Konferanse, ICES; San Sebastian, 16.04.2013 - 19.04.2013.
2011Støve, Bård; Tjøstheim, Dag Bjarne. Multivariate Poisson Autoregression. Konferanse, The 16th Norwegian Statistical Conference; Røros, 14.06.2011 - 17.06.2011.
2010Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Konferanse, FIBE XXVII - Fagkonferanse i bedriftsøkonomiske emner; Bergen, 07.01.2010 - 08.01.2010.
Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Konferanse, 23rd Nordic Conference on Mathematical Statistics (NORDSTAT); Voss, 14.06.2010 - 17.06.2010.
Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, SETA 2010 (The 2010 International Symposium on Econometric Theory and Applications); Singapore, 29.04.2010 - 01.05.2010.
Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, CFE’10 (4th CSDA International Conference on Computational and Financial Econometrics); London, 10.12.2010 - 12.12.2010.
2009Hufthammer, Karl Ove; Støve, Bård; Tjøstheim, Dag. Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. Konferanse, FIBE XXVI - Fagkonferanse i bedriftsøkonomiske emner; Bergen, 08.01.2009 - 09.01.2009.
Støve, Bård; Tjøstheim, Dag. Measuring financial contagion by local Gaussian correlation. Konferanse, 3rd International Conference on Computational and Financial Econometrics; Limassol, Kypros, 29.12.2009 - 31.12.2009.
Støve, Bård; Tjøstheim, Dag. Asymmetries in financial returns: A local Gaussian correlation approach. Konferanse, Fagkonferanse i bedriftsøkonomiske emner; Bergen, 08.01.2009 - 09.01.2009.
2003Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne. Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. Konferanse, ICES Symposium on "Acoustics in Fisheries and Aquatic Ecology"; Montpellier, 10.06.2003 - 15.06.2003.
Tjøstheim, Dag Bjarne. Nonparametric estimation in additive models. Konferanse, Universitetet i Santiago del Compostela; Santiago del Compostela, Spania, 06.02.2003.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context with applications to nonlinear cointegration. Konferanse, Universitetet i La Coruna; La Coruna, Spania, 07.02.2003.
2002Godø, Olav Rune; Tjøstheim, Dag Bjarne. Survey of nonlinear time series modesl. Konferanse, National University of Singapore; MANGLER, 01.01.2002.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context. Konferanse, Department of Mathematics, University of California, San Diego; San Diego, USA, 01.01.2002.
Tjøstheim, Dag Bjarne. Survey of nonlinear time series models. Konferanse, Department of Mathematics, University of Western Australia; Perth, Australia, 01.01.2002.
Tjøstheim, Dag Bjarne. Introduction to nonparametric methods. Konferanse, Department of Mathematics, University of Cyprus; Nicosia, Kypros, 01.01.2002.
Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonstationary context. Konferanse, Recent advances in nonpåarametrics; Kreta, Hellas, 01.01.2002.
2001Tjostheim, Dag. Two recent developments in nonstationary and nonlinear time series modeling. Konferanse, Canadian Statistical Meeting; Vancouver, Canada, 11.06.2001 - 15.06.2001.
2000Tjøstheim, Dag Bjarne. Analysing panels of intercorrelated time series. Konferanse, Universite Science et Sociales; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Linearity tests for time series. Konferanse, Universitetet i Bilbao; Bilbao, Spania, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonparametric estimation for nonstationary processes. Konferanse, Academy of Sciences; Beijing, Kina, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear cointegration. Konferanse, Universitetet i Montpellier; Montpellier, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear cointegration. Konferanse, London School of Economics; London, Storbritannia, 01.01.2000.
Tjøstheim, Dag Bjarne. Exploratory data analysis and linearity tests for time series. Konferanse, Universite Paul Sabatier; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Alignment of time series. Konferanse, Universite Paul Sabatier; Toulouse, Frankrike, 01.01.2000.
Tjøstheim, Dag Bjarne. Om additive modeller. Konferanse, Sosialøkonomisk institutt, NTNU; Trondheim, 01.01.2000.
Tjøstheim, Dag Bjarne. Intercorrelated panels. Linear and nonlinera models. Konferanse, Statistics 2000; Szklaska Poreba, Polen, 01.01.2000.
Tjøstheim, Dag Bjarne. Exploring models for panels of time series. Konferanse, Internation conference on forecasting; Lisboa, Portugal, 21.06.2000.
Tjøstheim, Dag Bjarne. Additive models: an alternative to linear models in econometrics. Konferanse, Workshop nonlinear econometrics; Norges Bank, 01.01.2000.
Tjøstheim, Dag Bjarne. Nonlinear models for a panel of intercorrelated time series. Konferanse, International time series conference; Tokio, Japan, 01.01.2000.
1998Tjøstheim, Dag Bjarne. Exploring time series using semi- and nonparametric methods. Konferanse, Compstat Meeting; Bristol, England, .
1997Tjøstheim, Dag Bjarne. Linear and nonlinear models for panels of time series. Konferanse, Workshop on semiparametric methods; Leiden, Nederland, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. Konferanse, Workshop on time series in Biology; Oslo, .
Tjøstheim, Dag Bjarne. Nonparametric analysis for null recurrent processes. Konferanse, Workshop on long range dependence; Guanajuato, Mexico, .
Tjøstheim, Dag Bjarne. Nonparametric methods of time series. Konferanse, 2nd Scandinavian-Ukrainian Meeting on Statistics; Umeå, Sverige, .
Scientific lectures
2019Otneim, Håkon; Tjøstheim, Dag Bjarne. Measuring conditional dependence using the local Gaussian partial correlation. Konferanse, 13th International Conference on Computational and Financial Econometrics, 14.12.2019 - 16.12.2019.
Posters at scientific conferences
2008Støve, Bård; Tjøstheim, Dag. A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis. International Workshop in Recent Advances in Time Series Analysis; University of Cyprus, 08.06.2008 - 11.06.2008.
Doctoral dissertations
2017Jordanger, Lars Arne. Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas. : University of Bergen . 2017. Full-text Review
2016Lacal Graziani, Virginia. Local Gaussian Correlation for Time Series and Regular Vine Estimation for Bayesian Networks. : University of Bergen . 2016. Review
Otneim, HÃ¥kon. Multivariate and conditional density estimation using local Gaussian approximations. : University of Bergen . 2016. Full-text Review
Reports
2016Otneim, Håkon; Tjøstheim, Dag Bjarne. Non-parametric estimation of conditional densities: A new method. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper 22. pp 25. 2016. Full-text
2011Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. Samfunns- og næringslivsforskning AS, Bergen. Arbeidsnotat 14. pp 34. 2011. Full-text
2010Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove. Measuring Financial Contagion by Local Gaussian Correlation. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 12. pp 31. 2010. Review
2007Støve, Bård; Tjøstheim, Dag. A Convolution Estimator for the Density of Nonlinear Regression Observations. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 25. pp 33. 2007. Review
2000Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. Nonparametric estimation in a nonlinear cointegration type model. Sonderforschungsbereich 373, Univesitet Humboldt, Berlin. Quantification and Simulation of Economic Processes 33. pp 46. 2000.
1998Tjøstheim, Dag Bjarne. Nonparametric estimation for null recurrent time series. Humboldt Universität zu Berlin, Sonderforschungsbereich 373, . Discussion paper. 1998.
Tjøstheim, Dag Bjarne. Modelling panels of intercorrelated autoregressive time series. Humboldt Universität zu Berlin, Sonderforschungsbereich 373, . Discussion paper. 1998.
1997Tjøstheim, Dag Bjarne; Sperlich, Stefan; Yang, Lijian. Nonparametric estimation of interaction in additive models. Humboldt Universit@æt zu Berlin, . Discussion Paper 1997.
1990Auestad, Bjørn; Tjøstheim, Dag Bjarne. Functional identification in nonlinear timeseries. Report No.21 July 1990. Universitetet i Bergen, matematisk institutt, . Reports publ.by the Inst.of Mathematics, Dept.of Statistics 1990.
1989Tjøstheim, Dag Bjarne; Auestad, Bjørn. Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989. Universitetet i Bergen, matematisk institutt, . Reports publ.by the Inst.of Mathematics, Dept.of Statistics 1989.
1988Karlsen, Hans A; Tjøstheim, Dag Bjarne. Segmentation of data traces with applications to dipmeter oilwell measurements. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 18. 1988.
Tjøstheim, Dag Bjarne; Johnsen, Gyrid. Estimation of AR parameters in time series with suddenley changing structure. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 19. 1988.
1987Karlsen, Hans A; Tjøstheim, Dag Bjarne. Consistent estimates of the NEAR(2) and NLAR(2) time series models. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 17. 1987.
1986Karlsen, Hans A; Tjøstheim, Dag Bjarne. Fitting nonstationary autoregressive models to dipmeter data. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 13. 1986.
Lysne, Dan; Tjøstheim, Dag Bjarne. Loss of spectral peaks in autoregressive spectral estimation. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 12. 1986.
1985Stensholt, Boonchai K.; Tjøstheim, Dag Bjarne. Multiple bilinear time series models. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 11. 1985.
1983Paulsen, Jostein; Tjøstheim, Dag Bjarne. On the estimation of residual variances and order in autoregressive time series. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 6. 1983.
Riise, Trond; Tjøstheim, Dag Bjarne. Theory and practice of multivariate arma forecasting. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 7. 1983.
Tjøstheim, Dag Bjarne; Paulsen, Jostein. Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 8. 1983.
1981Tjøstheim, Dag Bjarne; Paulsen, Jostein. Bias and some commonly used time series estimates. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 2. 1981.
Tyssedal, John S.; Tjøstheim, Dag Bjarne. Autoregressive processes with a time dependent variance. UiB-MatNat: Matematisk institutt, . Reports Published by the Department of Statistics 1. 1981.
Popular scientific lectures
1998Tjøstheim, Dag Bjarne. Nonparametric estimation for null recurrent time series. Workshop on time series analysis.; [Mangler data], Montreal, Canada, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. International sympopsium; [Mangler data], Taipei, Taiwan, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Workshop; [Mangler data], Norges Bank, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series in linear and nonlinear models. EMFI; [Mangler data], Madrid, Spania, .
Tjøstheim, Dag Bjarne. Specification procedures for linear and nonlinear time series. EMFI; [Mangler data], Madrid, Spania, .
1997Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Universit#/e Libre; [Mangler data], Brussel, .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series. Weierstrass Institute; [Mangler data], Berlin, .
Tjøstheim, Dag Bjarne. Exploring time series using nonparametric methods. University of Vienna; [Mangler data], [Mangler data], .
Tjøstheim, Dag Bjarne. Panels of intercorrelated time series: Linear and nonlinear models. Technical University of Vienna; [Mangler data], [Mangler data], .
1994Tjøstheim, Dag Bjarne. Tests of Independence. Nonlinear economics; [Mangler data], [Mangler data], .
Articles in business, trade and industry journals
2019Tjøstheim, Dag Bjarne. Invited discussion of two papers on "Models as approximations", by A. Buja et al. Statistical Science (ISSN 0883-4237). 2019.
Editorials
2012Tjøstheim, Dag Bjarne. Rejoinder on: Some recent theory for autoregressive count time series. Test (Madrid) (ISSN 1133-0686). 21(3) pp 469-476. doi: 10.1007/s11749-012-0305-3. 2012.
Academic monograph
2010Teresvirtä, Timo; Tjøstheim, Dag Bjarne; Granger, Clive W.J.. Modelling nonlinear economic time series. 2010. Review
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