Cristin

2023
1.	Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne. Multivariate self-exciting jump processes with applications to financial data. Bernoulli 2023 ;Volum 29.(3) s. 2167-2191 UiB Untitled

2.	Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. Local Gaussian Cross-Spectrum Analysis. Econometrics 2023 ;Volum 11.(2) HVL UiB Untitled

3.	Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders. Some recent trends in embeddings of time series and dynamic networks. Journal of Time Series Analysis 2023 ;Volum 44.(5-6) s. 686-709 UiB NR Untitled

4.	Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders. Statistical Embedding: Beyond Principal Components. Statistical Science 2023 ;Volum 38.(3) s. 411-439 UiB NR Untitled
2022
5.	Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis. Entropy 2022 ;Volum 24.(3) s. - NHH UiB Untitled

6.	Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders. Statistical embedding: Beyond principal components. Seminar series in Statistics and Data Science; 2022-11-22 UiB NR Untitled

7.	Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård. Statistical dependence: Beyond Pearson’s ρ. Statistical Science 2022 ;Volum 37.(1) s. 90-109 UiB NHH Untitled
2021
8.	Otneim, Håkon; Tjøstheim, Dag Bjarne. The locally Gaussian partial correlation. Journal of business & economic statistics 2021 ;Volum 40.(2) s. 924-936 NHH UiB Untitled

9.	Sleire, Anders Daasvand; Støve, Bård; Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne; Haugen, Sverre Hauso. Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. Finance Research Letters 2021 s. 1-9 UiB NHH Untitled

10.	Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård. Statistical Modeling Using Local Gaussian Approximation. Academic Press 2021 (ISBN 9780128158616) 458 s. UiB NHH Untitled
2020
11.	Bravo, Francesco; Li, Degui; Tjøstheim, Dag Bjarne. Robust nonlinear regression estimation in null recurrent time series. Journal of Econometrics 2020 s. - UiB Untitled

12.	Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag Bjarne; Doukhan, Paul. Multivariate count autoregression. Bernoulli 2020 ;Volum 26.(1) s. 471-499 UiB Untitled

13.	Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi; Tjøstheim, Dag Bjarne; Zhang, Qiang. On bandwidth choice for spatial data density estimation. Journal of The Royal Statistical Society Series B-statistical Methodology 2020 ;Volum 82.(3) s. 817-840 UiB Untitled

14.	Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. Nonlinear Spectral Analysis: A Local Gaussian Approach. Journal of the American Statistical Association 2020 s. - HVL UiB Untitled

15.	Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne. Pairwise local Fisher and naive Bayes: Improving two standard discriminants. Journal of Econometrics 2020 ;Volum 216.(1) s. 284-304 NR NHH UiB Untitled

16.	Tjøstheim, Dag Bjarne. Some notes on nonlinear cointegration: A partial review with some novel perspectives. Econometric Reviews 2020 ;Volum 39.(7) s. 655-673 UiB Untitled
2019
17.	Otneim, Håkon; Tjøstheim, Dag Bjarne. Measuring conditional dependence using the local Gaussian partial correlation. 13th International Conference on Computational and Financial Econometrics; 2019-12-14 - 2019-12-16 NHH UiB Untitled

18.	Tjøstheim, Dag Bjarne. Discussion of Models as Approximations I & II. Statistical Science 2019 ;Volum 34.(4) s. 575-579 UiB Untitled

19.	Tjøstheim, Dag Bjarne. Discussion of Models as Approximations I & II. Statistical Science 2019 ;Volum 34.(4) s. 575-579 HAVFORSK NR UiB Untitled
2018
20.	Lacal, Virginia; Tjøstheim, Dag Bjarne. Estimating and Testing Nonlinear Local Dependence Between Two Time Series. Journal of business & economic statistics 2018 s. 1-13 UiB Untitled

21.	Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Bjarne. Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Test (Madrid) 2018 ;Volum 27.(1) s. 52-69 UiB Untitled

22.	Otneim, Håkon; Tjøstheim, Dag Bjarne. Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation. 4th Conference of the International Society for Nonparametric Statistics (ISNPS); 2018-06-11 - 2018-06-15 NHH UiB Untitled
2017
23.	Cai, Biqing; Gao, Jiti; Tjøstheim, Dag Bjarne. A new class of bivariate threshold cointegration models. Journal of business & economic statistics 2017 ;Volum 35.(2) s. 288-305 UiB Untitled

24.	Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Specification testing for nonlinear multivariate cointegrating regressions. Journal of Econometrics 2017 ;Volum 200.(1) s. 104-117 UiB Untitled

25.	Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne. Self-exciting jump processes with applications to energy markets. Annals of the Institute of Statistical Mathematics 2017 ;Volum 70.(2) s. 373-393 UiB Untitled

26.	Jordanger, Lars Arne. Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas. : University of Bergen 2017 (ISBN 978-82-308-3911-9) UiB Untitled

27.	Lacal Graziani, Virginia; Tjøstheim, Dag Bjarne. Local Gaussian autocorrelation and tests for serial independence. Journal of Time Series Analysis 2017 ;Volum 38.(1) s. 51-71 UiB Untitled

28.	Otneim, Håkon; Tjøstheim, Dag Bjarne. Conditional density estimation using the local Gaussian correlation. Statistics and computing 2017 ;Volum 28.(2) s. 303-321 UiB NHH Untitled

29.	Otneim, Håkon; Tjøstheim, Dag Bjarne. Estimating multivariate and conditional density functions using local Gaussian approximations. 1st International Conference on Econometrics and Statistics (EcoSta 2017); 2017-06-15 - 2017-06-17 NHH UiB Untitled
2016
30.	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 2016 ;Volum 38.(2) s. 352-380 UiB Untitled

31.	Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne. Estimation for single-index and partially linear single-index integrated models. Annals of Statistics 2016 ;Volum 44.(1) s. 425-453 UiB Untitled

32.	Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. Estimation and simulation of multi-beam sonar noise. Journal of the Acoustical Society of America 2016 ;Volum 139.(2) s. 851-862 HAVFORSK UiB Untitled

33.	Lacal Graziani, Virginia. Local Gaussian Correlation for Time Series and Regular Vine Estimation for Bayesian Networks. : University of Bergen 2016 (ISBN 978-82-308-3245-5) UiB Untitled

34.	Li, Degui; Tjøstheim, Dag Bjarne; Gao, Jiti. Estimation in nonlinear regression with harris recurrent markov chains. Annals of Statistics 2016 ;Volum 44.(5) s. 1957-1987 UiB Untitled

35.	Otneim, Håkon. Multivariate and conditional density estimation using local Gaussian approximations. : University of Bergen 2016 (ISBN 978-82-308-3247-9) UiB Untitled

36.	Otneim, Håkon; Tjøstheim, Dag Bjarne. Non-parametric estimation of conditional densities: A new method. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2016 25 s. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper(22) NHH UiB Untitled

37.	Otneim, Håkon; Tjøstheim, Dag Bjarne. The locally Gaussian density estimator for multivariate data. Statistics and computing 2016 ;Volum Published ahead of print. s. 1-22 UiB Untitled
2015
38.	Cai, Biqing; Tjøstheim, Dag Bjarne. Nonparametric regression estimation for multivariate null recurrent processes. Econometrics 2015 ;Volum 3. s. 265-288 UiB Untitled

39.	Tjøstheim, Dag Bjarne. Count time series models with latent autoregressive dynamics. I: Handbook of Discrete-Valued Time Series. CRC Press 2015 ISBN 9781466577732. s. 77-100 UiB Untitled
2014
40.	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 2014 ;Volum 56.(12) s. 1-18 UiB Untitled

41.	Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl. Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics 2014 ;Volum 57.(1) s. 90-103 UiB Untitled

42.	Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Statistics and computing 2014 ;Volum 24.(5) s. 785-801 UiB Untitled

43.	Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag Bjarne. Uniform consistency for nonparametric estimators in null recurrent time series. Econometric Theory 2014 ;Volum 760. UiB Untitled

44.	Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics and Probability Letters 2014 ;Volum 92. s. 249-255 UiB Untitled

45.	Lu, Zudi; Tjøstheim, Dag Bjarne. Nonparametric estimation of probability density functions for irregularly observed spatial data. Journal of the American Statistical Association 2014 ;Volum 109.(508) s. 1546-1564 UiB Untitled

46.	Støve, Bård; Tjøstheim, Dag Bjarne. Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. Magma forskning og viten 2014 ;Volum 17.(6/7) s. 103-113 UiB NHH UIS Untitled

47.	Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance 2014 ;Volum 25. s. 62-82 UiB Untitled
2013
48.	Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne. Recognizing and visualizing copulas: an approach using local Gaussian approximation. 7th International Conference on Computational and Financial Econometrics; 2013-12-14 - 2013-12-16 UiB Untitled

49.	Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. Correction to "On weak dependence conditions for Poisson autoregressions" [Statist. Probab. Lett. 82 (2012) 942-948]. Statistics and Probability Letters 2013 ;Volum 83.(8) s. 1926-1927 UiB Untitled

50.	Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. Estimation in threshold autoregressive models with a stationary and a unit root regime. Journal of Econometrics 2013 ;Volum 172.(1) s. 1-13 UiB Untitled

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