Eyjolfsson, Heidar; Tjøstheim, Dag Multivariate self-exciting jump processes with applications to financial data. (English) Zbl 07691577 Bernoulli 29, No. 3, 2167-2191 (2023). MSC: 62Mxx 60Gxx 62Pxx PDFBibTeX XMLCite \textit{H. Eyjolfsson} and \textit{D. Tjøstheim}, Bernoulli 29, No. 3, 2167--2191 (2023; Zbl 07691577) Full Text: DOI arXiv Link
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul Multivariate count autoregression. (English) Zbl 1456.62155 Bernoulli 26, No. 1, 471-499 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J12 62F12 62H05 62M10 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., Bernoulli 26, No. 1, 471--499 (2020; Zbl 1456.62155) Full Text: DOI arXiv Euclid
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (English) Zbl 06852282 Test 27, No. 1, 52-69 (2018). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{Y. Lee} et al., Test 27, No. 1, 52--69 (2018; Zbl 06852282) Full Text: DOI
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag Uniform consistency for nonparametric estimators in null recurrent time series. (English) Zbl 1441.62696 Econom. Theory 31, No. 5, 911-952 (2015). MSC: 62P20 62M10 62G20 62G05 62G08 PDFBibTeX XMLCite \textit{J. Gao} et al., Econom. Theory 31, No. 5, 911--952 (2015; Zbl 1441.62696) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI
Tjøstheim, Dag Rejoinder on: Some recent theory for autoregressive count time series. (English) Zbl 1362.62175 Test 21, No. 3, 469-476 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 469--476 (2012; Zbl 1362.62175) Full Text: DOI
Tjøstheim, Dag Some recent theory for autoregressive count time series. (English) Zbl 1362.62174 Test 21, No. 3, 413-438 (2012). MSC: 62M10 60F05 60G10 62F12 PDFBibTeX XMLCite \textit{D. Tjøstheim}, Test 21, No. 3, 413--438 (2012; Zbl 1362.62174) Full Text: DOI
Fokianos, Konstantinos; Tjøstheim, Dag Nonlinear Poisson autoregression. (English) Zbl 1253.62058 Ann. Inst. Stat. Math. 64, No. 6, 1205-1225 (2012). MSC: 62M10 62J02 62F12 65C60 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{D. Tjøstheim}, Ann. Inst. Stat. Math. 64, No. 6, 1205--1225 (2012; Zbl 1253.62058) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei Exploring spatial nonlinearity using additive approximation. (English) Zbl 1127.62087 Bernoulli 13, No. 2, 447-472 (2007). MSC: 62M30 62G20 62G07 65C60 PDFBibTeX XMLCite \textit{Z. Lu} et al., Bernoulli 13, No. 2, 447--472 (2007; Zbl 1127.62087) Full Text: DOI arXiv
Hjellvik, Vidar; Yao, Qiwei; Tjøstheim, Dag Linearity testing using local polynomial approximation. (English) Zbl 0942.62051 J. Stat. Plann. Inference 68, No. 2, 295-321 (1998). MSC: 62G10 62G20 62G07 62M07 PDFBibTeX XMLCite \textit{V. Hjellvik} et al., J. Stat. Plann. Inference 68, No. 2, 295--321 (1998; Zbl 0942.62051) Full Text: DOI