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Author ID: tjostheim.dag-b Recent zbMATH articles by "Tjøstheim, Dag B."
Published as: Tjøstheim, Dag; Tjostheim, Dag; Tjostheim, D.; Tjøstheim, D.; Tjøstheim, Dag B.; Tjoestheim, D.; Tjöstheim, Dag

Publications by Year

Citations contained in zbMATH Open

88 Publications have been cited 1,887 times in 1,155 Documents Cited by Year
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
162
2009
Nonparametric estimation and identification of nonlinear ARCH time series: strong convergence and asymptotic normality. Zbl 1401.62171
Masry, E.; Tjøstheim, D.
100
1995
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
77
1990
Estimation in nonlinear time series models. Zbl 0598.62109
Tjøstheim, Dag
74
1986
Nonparametric identification of nonlinear time series: Projections. Zbl 0813.62036
Tjøstheim, Dag; Auestad, Bjørn H.
69
1994
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
67
2012
Nonparametric estimation in a nonlinear cointegration type model. Zbl 1114.62089
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag
66
2007
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
65
1978
Nonparametric estimation in null recurrent time series. Zbl 1103.62335
Karlsen, Hans Arnfinn; Tjøstheim, Dag
64
2001
Log-linear Poisson autoregression. Zbl 1207.62165
Fokianos, Konstantinos; Tjøstheim, Dag
62
2011
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
60
2010
Linearity testing using local polynomial approximation. Zbl 0942.62051
Hjellvik, Vidar; Yao, Qiwei; Tjøstheim, Dag
50
1998
Nonlinear time series: A selective review. Zbl 0799.62098
Tjøstheim, Dag
49
1994
Nonparametric estimation and testing of interaction in additive models. Zbl 1109.62310
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian
49
2002
Statistical spatial series modelling. II: Some further results on unilateral lattice processes. Zbl 0525.62084
Tjostheim, Dag
46
1983
Nonparametric tests of linearity for time series. Zbl 0823.62044
Hjellvik, Vidar; Tjøstheim, Dag
41
1995
Estimation in semiparametric spatial regression. Zbl 1113.62048
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag
41
2006
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
38
2012
A nonparametric test of serial independence based on the empirical distribution function. Zbl 0790.62044
Skaug, Hans Julius; Tjøstheim, Dag
37
1993
Specification testing in nonlinear and nonstationary time series autoregression. Zbl 1191.62148
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag
35
2009
Nonparametric specification testing for nonlinear time series with nonstationarity. Zbl 1179.62055
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag
32
2009
Nonparametric identification of nonlinear time series: Selecting significant lags. Zbl 0813.62037
Tjøstheim, Dag; Auestad, Bjørn H.
31
1994
Bias of some commonly-used time series estimates. Zbl 0525.62085
Tjostheim, Dag; Paulsen, Jostein
28
1983
Exploring spatial nonlinearity using additive approximation. Zbl 1127.62087
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei
26
2007
Some doubly stochastic time series models. Zbl 0588.62169
Tjøstheim, Dag
25
1986
Estimation for single-index and partially linear single-index integrated models. Zbl 1331.62190
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag
25
2016
Nonparametric additive models for panels of time series. Zbl 1279.62189
Mammen, Enno; Støve, Bård; Tjøstheim, Dag
24
2009
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
22
2020
Measures of dependence and tests of independence. Zbl 0876.62040
Tjøstheim, Dag
21
1996
Local Gaussian correlation: a new measure of dependence. Zbl 1443.62288
Tjøstheim, Dag; Hufthammer, Karl Ove
21
2013
Some recent theory for autoregressive count time series. Zbl 1362.62174
Tjøstheim, Dag
20
2012
Nonparametric tests of serial independence. Zbl 0880.62052
Skaug, H. J.; Tjøstheim, D.
18
1993
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Zbl 06852282
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag
17
2018
Nonparametric statistics for testing of linearity and serial independence. Zbl 0880.62049
Hjellvik, Vidar; Tjøstheim, Dag
16
1996
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Zbl 1145.62018
Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei
15
2007
Adaptively varying-coefficient spatiotemporal models. Zbl 1248.62086
Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag; Yao, Qiwei
15
2009
Uniform consistency for nonparametric estimators in null recurrent time series. Zbl 1441.62696
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag
14
2015
Null recurrent unit root processes. Zbl 1234.62122
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag
13
2012
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Zbl 1322.62140
Berentsen, Geir Drage; Tjøstheim, Dag
12
2014
Estimation in threshold autoregressive models with a stationary and a unit root regime. Zbl 1443.62256
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying
12
2013
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
12
2013
Modelling panels of intercorrelated autoregressive time series. Zbl 0942.62101
Hjellvik, Vidar; Tjøstheim, Dag
11
1999
Recognizing and visualizing copulas: an approach using local Gaussian approximation. Zbl 1304.62085
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag; Nordbø, Tommy
10
2014
Nonparametric estimation of probability density functions for irregularly observed spatial data. Zbl 1368.62253
Lu, Zudi; Tjøstheim, Dag
10
2014
Local Gaussian autocorrelation and tests for serial independence. Zbl 1356.62145
Lacal, Virginia; Tjøstheim, Dag
9
2017
Moment inequalities for spatial processes. Zbl 1137.62061
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag
8
2008
Granger-causality in multiple time series. Zbl 0481.62074
Tjostheim, Dag
8
1981
A convolution estimator for the density of nonlinear regression observations. Zbl 1246.62099
Støve, Bård; Tjøstheim, Dag
8
2012
Some properties and examples of random processes that are almost wide sense stationary. Zbl 0325.60038
Tjöstheim, Dag; Thomas, John B.
8
1975
Empirical identification of multiple time series. Zbl 0506.62070
Tjostheim, Dag; Paulsen, Jostein
7
1982
Conditional density estimation using the local Gaussian correlation. Zbl 1384.62127
Otneim, Håkon; Tjøstheim, Dag
7
2018
Nonparametric estimation and testing in panels of intercorrelated time series. Zbl 1062.62181
Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag
7
2004
Estimation in nonlinear regression with Harris recurrent Markov chains. Zbl 1349.62380
Li, Degui; Tjøstheim, Dag; Gao, Jiti
7
2016
Spatial smoothing, nugget effect and infill asymptotics. Zbl 1489.62299
Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei
7
2008
On the estimation of residual variance and order in autoregressive time series. Zbl 0568.62083
Paulsen, Jostein; Tjøstheim, Dag
6
1985
Loss of spectral peaks in autoregressive spectral estimation. Zbl 0607.62114
Lysne, Dan; Tjøstheim, Dag
6
1987
Multiple bilinear time series models. Zbl 0612.62120
Stensholt, Boonchai K.; Tjøstheim, Dag
6
1987
A measure of association for spatial variables. Zbl 0375.62048
Tjostheim, Dag
6
1978
Model selection of copulas: AIC versus a cross validation copula information criterion. Zbl 1396.62099
Jordanger, Lars Arne; Tjøstheim, Dag
6
2014
Rejoinder on: Some recent theory for autoregressive count time series. Zbl 1362.62175
Tjøstheim, Dag
6
2012
Spectral generating operators for non-stationary processes. Zbl 0359.60011
Tjostheim, D.
5
1976
The locally Gaussian density estimator for multivariate data. Zbl 1384.62128
Otneim, Håkon; Tjøstheim, Dag
5
2017
A commutation relation for wide sense stationary processes. Zbl 0323.60042
Tjostheim, D.
5
1976
Specification testing for nonlinear multivariate cointegrating regressions. Zbl 1388.62250
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag; Yin, Jiying
5
2017
Nonparametric regression estimation in a null recurrent time series. Zbl 1233.62081
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag
5
2010
Statistical modeling using local Gaussian approximation. Zbl 1504.62011
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård
5
2022
Autoregressive processes with a time dependent variance. Zbl 0545.62054
Tyssedal, John S.; Tjøstheim, Dag
4
1982
Statistical dependence: beyond Pearson’s \(\rho\). Zbl 07474199
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård
4
2022
Nonparametric specification procedures for time series. Zbl 1069.62547
Tjøstheim, Dag
3
1999
On random processes that are almost strict sense stationary. Zbl 0359.60012
Tjostheim, Dag
3
1976
Self-exciting jump processes with applications to energy markets. Zbl 1387.60083
Eyjolfsson, Heidar; Tjøstheim, Dag
2
2018
Factorizing multivariate time series operators. Zbl 0473.62083
Stensholt, Eivind; Tjostheim, Dag
2
1981
Spectral representations and density operators for infinite-dimensional homogeneous random fields. Zbl 0316.60028
Tjostheim, Dag
2
1976
Least squares estimates and order determination procedures for autoregressive processes with a time dependent variance. Zbl 0577.62079
Tjøstheim, Dag; Paulsen, Jostein
2
1985
Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariation. Zbl 1197.62065
Garel, Bernard; d’Estampes, Ludovic; Tjøstheim, Dag
2
2004
Functional identification in nonlinear time series. Zbl 0727.62082
Auestad, Bjørn; Tjøstheim, Dag
2
1991
Some properties of local Gaussian correlation and other nonlinear dependence measures. Zbl 1360.62449
Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernández, Mario; Tjøstheim, Dag
2
2017
Bias and bandwidth for local likelihood density estimation. Zbl 1283.62079
Otneim, Håkon; Karlsen, Hans Arnfinn; Tjøstheim, Dag
2
2013
Pairwise local Fisher and naive Bayes: improving two standard discriminants. Zbl 1456.62062
Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag
2
2020
Some notes on nonlinear cointegration: a partial review with some novel perspectives. Zbl 1490.62277
Tjøstheim, Dag
2
2020
On bandwidth choice for spatial data density estimation. Zbl 07554775
Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi; Tjøstheim, Dag; Zhang, Qiang
2
2020
Multiplicity theory for multivariate wide sense stationary generalized processes. Zbl 0311.60021
Tjostheim, Dag
1
1975
Multiplicity theory for random fields using quantum mechanical methods. Zbl 0387.60061
Tjostheim, Dag
1
1978
Measuring deviations from stationarity. Zbl 0436.60032
Tjostheim, Dag
1
1980
Optimal decisions with reduction of uncertainty over time — an application to oil production. Zbl 0825.90566
Stensland, Gunnar; Tjøstheim, Dag B.
1
1991
Some recent trends in embeddings of time series and dynamic networks. Zbl 07731500
Tjøstheim, Dag; Jullum, Martin; Løland, Anders
1
2023
Nonlinear spectral analysis: a local Gaussian approach. Zbl 1507.62295
Jordanger, Lars Arne; Tjøstheim, Dag
1
2022
Robust nonlinear regression estimation in null recurrent time series. Zbl 07414274
Bravo, Francesco; Li, Degui; Tjøstheim, Dag
1
2021
Some recent trends in embeddings of time series and dynamic networks. Zbl 07731500
Tjøstheim, Dag; Jullum, Martin; Løland, Anders
1
2023
Statistical modeling using local Gaussian approximation. Zbl 1504.62011
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård
5
2022
Statistical dependence: beyond Pearson’s \(\rho\). Zbl 07474199
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård
4
2022
Nonlinear spectral analysis: a local Gaussian approach. Zbl 1507.62295
Jordanger, Lars Arne; Tjøstheim, Dag
1
2022
Robust nonlinear regression estimation in null recurrent time series. Zbl 07414274
Bravo, Francesco; Li, Degui; Tjøstheim, Dag
1
2021
Multivariate count autoregression. Zbl 1456.62155
Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag; Doukhan, Paul
22
2020
Pairwise local Fisher and naive Bayes: improving two standard discriminants. Zbl 1456.62062
Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag
2
2020
Some notes on nonlinear cointegration: a partial review with some novel perspectives. Zbl 1490.62277
Tjøstheim, Dag
2
2020
On bandwidth choice for spatial data density estimation. Zbl 07554775
Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi; Tjøstheim, Dag; Zhang, Qiang
2
2020
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Zbl 06852282
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag
17
2018
Conditional density estimation using the local Gaussian correlation. Zbl 1384.62127
Otneim, Håkon; Tjøstheim, Dag
7
2018
Self-exciting jump processes with applications to energy markets. Zbl 1387.60083
Eyjolfsson, Heidar; Tjøstheim, Dag
2
2018
Local Gaussian autocorrelation and tests for serial independence. Zbl 1356.62145
Lacal, Virginia; Tjøstheim, Dag
9
2017
The locally Gaussian density estimator for multivariate data. Zbl 1384.62128
Otneim, Håkon; Tjøstheim, Dag
5
2017
Specification testing for nonlinear multivariate cointegrating regressions. Zbl 1388.62250
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag; Yin, Jiying
5
2017
Some properties of local Gaussian correlation and other nonlinear dependence measures. Zbl 1360.62449
Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernández, Mario; Tjøstheim, Dag
2
2017
Estimation for single-index and partially linear single-index integrated models. Zbl 1331.62190
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag
25
2016
Estimation in nonlinear regression with Harris recurrent Markov chains. Zbl 1349.62380
Li, Degui; Tjøstheim, Dag; Gao, Jiti
7
2016
Uniform consistency for nonparametric estimators in null recurrent time series. Zbl 1441.62696
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag
14
2015
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Zbl 1322.62140
Berentsen, Geir Drage; Tjøstheim, Dag
12
2014
Recognizing and visualizing copulas: an approach using local Gaussian approximation. Zbl 1304.62085
Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag; Nordbø, Tommy
10
2014
Nonparametric estimation of probability density functions for irregularly observed spatial data. Zbl 1368.62253
Lu, Zudi; Tjøstheim, Dag
10
2014
Model selection of copulas: AIC versus a cross validation copula information criterion. Zbl 1396.62099
Jordanger, Lars Arne; Tjøstheim, Dag
6
2014
Local Gaussian correlation: a new measure of dependence. Zbl 1443.62288
Tjøstheim, Dag; Hufthammer, Karl Ove
21
2013
Estimation in threshold autoregressive models with a stationary and a unit root regime. Zbl 1443.62256
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying
12
2013
Correction to “On weak dependence conditions for Poisson autoregressions”. Zbl 1412.62100
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
12
2013
Bias and bandwidth for local likelihood density estimation. Zbl 1283.62079
Otneim, Håkon; Karlsen, Hans Arnfinn; Tjøstheim, Dag
2
2013
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
67
2012
Nonlinear Poisson autoregression. Zbl 1253.62058
Fokianos, Konstantinos; Tjøstheim, Dag
38
2012
Some recent theory for autoregressive count time series. Zbl 1362.62174
Tjøstheim, Dag
20
2012
Null recurrent unit root processes. Zbl 1234.62122
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag
13
2012
A convolution estimator for the density of nonlinear regression observations. Zbl 1246.62099
Støve, Bård; Tjøstheim, Dag
8
2012
Rejoinder on: Some recent theory for autoregressive count time series. Zbl 1362.62175
Tjøstheim, Dag
6
2012
Log-linear Poisson autoregression. Zbl 1207.62165
Fokianos, Konstantinos; Tjøstheim, Dag
62
2011
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
60
2010
Nonparametric regression estimation in a null recurrent time series. Zbl 1233.62081
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag
5
2010
Poisson autoregression. Zbl 1205.62130
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag
162
2009
Specification testing in nonlinear and nonstationary time series autoregression. Zbl 1191.62148
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag
35
2009
Nonparametric specification testing for nonlinear time series with nonstationarity. Zbl 1179.62055
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag
32
2009
Nonparametric additive models for panels of time series. Zbl 1279.62189
Mammen, Enno; Støve, Bård; Tjøstheim, Dag
24
2009
Adaptively varying-coefficient spatiotemporal models. Zbl 1248.62086
Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag; Yao, Qiwei
15
2009
Moment inequalities for spatial processes. Zbl 1137.62061
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag
8
2008
Spatial smoothing, nugget effect and infill asymptotics. Zbl 1489.62299
Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei
7
2008
Nonparametric estimation in a nonlinear cointegration type model. Zbl 1114.62089
Karlsen, Hans Arnfinn; Myklebust, Terje; Tjøstheim, Dag
66
2007
Exploring spatial nonlinearity using additive approximation. Zbl 1127.62087
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei
26
2007
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Zbl 1145.62018
Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei
15
2007
Estimation in semiparametric spatial regression. Zbl 1113.62048
Gao, Jiti; Lu, Zudi; Tjøstheim, Dag
41
2006
Nonparametric estimation and testing in panels of intercorrelated time series. Zbl 1062.62181
Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag
7
2004
Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariation. Zbl 1197.62065
Garel, Bernard; d’Estampes, Ludovic; Tjøstheim, Dag
2
2004
Nonparametric estimation and testing of interaction in additive models. Zbl 1109.62310
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian
49
2002
Nonparametric estimation in null recurrent time series. Zbl 1103.62335
Karlsen, Hans Arnfinn; Tjøstheim, Dag
64
2001
Modelling panels of intercorrelated autoregressive time series. Zbl 0942.62101
Hjellvik, Vidar; Tjøstheim, Dag
11
1999
Nonparametric specification procedures for time series. Zbl 1069.62547
Tjøstheim, Dag
3
1999
Linearity testing using local polynomial approximation. Zbl 0942.62051
Hjellvik, Vidar; Yao, Qiwei; Tjøstheim, Dag
50
1998
Measures of dependence and tests of independence. Zbl 0876.62040
Tjøstheim, Dag
21
1996
Nonparametric statistics for testing of linearity and serial independence. Zbl 0880.62049
Hjellvik, Vidar; Tjøstheim, Dag
16
1996
Nonparametric estimation and identification of nonlinear ARCH time series: strong convergence and asymptotic normality. Zbl 1401.62171
Masry, E.; Tjøstheim, D.
100
1995
Nonparametric tests of linearity for time series. Zbl 0823.62044
Hjellvik, Vidar; Tjøstheim, Dag
41
1995
Nonparametric identification of nonlinear time series: Projections. Zbl 0813.62036
Tjøstheim, Dag; Auestad, Bjørn H.
69
1994
Nonlinear time series: A selective review. Zbl 0799.62098
Tjøstheim, Dag
49
1994
Nonparametric identification of nonlinear time series: Selecting significant lags. Zbl 0813.62037
Tjøstheim, Dag; Auestad, Bjørn H.
31
1994
A nonparametric test of serial independence based on the empirical distribution function. Zbl 0790.62044
Skaug, Hans Julius; Tjøstheim, Dag
37
1993
Nonparametric tests of serial independence. Zbl 0880.62052
Skaug, H. J.; Tjøstheim, D.
18
1993
Functional identification in nonlinear time series. Zbl 0727.62082
Auestad, Bjørn; Tjøstheim, Dag
2
1991
Optimal decisions with reduction of uncertainty over time — an application to oil production. Zbl 0825.90566
Stensland, Gunnar; Tjøstheim, Dag B.
1
1991
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
77
1990
Loss of spectral peaks in autoregressive spectral estimation. Zbl 0607.62114
Lysne, Dan; Tjøstheim, Dag
6
1987
Multiple bilinear time series models. Zbl 0612.62120
Stensholt, Boonchai K.; Tjøstheim, Dag
6
1987
Estimation in nonlinear time series models. Zbl 0598.62109
Tjøstheim, Dag
74
1986
Some doubly stochastic time series models. Zbl 0588.62169
Tjøstheim, Dag
25
1986
On the estimation of residual variance and order in autoregressive time series. Zbl 0568.62083
Paulsen, Jostein; Tjøstheim, Dag
6
1985
Least squares estimates and order determination procedures for autoregressive processes with a time dependent variance. Zbl 0577.62079
Tjøstheim, Dag; Paulsen, Jostein
2
1985
Statistical spatial series modelling. II: Some further results on unilateral lattice processes. Zbl 0525.62084
Tjostheim, Dag
46
1983
Bias of some commonly-used time series estimates. Zbl 0525.62085
Tjostheim, Dag; Paulsen, Jostein
28
1983
Empirical identification of multiple time series. Zbl 0506.62070
Tjostheim, Dag; Paulsen, Jostein
7
1982
Autoregressive processes with a time dependent variance. Zbl 0545.62054
Tyssedal, John S.; Tjøstheim, Dag
4
1982
Granger-causality in multiple time series. Zbl 0481.62074
Tjostheim, Dag
8
1981
Factorizing multivariate time series operators. Zbl 0473.62083
Stensholt, Eivind; Tjostheim, Dag
2
1981
Measuring deviations from stationarity. Zbl 0436.60032
Tjostheim, Dag
1
1980
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
65
1978
A measure of association for spatial variables. Zbl 0375.62048
Tjostheim, Dag
6
1978
Multiplicity theory for random fields using quantum mechanical methods. Zbl 0387.60061
Tjostheim, Dag
1
1978
Spectral generating operators for non-stationary processes. Zbl 0359.60011
Tjostheim, D.
5
1976
A commutation relation for wide sense stationary processes. Zbl 0323.60042
Tjostheim, D.
5
1976
On random processes that are almost strict sense stationary. Zbl 0359.60012
Tjostheim, Dag
3
1976
Spectral representations and density operators for infinite-dimensional homogeneous random fields. Zbl 0316.60028
Tjostheim, Dag
2
1976
Some properties and examples of random processes that are almost wide sense stationary. Zbl 0325.60038
Tjöstheim, Dag; Thomas, John B.
8
1975
Multiplicity theory for multivariate wide sense stationary generalized processes. Zbl 0311.60021
Tjostheim, Dag
1
1975
all top 5

Cited by 1,317 Authors

55 Tjøstheim, Dag B.
40 Gao, Jiti
26 Lu, Zudi
25 Zhu, Fukang
24 Fokianos, Konstantinos
23 Lee, Sangyeol
22 Linton, Oliver Bruce
18 Doukhan, Paul
17 Li, Degui
15 Wang, Qiying
14 Mammen, Enno
14 Sperlich, Stefan
12 Dette, Holger
12 Wang, Dehui
11 Neumann, Michael H.
11 Teräsvirta, Timo
10 Cai, Zongwu
10 Dabo-Niang, Sophie
10 Li, Qi
10 Li, Qi
10 Peiris, M. Shelton
10 Phillips, Peter Charles Bonest
10 Ristić, Miroslav M.
9 Dong, Chaohua
9 Francq, Christian
9 Nastić, Aleksandar S.
9 Thavaneswaran, Aerambamoorthy
9 Yang, Lijian
8 Hong, Yongmiao
8 Neumeyer, Natalie
8 Vallejos, Ronny O.
8 Weiß, Christian H.
8 Xue, Liugen
8 Yao, Qiwei
7 Chen, Jia
7 Chen, Rong
7 Fakoor, Vahid
7 Goryainov, V. B.
7 Hallin, Marc
7 Härdle, Wolfgang Karl
7 Saikkonen, Pentti
7 Sun, Yiguo
7 Truquet, Lionel
6 Aknouche, Abdelhakim
6 Anderson, Paul L.
6 Bibi, Abdelouahab
6 Fried, Roland
6 Karlsen, Hans Arnfinn
6 Lee, Oesook
6 Ling, Shiqing
6 Meerschaert, Mark Marvin
6 Meitz, Mika
6 Peng, Bin
6 Su, Liangjun
6 Tu, Yundong
6 Xia, Yingcun
6 Zakoïan, Jean-Michel
5 Baran, Sándor
5 Barreto-Souza, Wagner
5 Basawa, Ishwar V.
5 Chen, Cathy W. S.
5 Chen, Min
5 Chen, Songxi
5 Debbarh, Mohammed
5 Fan, Yanqin
5 Hsiao, Cheng
5 Kengne, William Charky
5 Liang, Hanying
5 Lund, Robert B.
5 Ngatchou Wandji, Joseph
5 Ojeda, Silvia María
5 Otneim, Håkon
5 Pap, Gyula
5 Politis, Dimitris Nicolas
5 Psaradakis, Zacharias
5 Qingguo, Tang
5 Rahbek, Anders
5 Rémillard, Bruno N.
5 Robinson, Peter Michael
5 Rodríguez-Póo, Juan Manuel
5 Schick, Anton
5 Støve, Bård
5 Taniguchi, Masanobu
5 Van Keilegom, Ingrid
5 Wefelmeyer, Wolfgang
5 Yu, Kyusang
5 Zhang, Riquan
4 Bakouch, Hassan S.
4 Bertail, Patrice
4 Bouzebda, Salim
4 Bustos, Oscar H.
4 Chan, Ngai Hang
4 Clémençon, Stéphan
4 Cui, Yan
4 Cui, Yunwei
4 Diop, Mamadou Lamine
4 Douc, Randal
4 Feng, Sanying
4 Hjellvik, Vidar
4 Huang, Zhensheng
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Cited in 170 Serials

106 Journal of Econometrics
64 Journal of Multivariate Analysis
64 Journal of Time Series Analysis
62 Statistics & Probability Letters
60 Econometric Theory
54 Journal of Statistical Planning and Inference
52 Communications in Statistics. Theory and Methods
39 The Annals of Statistics
39 Journal of Nonparametric Statistics
29 Econometric Reviews
28 Computational Statistics and Data Analysis
27 Bernoulli
23 Annals of the Institute of Statistical Mathematics
23 Communications in Statistics. Simulation and Computation
20 Test
20 Electronic Journal of Statistics
19 Stochastic Processes and their Applications
18 Journal of Statistical Computation and Simulation
12 Statistical Papers
12 Statistical Inference for Stochastic Processes
11 Statistics
11 Economics Letters
11 Journal of the Korean Statistical Society
10 Scandinavian Journal of Statistics
9 The Canadian Journal of Statistics
9 Acta Mathematicae Applicatae Sinica. English Series
9 Automation and Remote Control
9 AStA. Advances in Statistical Analysis
8 Metrika
8 Journal of the American Statistical Association
8 Computational Statistics
8 Studies in Nonlinear Dynamics and Econometrics
8 Statistics and Computing
7 Kybernetika
7 Statistica Neerlandica
7 Statistical Methodology
6 Journal of Economic Dynamics & Control
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Statistical Methods and Applications
5 Insurance Mathematics & Economics
5 Journal of Applied Statistics
4 Lithuanian Mathematical Journal
4 Journal of Applied Probability
4 Mathematical and Computer Modelling
4 Statistica Sinica
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Journal of Statistical Theory and Practice
4 Sankhyā. Series A
3 International Journal of Control
3 International Statistical Review
3 Statistical Science
3 Science in China. Series A
3 Annals of Operations Research
3 The Annals of Applied Probability
3 European Journal of Operational Research
3 The Econometrics Journal
3 Methodology and Computing in Applied Probability
3 Brazilian Journal of Probability and Statistics
3 Journal of Systems Science and Complexity
3 Statistical Modelling
3 Stochastics
3 Environmetrics
2 The American Statistician
2 Journal of the Franklin Institute
2 Journal of Mathematical Analysis and Applications
2 Automatica
2 Biometrics
2 Journal of Computational and Applied Mathematics
2 Metron
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Stochastic Analysis and Applications
2 Acta Applicandae Mathematicae
2 Physica D
2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
2 Applied Mathematical Modelling
2 Mathematical Methods of Statistics
2 Random Operators and Stochastic Equations
2 Extremes
2 Frontiers of Mathematics in China
2 European Journal of Pure and Applied Mathematics
2 The Annals of Applied Statistics
2 Science China. Mathematics
2 Journal of Computational and Graphical Statistics
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Journal of Probability and Statistics
2 Arabian Journal of Mathematics
2 Bayesian Analysis
1 Advances in Applied Probability
1 Biological Cybernetics
1 Computers & Mathematics with Applications
1 Journal of Mathematical Biology
1 Letters in Mathematical Physics
1 Mathematical Methods in the Applied Sciences
1 Mathematical Notes
1 Problems of Information Transmission
1 Rocky Mountain Journal of Mathematics
1 Stochastics
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
...and 70 more Serials

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