Edit Profile (opens in new tab) Tjøstheim, Dag B. Co-Author Distance Author ID: tjostheim.dag-b Published as: Tjøstheim, Dag; Tjostheim, Dag; Tjostheim, D.; Tjøstheim, D.; Tjøstheim, Dag B.; Tjoestheim, D.; Tjöstheim, Dag more...less Documents Indexed: 99 Publications since 1975, including 2 Books 1 Contribution as Editor Co-Authors: 56 Co-Authors with 75 Joint Publications 1,331 Co-Co-Authors all top 5 Co-Authors 25 single-authored 10 Lu, Zudi 9 Gao, Jiti 6 Fokianos, Konstantinos 6 Otneim, Håkon 6 Støve, Bård 5 Hjellvik, Vidar 5 Karlsen, Hans Arnfinn 5 Yao, Qiwei 4 Paulsen, Jostein 3 Auestad, Bjørn H. 3 Berentsen, Geir Drage 3 Doukhan, Paul 3 Jullum, Martin 3 Li, Degui 3 Myklebust, Terje 3 Teräsvirta, Timo 3 Thomas, John Bowman 2 Barnett, William Arnold 2 Dong, Chaohua 2 Eyjolfsson, Heidar 2 Hendry, David F. 2 Hylleberg, Svend 2 Jordanger, Lars Arne 2 King, Maxwell Leslie 2 Løland, Anders 2 Skaug, Hans Julius 2 Würtz, Allan H. 2 Yin, Jiying 1 Bravo, Francesco 1 Cao, Ricardo 1 d’Estampes, Ludovic 1 Francisco-Fernandez, Mario 1 Garel, Bernard Bertrand 1 Granger, Clive William John 1 Hufthammer, Karl Ove 1 Jiang, Zhenyu 1 Kanaya, Shin 1 Lacal, Virginia 1 Lee, Sangyeol 1 Lee, Youngmi 1 Ling, Nengxiang 1 Lundervold, Arvid 1 Lysne, Dan 1 Mammen, Enno 1 Masry, Elias 1 Nordbø, Tommy 1 Rahbek, Anders 1 Sandvin, Ottar 1 Sperlich, Stefan 1 Steinskog, Dag Johan 1 Stensholt, Boonchai K. 1 Stensholt, Eivind 1 Stensland, Gunnar 1 Tyssedal, John S. 1 Yang, Lijian 1 Zhang, Qiang all top 5 Serials 9 Journal of Time Series Analysis 6 The Annals of Statistics 6 Biometrika 6 Journal of Econometrics 6 Statistics & Probability Letters 6 Econometric Theory 5 Advances in Applied Probability 5 Journal of the American Statistical Association 3 Journal of Multivariate Analysis 3 Statistical Science 3 Test 3 Bernoulli 3 Statistics and Computing 2 Scandinavian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Statistical Planning and Inference 2 Stochastic Processes and their Applications 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 IEEE Transactions on Information Theory 1 Information Sciences 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Quarterly of Applied Mathematics 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Insurance Mathematics & Economics 1 Statistics 1 Econometric Reviews 1 Communications in Statistics. Theory and Methods 1 Journal of the Royal Statistical Society. Series B 1 SIAM Journal on Applied Mathematics 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Advanced Texts in Econometrics all top 5 Fields 88 Statistics (62-XX) 28 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 ...and 1,217 more Authors all top 5 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 all top 5 Cited in 27 Fields 1,084 Statistics (62-XX) 209 Probability theory and stochastic processes (60-XX) 114 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 102 Numerical analysis (65-XX) 21 Systems theory; control (93-XX) 11 Dynamical systems and ergodic theory (37-XX) 11 Biology and other natural sciences (92-XX) 9 Harmonic analysis on Euclidean spaces (42-XX) 8 Computer science (68-XX) 6 Functional analysis (46-XX) 5 Information and communication theory, circuits (94-XX) 4 History and biography (01-XX) 4 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 3 Measure and integration (28-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 2 Geophysics (86-XX) 1 Number theory (11-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year