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The Dynamics of Coordinated Group Hunting and Collective Information Transfer among Schooling Prey

Current biology, 2012-07, Vol.22 (13), p.1213-1217

2012

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Some notes on nonlinear cointegration: A partial review with some novel perspectives

Econometric reviews, 2020-08, Vol.39 (7), p.655-673

Tjøstheim, Dag

2020

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Nonlinear Spectral Analysis: A Local Gaussian Approach

Journal of the American Statistical Association, 2022-04, Vol.117 (538), p.1010-1027

2022

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Discussion of Models as Approximations I & II

Statistical science, 2019-11, Vol.34 (4), p.575-579

Tjøstheim, Dag

2019

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Poisson Autoregression

Journal of the American Statistical Association, 2009-12, Vol.104 (488), p.1430-1439

2009

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Log-linear Poisson autoregression

Journal of multivariate analysis, 2011-03, Vol.102 (3), p.563-578

2011

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Statistical Modeling Using Local Gaussian Approximation

1, 2021

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Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data

Journal of the American Statistical Association, 2014-12, Vol.109 (508), p.1546-1564

2014

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Estimating and Testing Nonlinear Local Dependence Between Two Time Series

Journal of business & economic statistics, 2019-10, Vol.37 (4), p.648-660

2019

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ESTIMATION FOR SINGLE-INDEX AND PARTIALLY LINEAR SINGLE-INDEX INTEGRATED MODELS

The Annals of statistics, 2016-02, Vol.44 (1), p.425-453

2016

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Statistical Embedding: Beyond Principal Components

Statistical science, 2023-08, Vol.38 (3), p.411

2023

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Robust nonlinear regression estimation in null recurrent time series

Journal of econometrics, 2021-10, Vol.224 (2), p.416-438

2021

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The Locally Gaussian Partial Correlation

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.924-936

2022

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Pairwise local Fisher and naive Bayes: Improving two standard discriminants

Journal of econometrics, 2020-05, Vol.216 (1), p.284-304

2020

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Some recent trends in embeddings of time series and dynamic networks

Journal of time series analysis, 2023-09, Vol.44 (5-6), p.686-709

2023

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Model selection of copulas: AIC versus a cross validation copula information criterion

Statistics & probability letters, 2014-09, Vol.92, p.249-255

2014

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Statistical Dependence: Beyond Pearson’s ρ

Statistical science, 2022-02, Vol.37 (1), p.90

2022

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Local Gaussian correlation: A new measure of dependence

Journal of econometrics, 2013-01, Vol.172 (1), p.33-48

2013

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Some recent theory for autoregressive count time series

Test (Madrid, Spain), 2012-09, Vol.21 (3), p.413-438

Tjøstheim, Dag

2012

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ESTIMATION IN NONLINEAR REGRESSION WITH HARRIS RECURRENT MARKOV CHAINS

The Annals of statistics, 2016-10, Vol.44 (5), p.1957-1987

2016

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Specification testing for nonlinear multivariate cointegrating regressions

Journal of econometrics, 2017-09, Vol.200 (1), p.104-117

2017

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Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

Entropy (Basel, Switzerland), 2022-03, Vol.24 (3), p.378

2022

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Local Gaussian Cross-Spectrum Analysis

Econometrics, 2023-06, Vol.11 (2), p.12

2023

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Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

Test (Madrid, Spain), 2018-03, Vol.27 (1), p.52-69

2018

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On weak dependence conditions for Poisson autoregressions

Statistics & probability letters, 2012-05, Vol.82 (5), p.942-948

2012

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The Dynamics of Coordinated Group Hunting and Collective Information Transfer among Schooling Prey

Some notes on nonlinear cointegration: A partial review with some novel perspectives

Nonlinear Spectral Analysis: A Local Gaussian Approach

Discussion of Models as Approximations I & II

Poisson Autoregression

Log-linear Poisson autoregression

Statistical Modeling Using Local Gaussian Approximation

Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data

Estimating and Testing Nonlinear Local Dependence Between Two Time Series

ESTIMATION FOR SINGLE-INDEX AND PARTIALLY LINEAR SINGLE-INDEX INTEGRATED MODELS

Statistical Embedding: Beyond Principal Components

Robust nonlinear regression estimation in null recurrent time series

The Locally Gaussian Partial Correlation

Pairwise local Fisher and naive Bayes: Improving two standard discriminants

Some recent trends in embeddings of time series and dynamic networks

Model selection of copulas: AIC versus a cross validation copula information criterion

Statistical Dependence: Beyond Pearson’s ρ

Local Gaussian correlation: A new measure of dependence

Some recent theory for autoregressive count time series

ESTIMATION IN NONLINEAR REGRESSION WITH HARRIS RECURRENT MARKOV CHAINS

Specification testing for nonlinear multivariate cointegrating regressions

Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

Local Gaussian Cross-Spectrum Analysis

Asymptotic normality and parameter change test for bivariate Poisson INGARCH models

On weak dependence conditions for Poisson autoregressions

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