Vitenskapelig artikkel

• Dag Bjarne Tjøstheim (2026). Cointegration in Panel, Spatial and Spatio-Temporal Models: Some Recent Advances and Applications. (ekstern lenke)
• Dag Bjarne Tjøstheim (2025). Selected topics in time series forecasting: Statistical models vs machine learning. (ekstern lenke)
• Dag Bjarne Tjøstheim; Vidar Hjellvik (1995). Nonparametric tests of linearity for time series. (ekstern lenke)
• Konstantinos Fokianos; Bård Støve; Dag Bjarne Tjøstheim et al. (2020). Multivariate count autoregression. (ekstern lenke)
• Dag Bjarne Tjøstheim; Elias Masvy (1995). Nonparametric estimation and identification of nonlinear ARCH time series. (ekstern lenke)
• Hans J. Skaug; Dag Bjarne Tjøstheim (1996). Testing for serial independence using measures of distance between densities. (ekstern lenke)
• Heidar Eyjolfsson; Dag Bjarne Tjøstheim (2017). Self-exciting jump processes with applications to energy markets. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2017). Conditional density estimation using the local Gaussian correlation. (ekstern lenke)
• Vidar Hjellvik; Dag Bjarne Tjøstheim (1996). Nonparametric statistics for testing linearity and serial independence. (ekstern lenke)
• Dag Bjarne Tjøstheim (1996). Measures of dependence and tests of independence independence. (ekstern lenke)
• Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland (2023). Some recent trends in embeddings of time series and dynamic networks. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. (ekstern lenke)
• Arne Johannes Holmin; Rolf Korneliussen; Dag Bjarne Tjøstheim (2016). Estimation and simulation of multi-beam sonar noise. (ekstern lenke)
• Enno Mammen; Bård Støve; Dag Tjøstheim (2009). Nonparametric Additive Models for Panels of Time Series. (ekstern lenke)
• Jiti Gao; M. King; Zudi Lu et al. (2009). NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY. (ekstern lenke)
• Zudi Lu; Arvid Lundervold; Dag Bjarne Tjøstheim et al. (2007). Exploring spatial nonlinearity using additive approximation. (ekstern lenke)
• Geir Drage Berentsen; Dag Bjarne Tjøstheim (2014). Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. (ekstern lenke)
• Geir Drage Berentsen; Bård Støve; Dag Bjarne Tjøstheim et al. (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. (ekstern lenke)
• Geir Drage Berentsen; Tore Selland Kleppe; Dag Bjarne Tjøstheim (2014). Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. (ekstern lenke)
• Dag Bjarne Tjøstheim (2020). Some notes on nonlinear cointegration: A partial review with some novel perspectives. (ekstern lenke)
• Elias Masry; Dag Bjarne Tjøstheim (1997). Additive nonlinear ARX time series and projection estimates. (ekstern lenke)
• Lars Arne Jordanger; Dag Bjarne Tjøstheim (2014). Model selection of copulas: AIC versus a cross validation copula information criterion. (ekstern lenke)
• Vidar Hjellvik; Dag Bjarne Tjøstheim (1999). Modeling panels of intercorrelated autoregressive time series. (ekstern lenke)
• Terje Myklebust; Hans A Karlsen; Dag Bjarne Tjøstheim (2012). Null recurrent unit root processes. (ekstern lenke)
• Hans A Karlsen; Dag Bjarne Tjøstheim (2001). Nonparametric estimation in null recurrent time series. (ekstern lenke)
• Konstantinos Fokianos; Anders Rahbek; Dag Bjarne Tjøstheim (2009). Poisson autoregression. (ekstern lenke)
• Jiti Gao; M. King; Zudi Lu et al. (2009). Specification testing in regression with nonstatisonarity. (ekstern lenke)
• Dag Johan Steinskog; Dag Bjarne Tjøstheim; Nils Gunnar Kvamstø (2007). A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality. (ekstern lenke)
• Dag Bjarne Tjøstheim (1994). Nonlinear time series. A selective review. (ekstern lenke)
• Dag Bjarne Tjøstheim; B. Auestad (1994). Non-parametric identification of nonlinear time series : Projections. (ekstern lenke)
• Jörg Aßmus; Webjørn Melle; Dag Bjarne Tjøstheim et al. (2009). Seasonal cycles and long-term trends of plankton in shelf and oceanic habitats of the Norwegian Sea in relation to environmental varaibales. (ekstern lenke)
• Jiti Gao; Maxwell King; Zudi Lu et al. (2009). Specification testing in nonlinear and nonstationary time series regression. (ekstern lenke)
• Nils Olav Handegard; Dag Bjarne Tjøstheim (2009). The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish. (ekstern lenke)
• Chaohua Dong; Jiti Gao; Dag Bjarne Tjøstheim (2016). Estimation for single-index and partially linear single-index integrated models. (ekstern lenke)
• Dag Bjarne Tjøstheim; B. Auestad (1994). Non-parametric identification of nonlinear time series : Selecting significant lags. (ekstern lenke)
• Paul Doukhan; Konstantinos Fokianos; Dag Bjarne Tjøstheim (2013). Correction to "On weak dependence conditions for Poisson autoregressions" [Statist. Probab. Lett. 82 (2012) 942-948]. (ekstern lenke)
• Degui Li; Dag Bjarne Tjøstheim; Jiti Gao (2016). Estimation in nonlinear regression with harris recurrent markov chains. (ekstern lenke)
• Jiti Gao; Zudi Lu; Dag Bjarne Tjøstheim (2008). Moment inequalities for spatial processes. (ekstern lenke)
• Paul Doukhan; Konstantinos Fokianos; Dag Bjarne Tjøstheim (2012). On weak dependence conditions for Poisson autoregressions. (ekstern lenke)
• Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2013). Local Gaussian correlation: A new measure of dependence. (ekstern lenke)
• Konstantinos Fokianos; Dag Bjarne Tjøstheim (2011). Log-linear Poisson autoregression. (ekstern lenke)
• Francesco Bravo; Degui Li; Dag Bjarne Tjøstheim (2020). Robust nonlinear regression estimation in null recurrent time series. (ekstern lenke)
• Biqing Cai; Dag Bjarne Tjøstheim (2015). Nonparametric regression estimation for multivariate null recurrent processes. (ekstern lenke)
• Youngmi Lee; Sangyeol Lee; Dag Bjarne Tjøstheim (2018). Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (ekstern lenke)
• Zudi Lu; Dag Bjarne Tjøstheim; Quiwei Yao (2008). Spatial smoothing, Nugget effect and infill asymptotics. (ekstern lenke)
• Virginia Lacal Graziani; Dag Bjarne Tjøstheim (2017). Local Gaussian autocorrelation and tests for serial independence. (ekstern lenke)
• Nils Olav Handegard; Kathrine Michalsen; Dag Bjarne Tjøstheim (2003). Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. (ekstern lenke)
• Håkon Otneim; Hans A Karlsen; Dag Bjarne Tjøstheim (2013). Bias and bandwidth for local likelihood density estimation. (ekstern lenke)
• Jørg Assmus; Hans Arnfinn Karlsen; Dag Bjarne Tjøstheim (2009). Two heuristic approaches to describe periodicities in genomic microarrays. (ekstern lenke)
• Zudi Lu; Dag Bjarne Tjøstheim; Quiwei Yao (2007). Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory. (ekstern lenke)
• Enno Mammen; Bård Støve; Dag Bjarne Tjøstheim (2009). Nonparametric additive models for panels of time series. (ekstern lenke)
• Bernard Garel; Ludovic D'Estampes; Dag Bjarne Tjøstheim (2004). Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations. (ekstern lenke)
• Vidar Hjellvik; Olav Rune Godø; Dag Bjarne Tjøstheim (2004). Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea. (ekstern lenke)
• Vidar Hjellvik; Rong Chen; Dag Bjarne Tjøstheim (2004). Nonparametric estimation and testing in panels of intercorrelated time series. (ekstern lenke)
• Nils Gunnar Kvamstø; Dag Johan Steinskog; David Stephenson, et al. (2012). Estimation of trends in extreme melt-season duration at Svalbard. (ekstern lenke)
• Jørg Assmus; Hans A Karlsen; Dag Bjarne Tjøstheim (2009). Two heuristic approaches to describe periodicities in genomic microarrays. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim (2012). A convolution estimator for the density of nonlinear regression observations. (ekstern lenke)
• Dag Bjarne Tjøstheim; vidar Hjellvik; G Yao (1998). Local polynomial approximation and linearity testing. (ekstern lenke)
• Nils Olav Handegard; Kevin M. Boswell; Christos Ioannou et al. (2012). The dynamics of coordinated group hunting and collective information transfer among schooling prey. (ekstern lenke)
• Vidar Hjellvik; Olav Rune Godø; Dag Bjarne Tjøstheim (2004). Diurnal variation in acoustic densities: why do we see less in the dark?. (ekstern lenke)
• Bjørn H. Auestad; R. Shumway; Dag Tjøstheim et al. (2008). Linear and nonlinear alignment of time series with applications to varve chronologies. (ekstern lenke)
• Vidar Hjellvik; Q. Yao; Dag Bjarne Tjøstheim (1998). Local polynomial approximation and linearity testing. (ekstern lenke)
• Hans Julius Skaug; Dag Bjarne Tjøstheim (1993). A nonparametric test of serial independence based on the empirical distribution function. (ekstern lenke)
• Vidar Hjellvik; Olav Rune Godø; Dag Tjostheim (2001). Modelling diurnal variations in marine populations. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2021). The locally Gaussian partial correlation. (ekstern lenke)
• Anders Daasvand Sleire; Bård Støve; Håkon Otneim et al. (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. (ekstern lenke)
• Dag Bjarne Tjøstheim; Håkon Otneim; Bård Støve (2022). Statistical dependence: Beyond Pearson’s ρ. (ekstern lenke)
• Lars Arne Jordanger; Dag Bjarne Tjøstheim (2023). Local Gaussian Cross-Spectrum Analysis. (ekstern lenke)
• B.H. Auestad; Dag Tjøstheim (1991). Functional identification in nonlinear time series. (ekstern lenke)
• Jiti Gao; Shin Kanaya; Degui Li et al. (2014). Uniform consistency for nonparametric estimators in null recurrent time series. (ekstern lenke)
• Lars Arne Jordanger; Dag Bjarne Tjøstheim (2020). Nonlinear Spectral Analysis: A Local Gaussian Approach. (ekstern lenke)
• Zhenyu Jiang; Nengxiang Ling; Zudi Lu et al. (2020). On bandwidth choice for spatial data density estimation. (ekstern lenke)
• Vidar Hjellvik; Dag Bjarne Tjøstheim; Olav Rune Godø (2007). Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience. (ekstern lenke)
• Dag Bjarne Tjøstheim (2019). Discussion of Models as Approximations I & II. (ekstern lenke)
• Chaohua Dong; Jiti Gao; Dag Bjarne Tjøstheim et al. (2017). Specification testing for nonlinear multivariate cointegrating regressions. (ekstern lenke)
• Biqing Cai; Jiti Gao; Dag Bjarne Tjøstheim (2017). A new class of bivariate threshold cointegration models. (ekstern lenke)
• Håkon Otneim; Geir Drage Berentsen; Dag Bjarne Tjøstheim (2022). Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis. (ekstern lenke)
• Jiti Gao; Zudi Lu; Dag Bjarne Tjøstheim (2006). Estimation in semiparametric spatial regression. (ekstern lenke)
• Håkon Otneim; Martin Jullum; Dag Bjarne Tjøstheim (2020). Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (ekstern lenke)
• Zudi Lu; Dag Bjarne Tjøstheim (2014). Nonparametric estimation of probability density functions for irregularly observed spatial data. (ekstern lenke)
• Nils Olav Handegard; Dag Bjarne Tjøstheim (2005). When fish meet a trawling vessel: examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2016). The locally Gaussian density estimator for multivariate data. (ekstern lenke)
• Bjørn H. Auestad; Robert H. Shumway; Dag Bjarne Tjøstheim et al. (2008). Linear and nonlinear alignment of time series with applications to varve chronologies. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (ekstern lenke)
• Dag Bjarne Tjøstheim (2012). Some recent theory for autoregressive count time series. (ekstern lenke)
• Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland (2023). Statistical Embedding: Beyond Principal Components. (ekstern lenke)
• Zudi Lu; Dag Johan Steinskog; Dag Bjarne Tjøstheim et al. (2009). Adaptively varying-coefficient spatiotemporal models. (ekstern lenke)
• Jiti Gao; Dag Bjarne Tjøstheim; Jiying Yin (2013). Estimation in threshold autoregressive models with a stationary and a unit root regime. (ekstern lenke)
• Geir Drage Berentsen; Ricardo Cao; Mario Francisco-Fernandez et al. (2016). Some properties of local Gaussian correlation and other nonlinear dependence measures. (ekstern lenke)
• Konstantinos Fokianos; Dag Bjarne Tjøstheim (2012). Nonlinear Poisson autoregression. (ekstern lenke)
• Stefan Sperlich; Dag Bjarne Tjøstheim; Lijian Yang (2002). Nonparametric estimation and testing of additive time series models. (ekstern lenke)
• Vidar Hjellvik; Olav Rune Godø; Dag Bjarne Tjøstheim (2002). Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust?. (ekstern lenke)
• Vidar Hjellvik; Olav Rune Godø; Dag Bjarne Tjøstheim (2002). The measurement error of marine survey registrations: the bottom trawl case. (ekstern lenke)
• Arne Johannes Holmin; Nils Olav Handegard; Rolf Korneliussen et al. (2012). Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. (ekstern lenke)
• Heidar Eyjolfsson; Dag Bjarne Tjøstheim (2023). Multivariate self-exciting jump processes with applications to financial data. (ekstern lenke)
• Virginia Lacal; Dag Bjarne Tjøstheim (2018). Estimating and Testing Nonlinear Local Dependence Between Two Time Series. (ekstern lenke)
• Hans A Karlsen; Terje Myklebust; Dag Bjarne Tjøstheim (2010). Nonparametric regression estimation in a null recurrent time series. (ekstern lenke)
• Hans A Karlsen; Terje Myklebust; Dag Bjarne Tjøstheim (2007). Nonparametric estimation in a nonlinear cointegration type model. (ekstern lenke)

Forskningsrapport

• Dag Bjarne Tjøstheim; Gyrid Johnsen (1988). Estimation of AR parameters in time series with suddenley changing structure. (ekstern lenke)
• Dag Bjarne Tjøstheim; Jostein Paulsen (1981). Bias and some commonly used time series estimates. (ekstern lenke)
• John S. Tyssedal; Dag Bjarne Tjøstheim (1981). Autoregressive processes with a time dependent variance. (ekstern lenke)
• Dan Lysne; Dag Bjarne Tjøstheim (1986). Loss of spectral peaks in autoregressive spectral estimation. (ekstern lenke)
• Hans A Karlsen; Dag Bjarne Tjøstheim (1986). Fitting nonstationary autoregressive models to dipmeter data. (ekstern lenke)
• Hans A Karlsen; Dag Bjarne Tjøstheim (1987). Consistent estimates of the NEAR(2) and NLAR(2) time series models. (ekstern lenke)
• Hans A Karlsen; Dag Bjarne Tjøstheim (1988). Segmentation of data traces with applications to dipmeter oilwell measurements. (ekstern lenke)
• Trond Riise; Dag Bjarne Tjøstheim (1983). Theory and practice of multivariate arma forecasting. (ekstern lenke)
• Boonchai K. Stensholt; Dag Bjarne Tjøstheim (1985). Multiple bilinear time series models. (ekstern lenke)
• Jostein Paulsen; Dag Bjarne Tjøstheim (1983). On the estimation of residual variances and order in autoregressive time series. (ekstern lenke)
• Dag Bjarne Tjøstheim; Jostein Paulsen (1983). Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates. (ekstern lenke)
• Dag Bjarne Tjøstheim; Stefan Sperlich; Lijian Yang (1997). Nonparametric estimation of interaction in additive models. (ekstern lenke)
• Bård Støve; Dag Tjøstheim; Karl Ove Hufthammer (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2011). Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. (ekstern lenke)
• Dag Bjarne Tjøstheim; Bjørn Auestad (1989). Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989. (ekstern lenke)
• Bjørn Auestad; Dag Bjarne Tjøstheim (1990). Functional identification in nonlinear timeseries. Report No.21 July 1990. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2016). Non-parametric estimation of conditional densities: A new method. (ekstern lenke)
• Hans A Karlsen; Terje Myklebust; Dag Bjarne Tjøstheim (2000). Nonparametric estimation in a nonlinear cointegration type model. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Nonparametric estimation for null recurrent time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Modelling panels of intercorrelated autoregressive time series. (ekstern lenke)
• Bård Støve; Dag Tjøstheim (2007). A Convolution Estimator for the Density of Nonlinear Regression Observations. (ekstern lenke)

Vitenskapelig bokkapittel

• Bård Støve; Dag Bjarne Tjøstheim (2007). A new convolution estimator for nonparametric regression. (ekstern lenke)
• Vidar Hjellvik; Dag Bjarne Tjøstheim (1999). Residual variance estimates and order determination in panels of intercorrelated time series. (ekstern lenke)
• Terje Myklebust; Hans A Karlsen; Dag Bjarne Tjøstheim (2002). Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. (ekstern lenke)
• Dag Bjarne Tjøstheim (1999). Nonparametric specification tests for time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2012). Modelling nonlinear and nonstationary time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2015). Count time series models with latent autoregressive dynamics. (ekstern lenke)
• Terje Myklebust; Hans Arnfinn Karlsen; Dag Tjøstheim et al. (2002). Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Exploring time series using semi- and nonparametric methods. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Nonparametric specification procedures for time series. (ekstern lenke)
• T. Teräsvivla; Dag Bjarne Tjøstheim; C. W. J. Granger et al. (1994). Aspects of modelling nonlinear time series. (ekstern lenke)
• Terje Myklebust; Hans Karlsen; Dag Bjarne Tjøstheim (2002). Nonlinear unit root processes and the problem of nonlinear cointegration. (ekstern lenke)
• Bård Støve; Dag Tjøstheim (2007). A new convolution estimator for nonparametric regression. (ekstern lenke)

Fagartikkel

• Dag Bjarne Tjøstheim (2019). Discussion of Models as Approximations I & II. (ekstern lenke)

Konferanseforedrag

• Bård Støve; Karl Ove Hufthammer; Dag Bjarne Tjøstheim (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Bård Støve; Karl Ove Hufthammer; Dag Bjarne Tjøstheim (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2017). Estimating multivariate and conditional density functions using local Gaussian approximations. (ekstern lenke)
• Nils Olav Handegard; Kathrine Michalsen; Dag Bjarne Tjøstheim (2003). Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Nonlinear cointegration. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Additive models: an alternative to linear models in econometrics. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Linearity tests for time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Nonlinear models for a panel of intercorrelated time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Exploring models for panels of time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Alignment of time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Nonparametric estimation for nonstationary processes. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Intercorrelated panels. Linear and nonlinera models. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Om additive modeller. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Exploratory data analysis and linearity tests for time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Nonlinear cointegration. (ekstern lenke)
• Dag Bjarne Tjøstheim (2000). Analysing panels of intercorrelated time series. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2018). Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation. (ekstern lenke)
• Dag Tjostheim (2001). Two recent developments in nonstationary and nonlinear time series modeling. (ekstern lenke)
• Dag Bjarne Tjøstheim (2002). Introduction to nonparametric methods. (ekstern lenke)
• Dag Bjarne Tjøstheim (2002). Nonparametric estimation in a nonstationary context. (ekstern lenke)
• Olav Rune Godø; Dag Bjarne Tjøstheim (2002). Survey of nonlinear time series modesl. (ekstern lenke)
• Dag Bjarne Tjøstheim (2002). Survey of nonlinear time series models. (ekstern lenke)
• Dag Bjarne Tjøstheim (2002). Nonparametric estimation in a nonstationary context. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim (2011). Multivariate Poisson Autoregression. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Exploring time series using semi- and nonparametric methods. (ekstern lenke)
• Bård Støve; Dag Tjøstheim (2009). Asymmetries in financial returns: A local Gaussian correlation approach. (ekstern lenke)
• Bård Støve; Dag Tjøstheim (2009). Measuring financial contagion by local Gaussian correlation. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Panels of intercorrelated time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Nonparametric analysis for null recurrent processes. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Nonparametric methods of time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Linear and nonlinear models for panels of time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (2003). Nonparametric estimation in a nonstationary context with applications to nonlinear cointegration. (ekstern lenke)
• Dag Bjarne Tjøstheim (2003). Nonparametric estimation in additive models. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Geir Drage Berentsen; Bård Støve; Dag Bjarne Tjøstheim (2013). Recognizing and visualizing copulas: an approach using local Gaussian approximation. (ekstern lenke)
• Karl Ove Hufthammer; Bård Støve; Dag Tjøstheim (2009). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Arne Johannes Holmin; Rolf Korneliussen; Dag Bjarne Tjøstheim (2013). Improved morphological fish school characterization using simulations of multibeam sonar data. (ekstern lenke)

Antologi

• William A. Barnett; David F. Hendry; Svend Hylleberg et al. (2000). Nonlinear econometric modeling in time series analysis. (ekstern lenke)

Konferanseposter

• Bård Støve; Dag Tjøstheim (2008). A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis. (ekstern lenke)

Fagbok

• Dag Bjarne Tjøstheim; S. Ghosh (1998). Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series. (ekstern lenke)

Forelesning

• Dag Bjarne Tjøstheim (1997). Exploring time series using nonparametric methods. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2019). Measuring conditional dependence using the local Gaussian partial correlation. (ekstern lenke)
• Dag Bjarne Tjøstheim (1994). Tests of Independence. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Dag Bjarne Tjøstheim (1997). Panels of intercorrelated time series. (ekstern lenke)
• Dag Bjarne Tjøstheim; Martin Jullum; Anders Løland (2022). Statistical embedding: Beyond principal components. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Panels of intercorrelated time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Nonparametric estimation for null recurrent time series. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Panels of intercorrelated time series in linear and nonlinear models. (ekstern lenke)
• Dag Bjarne Tjøstheim (1998). Specification procedures for linear and nonlinear time series. (ekstern lenke)

Vitenskapelig monografi

• Dag Bjarne Tjøstheim; Håkon Otneim; Bård Støve (2021). Statistical Modeling Using Local Gaussian Approximation. (ekstern lenke)
• Timo Teresvirtä; Dag Bjarne Tjøstheim; Clive W.J. Granger (2010). Modelling nonlinear economic time series. (ekstern lenke)

Lederartikkel

• Dag Bjarne Tjøstheim (2012). Rejoinder on: Some recent theory for autoregressive count time series. (ekstern lenke)

Doktorgradsavhandling

• Lars Arne Jordanger; Dag Bjarne Tjøstheim (2017). Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas. (ekstern lenke)
• Håkon Otneim; Dag Bjarne Tjøstheim (2016). Multivariate and conditional density estimation using local Gaussian approximations. (ekstern lenke)
• Virginia Lacal Graziani; Dag Bjarne Tjøstheim (2016). Local Gaussian Correlation for Time Series and Regular Vine Estimation for Bayesian Networks. (ekstern lenke)

Leksikonartikkel

• Dag Bjarne Tjøstheim (2012). Nonparametric methods in random fields. (ekstern lenke)

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