The following pages link to Dag Tjøstheim (Q247601):
Displaying 50 items.
- (Q342664) (redirect page) (← links)
- Estimation in nonlinear regression with Harris recurrent Markov chains (Q342665) (← links)
- Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
- Bias and bandwidth for local likelihood density estimation (Q385106) (← links)
- (Q433579) (redirect page) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- (Q528110) (redirect page) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- (Q589635) (redirect page) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Spatial smoothing, nugget effect and infill asymptotics (Q958927) (← links)
- Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
- Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- (Q1140918) (redirect page) (← links)
- Measuring deviations from stationarity (Q1140919) (← links)
- Factorizing multivariate time series operators (Q1158717) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Multiplicity theory for multivariate wide sense stationary generalized processes (Q1219510) (← links)
- (Q1230461) (redirect page) (← links)
- On a class of nonstationary random processes (Q1230462) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Discussion of: ``Models as approximations'' (Q2194569) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Exploring spatial nonlinearity using additive approximation (Q2465273) (← links)
- Moment inequalities for spatial processes (Q2483441) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
- Adaptively Varying-Coefficient Spatiotemporal Models (Q2920286) (← links)
- Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
- Statistical spatial series modelling II: Some further results on unilateral lattice processes (Q3038452) (← links)
- Bias of some commonly-used time series estimates (Q3038453) (← links)
