Search Results - "Tjøstheim, Dag"

Some notes on nonlinear cointegration: A partial review with some novel perspectives by Tjøstheim, Dag

“…Some recent work on the analysis of nonlinear and nonstationary time series models is reviewed. A couple of novel results are obtained in extending nonlinear…”
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Nonlinear Spectral Analysis: A Local Gaussian Approach by Jordanger, Lars Arne, Tjøstheim, Dag

“…The spectral distribution of a stationary time series can be used to investigate whether or not periodic structures are present in , but has some limitations…”
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Discussion of Models as Approximations I & II by Tjøstheim, Dag

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Poisson Autoregression by Fokianos, Konstantinos, Rahbek, Anders, Tjøstheim, Dag

“…In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the…”
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Log-linear Poisson autoregression by Fokianos, Konstantinos, Tjøstheim, Dag

“…We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken…”
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The Dynamics of Coordinated Group Hunting and Collective Information Transfer among Schooling Prey by Handegard, Nils Olav, Boswell, Kevin M., Ioannou, Christos C., Leblanc, Simon P., Tjøstheim, Dag B., Couzin, Iain D.

“…Predator-prey interactions are vital to the stability of many ecosystems [1]. Yet, few studies have considered how they are mediated due to substantial…”
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Estimating and Testing Nonlinear Local Dependence Between Two Time Series by Lacal, Virginia, Tjøstheim, Dag

“…The most common measure of dependence between two time series is the cross-correlation function. This measure gives a complete characterization of dependence…”
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ESTIMATION FOR SINGLE-INDEX AND PARTIALLY LINEAR SINGLE-INDEX INTEGRATED MODELS by Dong, Chaohua, Gao, Jiti, Tjøstheim, Dag

“…Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature…”
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Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data by Lu, Zudi, Tjøstheim, Dag

“…Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular…”
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Statistical Embedding: Beyond Principal Components by Tjøstheim, Dag, Jullum, Martin, Løland, Anders

“…There has been an intense recent activity in embedding of very high-dimensional and nonlinear data structures, much of it in the data science and machine…”
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Robust nonlinear regression estimation in null recurrent time series by Bravo, Francesco, Li, Degui, Tjøstheim, Dag

“…In this article, we study parametric robust estimation in nonlinear regression models with regressors generated by a class of non-stationary and null recurrent…”
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The Locally Gaussian Partial Correlation by Otneim, Håkon, Tjøstheim, Dag

“…It is well known in econometrics and other fields that the dependence structure for jointly Gaussian variables can be fully captured using correlations, and…”
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Pairwise local Fisher and naive Bayes: Improving two standard discriminants by Otneim, Håkon, Jullum, Martin, Tjøstheim, Dag

“…The Fisher discriminant is probably the best known likelihood discriminant for continuous data. Another benchmark discriminant is the naive Bayes, which is…”
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Some recent trends in embeddings of time series and dynamic networks by Tjøstheim, Dag, Jullum, Martin, Løland, Anders

“…We give a review of some recent developments in embeddings of time series and dynamic networks. We start out with traditional principal components and then…”
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Model selection of copulas: AIC versus a cross validation copula information criterion by Jordanger, Lars Arne, Tjøstheim, Dag

“…Akaike Information Criterion (AIC) is frequently employed in the semiparametric setting of selection of copula models, even though as a model selection tool it…”
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Statistical Dependence: Beyond Pearson’s ρ by Tjøstheim, Dag, Otneim, Håkon, Støve, Bård

“…Pearson's ρ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well…”
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Some recent theory for autoregressive count time series by Tjøstheim, Dag

“…In this paper an overview is given over recent theoretical developments in autoregressive count time series. The focus is on generalized autoregressive models…”
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ESTIMATION IN NONLINEAR REGRESSION WITH HARRIS RECURRENT MARKOV CHAINS by Li, Degui, Tjøstheim, Dag, Gao, Jiti

“…In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares…”
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Specification testing for nonlinear multivariate cointegrating regressions by Dong, Chaohua, Gao, Jiti, Tjøstheim, Dag, Yin, Jiying

“…This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate…”
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Local Gaussian correlation: A new measure of dependence by Tjøstheim, Dag, Hufthammer, Karl Ove

“…It is a common view among finance analysts and econometricians that the correlation between financial objects becomes stronger as the market is going down, and…”
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