DT

Dag Tjøstheim

math.STstat.THstat.MEAcousticsCircadian RhythmComputer Simulationcs.LGforecasting competitionlead–lag relationshipslocal Gaussian approximation

On Valency

published · living versions

Exploring spatial nonlinearity using additive approximation

with Zudi Lu, Arvid Lundervold, Qiwei Yao

1 version

W_azcdj28qv1 · current

Estimation in nonlinear regression with Harris recurrent Markov chains

W_csnu66gwv1

Estimation in semiparametric spatial regression

W_yk3z5pubv1

Estimation for single-index and partially linear single-index integrated models

W_ufttmjftv1

Preprints & journals

22 papers in the corpus · 1979–2025

Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning.

Tjøstheim, Dag

17 citations

401492032025Entropy (Basel, Switzerland). 2025;27(3)

Some recent trends in embeddings of time series and dynamic networks

Dag Tj\ostheim, Martin Jullum, Anders L\oland

5 citations

2212.08358v12022arXiv

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

Otneim, Håkon, Berentsen, Geir Drage, Tjøstheim, Dag

3 citations

353278892022Entropy (Basel, Switzerland). 2022;24(3)

Multivariate self-exciting jump processes with applications to financial data

Heidar Eyjolfsson, Dag Tj\ostheim

5 citations

2108.10176v12021arXiv

Statistical embedding: Beyond principal components

Dag Tj\ostheim, Martin Jullum, Anders L\oland

6 citations

2106.01858v22021arXiv

Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations

Anders D. Sleire, B\aard St\ove, H\aakon Otneim et al.

5 citations

2106.12425v12021arXiv

The Locally Gaussian Partial Correlation

H\aakon Otneim, Dag Tj\ostheim

13 citations

1909.09681v12019arXiv

Statistical dependence: Beyond Pearson's $\rho$

Dag Tj\ostheim, H\aakon Otneim, B\aard St\ove

34 citations

1809.10455v12018arXiv

Local Gaussian cross-spectrum analysis

Lars Arne Jordanger, Dag Tj\ostheim

3 citations

1708.02495v22017arXiv

Nonlinear spectral analysis: A local Gaussian approach

Lars Arne Jordanger, Dag Tj\ostheim

16 citations

1708.02166v42017arXiv

Multivariate Count Autoregression

Paul Doukhan, Konstantinos Fokianos, B\aard St\ove et al.

5 citations

1704.02097v12017arXiv

Estimation in nonlinear regression with Harris recurrent Markov chains

Degui Li, Dag Tj\ostheim, Jiti Gao

21 citations

1609.04237v12016Annals of Statistics 2016, Vol. 44, No. 5, 1957-1987

Estimation and simulation of multi-beam sonar noise.

Holmin, Arne Johannes, Korneliussen, Rolf J, Tjøstheim, Dag

9 citations

269365662016The Journal of the Acoustical Society of America. 2016;139(2):851-62

Estimation for single-index and partially linear single-index integrated models

Chaohua Dong, Jiti Gao, Dag Tj\ostheim

66 citations

1601.06003v12016Annals of Statistics 2016, Vol. 44, No. 1, 425-453

Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment.

Holmin, Arne Johannes, Handegard, Nils Olav, Korneliussen, Rolf J et al.

30 citations

232311032013The Journal of the Acoustical Society of America. 2012;132(6):3720-34

The dynamics of coordinated group hunting and collective information transfer among schooling prey.

Handegard, Nils Olav, Boswell, Kevin M, Ioannou, Christos C et al.

282 citations

226832622013Current biology : CB. 2012;22(13):1213-7

Specification testing in nonlinear and nonstationary time series autoregression

Jiti Gao, Maxwell King, Zudi Lu et al.

108 citations

0911.3736v12009Annals of Statistics 2009, Vol. 37, No. 6B, 3893-3928

Exploring spatial nonlinearity using additive approximation

Zudi Lu, Arvid Lundervold, Dag Tj\ostheim et al.

65 citations

0708.4132v12007Bernoulli 2007, Vol. 13, No. 2, 447-472

Nonparametric estimation in a nonlinear cointegration type model

Hans Arnfinn Karlsen, Terje Myklebust, Dag Tj\ostheim

198 citations

0708.0503v12007Annals of Statistics 2007, Vol. 35, No. 1, 252-299

Estimation in semiparametric spatial regression

Jiti Gao, Zudi Lu, Dag Tj\ostheim

106 citations

math/0608053v12006Annals of Statistics 2006, Vol. 34, No. 3, 1395-1435

Modeling diurnal variation of marine populations.

Hjellvik, V, Godø, O R, Tjøstheim, D

19 citations

112525972001Biometrics. 2001;57(1):189-96

Multivariate autoregressive feature extraction and the recognition of multichannel waveforms.

Tjostheim, D, Sandvin, O

11 citations

218688332012IEEE transactions on pattern analysis and machine intelligence. 1979;1(1):80-6

Career total: 222 works. 22 are in this corpus.

Profile built from the corpus for this byline.

222

works

7,866

citations

48

h-index

Corpus papers per year

Corpus papers per year, 1979 to 2025. Busiest year 2016, 3 papers.
Year	Papers
1979	1
1980	0
1981	0
1982	0
1983	0
1984	0
1985	0
1986	0
1987	0
1988	0
1989	0
1990	0
1991	0
1992	0
1993	0
1994	0
1995	0
1996	0
1997	0
1998	0
1999	0
2000	0
2001	1
2002	0
2003	0
2004	0
2005	0
2006	1
2007	2
2008	0
2009	1
2010	0
2011	0
2012	2
2013	0
2014	0
2015	0
2016	3
2017	3
2018	1
2019	1
2020	0
2021	3
2022	2
2023	0
2024	0
2025	1

Author records are still filling in while the Hub is in beta. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.