Dag Tjøstheim

Q: What Schools Are Affiliated With Dag Tjøstheim

Dag Tjøstheim is affiliated with the following schools: University of Bergen, Princeton University

Dag Tjøstheim's AcademicInfluence.com Rankings

Dag Tjøstheim

Mathematics

#5416

World Rank

#7623

Historical Rank

Statistics

#407

World Rank

#476

Historical Rank

mathematics Degrees

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Mathematics

Why Is Dag Tjøstheim Influential?

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According to Wikipedia, Dag Tjøstheim is a Norwegian statistician. He took the cand.real. degree at the University of Bergen in 1970, and the PhD degree at Princeton University. He then worked at NORSAR. He was appointed docent at the Norwegian School of Economics in 1977, and in 1980 he became professor in statistics at the University of Bergen. He has edited the journal Scandinavian Journal of Statistics. He is a member of the Norwegian Academy of Science and Letters. In 2009, Tjøstheim was the first ever recipient of the Sverdrup Prize.

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Dag Tjøstheim's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Modelling nonlinear economic time series (2010) (301)
Poisson Autoregression (2008) (290)
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (1995) (287)
Nonparametric Identification of Nonlinear Time Series: Projections (1994) (252)
Non-linear time series and Markov chains (1990) (227)
Identification of nonlinear time series: First order characterization and order determination (1990) (188)
Non-linear Time Series: A Selective Review* (1994) (181)
A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality (2007) (172)
Log-linear Poisson autoregression (2011) (168)
Nonparametric estimation in a nonlinear cointegration type model (2007) (166)
Nonparametric estimation in null recurrent time series (2001) (162)
‘Bias of some commonly-used time series estimates’ (1983) (161)
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS (2002) (156)
Statistical spatial series modelling (1978) (149)
Estimation in nonlinear time series models (1986) (144)
Nonparametric tests of linearity for time series (1995) (128)
Linearity Testing using Local Polynomial Approximation (1998) (123)
Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags (1994) (120)
Additive Nonlinear ARX Time Series and Projection Estimates (1997) (119)
A nonparametric test of serial independence based on the empirical distribution function (1993) (118)
SOME DOUBLY STOCHASTIC TIME SERIES MODELS (1986) (117)
On weak dependence conditions for Poisson autoregressions (2012) (116)
Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel (2003) (111)
Aspects of modelling nonlinear time series (1986) (102)
Statistical spatial series modelling II: Some further results on unilateral lattice processes (1983) (95)
Nonlinear Poisson autoregression (2012) (85)
Estimation in semiparametric spatial regression (2006) (84)
Specification testing in nonlinear and nonstationary time series autoregression (2009) (82)
When fish meet a trawling vessel : examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking (2005) (80)
A measure of association for spatial variables (1978) (79)
Local Gaussian correlation: A new measure of dependence (2013) (78)
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (2009) (75)
An autoregressive model with suddenly changing parameters and an application to stock market prices (1988) (72)
Nonparametric tests of serial independence (1993) (71)
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (2009) (70)
Autoregressive Modeling And Spectral Analysis of Array Data in the Plane (1981) (65)
Using local Gaussian correlation in a nonlinear re-examination of financial contagion (2014) (57)
Consistent Estimates for the Near(2) and Nlar(2) Time Series Models (1988) (49)
Autoregressive Representation of Seismic P-wave Signals with an Application to the Problem of Short-Period Discriminants (1975) (48)
Some recent theory for autoregressive count time series (2012) (48)
Granger-causality in multiple time series (1981) (48)
Diurnal variation in bottom trawl survey catches: does it pay to adjust? (2002) (45)
Model selection of copulas: AIC versus a cross validation copula information criterion (2014) (44)
On the Estimation of Residual Variance and Order in Autoregressive Time Series (1985) (44)
Loss of spectral peaks in autoregressive spectral estimation (1987) (43)
Multivariate count autoregression (2017) (41)
Testing for Serial Independence Using Measures of Distance between Densities (1996) (39)
Exploring spatial nonlinearity using additive approximation (2007) (39)
Estimation in Threshold Autoregressive Models with a Stationary and a Unit Root Regime (2010) (39)
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (2014) (36)
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory (2007) (36)
Estimation for single-index and partially linear single-index integrated models (2016) (36)
Adaptively varying‐coefficient spatiotemporal models (2009) (34)
Recognizing and visualizing copulas : an approach using local Gaussian approximation (2014) (33)
Diurnal variation in acoustic densities: why do we see less in the dark? (2004) (33)
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation (2014) (31)
Modelling panels of intercorrelated autoregressive time series (1999) (30)
Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. (2012) (30)
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (2010) (30)
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (2018) (29)
NULL RECURRENT UNIT ROOT PROCESSES (2011) (29)
The locally Gaussian density estimator for multivariate data (2017) (27)
Functional Identification in Nonlinear Time Series (1991) (25)
Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (2014) (24)
MULTIPLE BILINEAR TIME SERIES MODELS (1987) (23)
Estimating and Testing Nonlinear Local Dependence Between Two Time Series (2018) (21)
Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (2004) (21)
Count Time Series with Observation-Driven Autoregressive Parameter Dynamics (2015) (21)
Conditional density estimation using the local Gaussian correlation (2018) (21)
EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES (1982) (20)
AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (1982) (20)
Statistical Dependence: Beyond Pearson’s ρ (2022) (19)
Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948] (2013) (18)
The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish (2009) (17)
Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience (2007) (17)
Improved seismic discrimination using pattern recognition (1978) (16)
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (1985) (16)
Estimation in nonlinear regression with Harris recurrent Markov chains (2016) (16)
Some autoregressive models for short-period seismic noise (1975) (15)
Measuring asymmetries in financial returns : an empirical investigation using local gaussian correlation (2013) (15)
Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (2005) (15)
Estimation for Single-Index and Partially Linear Single-Index Nonstationary Time Series Models (2014) (14)
Moment inequalities for spatial processes (2008) (14)
Optimal Investments Using Empirical Dynamic Programming with Application to Natural Resources (1989) (14)
Some properties and examples of random processes that are almost wide sense stationary (1975) (14)
Spatial smoothing, Nugget effect and infill asymptotics (2008) (13)
Discussion on the Meeting on Chaos (1992) (13)
Specification testing for nonlinear multivariate cointegrating regressions (2017) (13)
Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea (2004) (13)
The measurement error in marine survey catches: the bottom trawl case (2001) (13)
Multivariate autoregressive representation of seismic P-wave signals with application to short-period discrimination (1978) (12)
Recognition of Waveforms Using Autoregressive Feature Extraction (1977) (12)
A Convolution Estimator for the Density of Nonlinear Regression Observations (2007) (12)
Nonparametric Specification Procedures for Time Series (1997) (12)
Nonlinear Spectral Analysis: A Local Gaussian Approach (2017) (11)
Nonparametric regression estimation in a null recurrent time series (2010) (10)
Multidimensional Discrimination Techniques—Theory and Application (1981) (9)
Multivariate Autoregressive Feature Extraction and the Recognition of Multichannel Waveforms (1979) (9)
Seasonal cycles and long-term trends of plankton in shelf and oceanic habitats of the Norwegian Sea in relation to environmental variables (2009) (9)
Pairwise local Fisher and naive Bayes: Improving two standard discriminants (2020) (8)
Some notes on nonlinear cointegration: A partial review with some novel perspectives (2020) (7)
An improved discriminant for test ban verification using short and long period spectral parameters (1976) (7)
Spectral representations and density operators for infinite-dimensional homogeneous random fields (1976) (7)
A New Class of Bivariate Threshold Cointegration Models (2015) (7)
Specification Testing in Nonlinear Time Series with Nonstationarity (2009) (6)
The Locally Gaussian Partial Correlation (2019) (6)
Self-exciting jump processes with applications to energy markets (2018) (6)
Asymmetric Dependence Patterns in Financial Returns: An Empirical Investigation Using Local Gaussian Correlation (2014) (6)
Modelling Diurnal Variation in Bottom Trawl Catches and Potential Application in Surveys (1999) (6)
Multiplicity theory for random fields using quantum mechanical methods (1978) (5)
Multiplicity theory for multivariate wide sense stationary generalized processes (1975) (5)
Statistical dependence: Beyond Pearson's $\rho$ (2018) (5)
Bias and bandwidth for local likelihood density estimation (2013) (5)
Estimation in Threshold Autoregressive Models with Nonstationarity (2009) (5)
Estimation and simulation of multi-beam sonar noise. (2016) (4)
Linear and nonlinear alignment of time series with applications to varve chronologies (2008) (4)
Modelling Nonlinear and Nonstationary Time Series (2012) (4)
On a New Measure of Covariation for Stable Random Variables (2002) (4)
Rejoinder on: Some recent theory for autoregressive count time series (2012) (4)
Nonlinear spectral analysis via the local Gaussian correlation (2017) (4)
Factorizing multivariate time series operators (1981) (4)
Forecasting from nonlinear models (2010) (4)
Poisson Autoregression ( Complete Version ) (2009) (3)
A NEW CONVOLUTION ESTIMATOR FOR NONPARAMETRIC REGRESSION (2007) (3)
Recent Developments in Nonlinear Time-Series Modeling (1986) (3)
Nonparametric Regression Estimation for Multivariate Null Recurrent Processes (2015) (3)
Adaptively varying-coeff icient spatiotemporal models (2009) (2)
Nonlinear cross-spectrum analysis via the local Gaussian correlation (2017) (2)
Amendments and Corrections: Bias of Some Commonly-Used Time Series Estimates (1984) (2)
Models of conditional heteroskedasticity (2010) (2)
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations (2021) (2)
Exploring Time Series Using Semi- and Nonparametric Methods (1998) (2)
Semiparametric spatial regression: theory and practice (2003) (2)
Royal-Statistical-Society Meeting on Chaos - Discussion (1992) (2)
Multivariate self-exciting jump processes with applications to financial data (2021) (2)
Measuring deviations from stationarity (1980) (2)
Estimation in Nonlinear Time Series Model II: Some Nonstationary Series. (1984) (2)
Diurnal variation in frequency response of gadoids in the Barents Sea (2006) (2)
Measuring Financial Contagion by Local Gaussian Correlation (2010) (2)
Nonlinear Regression with Harris Recurrent Markov Chains (2012) (2)
Nonlinear autoregressive exogenous time series: structural identification via projection estimates (1996) (1)
Nonlinear impulse responses (2010) (1)
On a class of nonstationary random processes (1976) (1)
The effective swept volume of a bottom trawl (2004) (1)
Nonparametric specification tests (2010) (1)
Some recent trends in embeddings of time series and dynamic networks (2022) (1)
Unilateral models for stochastic lattice processes (1983) (1)
Non-Parametric Estimation of Conditional Densities: A New Method (2016) (1)
Robust nonlinear regression estimation in null recurrent time series (2020) (1)
Estimation of AR parameters in time series with suddenly changing structure (1988) (1)
Multivariate density estimation (2022) (0)
Problem of estimating the autocorrelation function of spatio-temporal variables. Technical report No. 6. [Applications in statistical air pollution research] (1977) (0)
Rejoinder on: Some recent theory for autoregressive count time series (2012) (0)
Basic nonparametric estimates (2010) (0)
Model Specification Testing for Nonlinear Multivariate Cointegrating Regressions (2016) (0)
Nonlinear and nonstationary models (2010) (0)
Statistical embedding: Beyond principal components (2021) (0)
Local Gaussian correlation and the copula (2022) (0)
Conditional density estimation using the local Gaussian correlation (2017) (0)
Some recent theory for autoregressive count time series (2012) (0)
The locally Gaussian density estimator for multivariate data (2016) (0)
Regression and conditional regression quantiles (2022) (0)
Dependence (2022) (0)
The Economic Theory Awards 2012 (2012) (0)
Random Fields, Nonparametric Methods (2014) (0)
Algorithms for estimating parametric nonlinear models (2010) (0)
Time‐varying parameters and state space models (2010) (0)
Self-exciting jump processes with applications to energy markets (2017) (0)
Nonlinear models in economic theory (2010) (0)
Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis (2022) (0)
Concepts, models, and definitions (2010) (0)
Introduction (2022) (0)
Linear time-invariant transformations of some nonstationary random processes (1976) (0)
The nonparametric approach (2010) (0)
Applications in finance (2022) (0)
Model Specification Testing in Nonparametric Time Series Regression with Nonstationarity (2009) (0)
Local Gaussian Cross-Spectrum Analysis (2017) (0)
Time series dependence and spectral analysis (2022) (0)
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (2013) (0)
Measuring dependence and testing for independence (2022) (0)
An Introduction to a Paper by Bing Cheng and Howell Tong: “On Consistent Nonparametric Order Determination and Chaos (with Discussion)” (2009) (0)
Preface (2022) (0)
Conditional density estimation (2022) (0)
Discussion of Models as Approximations I & II (2019) (0)
Minimalistic surveys clear the way for priorities in the ecosystem approach (2009) (0)
Building nonlinear models (2010) (0)
Parametric nonlinear models (2010) (0)
Parametric, nonparametric, locally parametric (2022) (0)
A local Gaussian Fisher discriminant (2022) (0)
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (2016) (0)
Nonlinear Poisson autoregression (2012) (0)
Two heuristic approaches to describe periodicities in genomic microarrays (2009) (0)
Testing linearity against parametric alternatives (2010) (0)
Local Gaussian correlation and dependence (2022) (0)
Non-Gaussian Time Series and Nonlinear Dependence in Finance Markets, 2016 (2016) (0)

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What Schools Are Affiliated With Dag Tjøstheim?

Dag Tjøstheim is affiliated with the following schools: