Statistics

Statistics and Insurance mathematics.

Courses: STAT100, STAT101, STAT211, STAT230, STAT231, STAT250, STAT621, STAT623, STATRISK

Academic article

• Gundersen, Kristian; Bacri, Timothee Raphael Ferdinand; Bulla, Jan et al. (2024). Testing for time-varying nonlinear dependence structures: Regime-switching and local Gaussian correlation. (external link)
• Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan et al. (2023). Computational issues in parameter estimation for hidden Markov models with template model builder. (external link)
• Thorsen, Ingrid Sandvig; Støve, Bård; Skaug, Hans Julius (2023). A TMB Approach to Study Spatial Variation in Weather-Generated Claims in Insurance. (external link)
• Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård (2022). Statistical dependence: Beyond Pearson’s ρ. (external link)
• Berentsen, Geir Drage; Bulla, Jan; Maruotti, Antonello et al. (2022). Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source. (external link)
• Aarsand, Aasne K.; Kristoffersen, Ann-Helen; Sandberg, Sverre et al. (2021). The European Biological Variation Study (EuBIVAS): Biological Variation Data for Coagulation Markers Estimated by a Bayesian Model. (external link)
• Sleire, Anders Daasvand; Støve, Bård; Otneim, Håkon et al. (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. (external link)
• Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag Bjarne et al. (2020). Multivariate count autoregression. (external link)
• Ljungqvist, Fredrik Charpentier; Thejll, Peter; Björklund, Jesper et al. (2020). Assessing non-linearity in European temperature-sensitive tree-ring data. (external link)
• Røraas, Thomas; Sandberg, Sverre; Aarsand, Aasne Karine et al. (2019). A Bayesian Approach to Biological Variation Analysis. (external link)
• Røraas, Thomas; Støve, Bård; Petersen, Per Hyltoft et al. (2017). Biological variation: Evaluation of methods for constructing confidence intervals for estimates of within-person biological variation for different distributions of the within-person effect. (external link)
• Røraas, Thomas; Støve, Bård; Petersen, Per Hyltoft et al. (2016). Biological variation: The effect of different distributions on estimated within-person variation and reference change values. (external link)
• Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne et al. (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. (external link)
• Andersson, Jonas; Lillestøl, Jostein; Støve, Bård et al. (2013). Hva vet vi om dem som skjuler inntekt og formue i skatteparadis?. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne (2012). A convolution estimator for the density of nonlinear regression observations. (external link)
• Støve, Bård; Ljungqvist, Fredrik Carpentier; Thejll, Peter (2012). A test for nonlinearity in temperature proxy records. (external link)
• Mammen, Enno; Støve, Bård; Tjøstheim, Dag (2009). Nonparametric Additive Models for Panels of Time Series. (external link)
• Mammen, Enno; Støve, Bård; Tjøstheim, Dag Bjarne (2009). Nonparametric additive models for panels of time series. (external link)
• Lindqvist, Bo; Støve, Bård; Langseth, Helge (2006). Modelling of dependence between critical failure and preventive maintenance: The repair alert model. (external link)

Academic monograph

• Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård (2021). Statistical Modeling Using Local Gaussian Approximation. (external link)

Academic lecture

• Støve, Bård; Berentsen, Geir Drage; Bulla, Jan et al. (2021). Modeling clusters of corporate defaults: regime-switching models significantly reduce the contagion source. (external link)
• Støve, Bård (2015). The Norwegian disability pension system: actuarial challenges arising from new regulations . (external link)
• Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne (2013). Recognizing and visualizing copulas: an approach using local Gaussian approximation. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne (2011). Multivariate Poisson Autoregression. (external link)
• Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (external link)
• Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (external link)
• Støve, Bård (2010). Convolution-type Nonparametric Estimators. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (external link)
• Støve, Bård; Tjøstheim, Dag (2009). Asymmetries in financial returns: A local Gaussian correlation approach. (external link)
• Støve, Bård; Tjøstheim, Dag (2009). Measuring financial contagion by local Gaussian correlation. (external link)
• Hufthammer, Karl Ove; Støve, Bård; Tjøstheim, Dag (2009). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (external link)
• Støve, Bård (2008). Nonparametric additive models for panels of time series. (external link)

Lecture

• Støve, Bård (2012). A Test for Nonlinearity in Temperature Proxy Records. (external link)

Popular scientific lecture

• Andersson, Jonas; Lillestøl, Jostein Kåre; Støve, Bård (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet / Gjennomgang av forskjellige metoder for kjennetegnsanalyse. (external link)

Report

• Andersson, Jonas; Lillestøl, Jostein Kåre; Støve, Bård (2012). Kjennetegnsanalyser av skattytere som unndrar skatt ved å skjule formuer og inntekter i utlandet. (external link)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2011). Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. (external link)
• Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (external link)
• Støve, Bård; Tjøstheim, Dag (2007). A Convolution Estimator for the Density of Nonlinear Regression Observations. (external link)

Website (informational material)

• Støve, Bård (2011). Avhengigheter i finansmarkeder i krisetider. (external link)

Poster

• Støve, Bård (2008). Introduction to Nonparametric Econometrics. (external link)
• Støve, Bård; Tjøstheim, Dag (2008). A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis. (external link)
• Støve, Bård (2008). Asymmetric returns and portfolio selection by using a local correlation measure. (external link)
• Støve, Bård (2008). Introduction to Nonparametric Econometrics. (external link)

Academic chapter/article/Conference paper

• Støve, Bård; Tjøstheim, Dag Bjarne (2007). A new convolution estimator for nonparametric regression. (external link)
• Støve, Bård; Tjøstheim, Dag (2007). A new convolution estimator for nonparametric regression. (external link)

Doctoral dissertation

• Støve, Bård (2005). Some New Approaches to Smoothing: Convolution Estimators in Regression Models and Backfitting in Panels of Time Series. (external link)

See a complete overview of publications in Cristin.