Statistics

Statistics and Insurance mathematics.

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

Conference poster

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

Academic article

• Thomas Røraas; Sverre Sandberg; Aasne Karine Aarsand et al. (2019). A Bayesian Approach to Biological Variation Analysis. (external link)
• Geir Drage Berentsen; Bård Støve; Dag Bjarne Tjøstheim et al. (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. (external link)
• Geir Drage Berentsen; Jan Bulla; Antonello Maruotti et al. (2022). Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source. (external link)
• Bård Støve; Fredrik Carpentier Ljungqvist; Peter Thejll (2012). A test for nonlinearity in temperature proxy records. (external link)
• Thomas Røraas; Bård Støve; Per Hyltoft Petersen et al. (2016). Biological variation: The effect of different distributions on estimated within-person variation and reference change values. (external link)
• Dag Bjarne Tjøstheim; Håkon Otneim; Bård Støve (2022). Statistical dependence: Beyond Pearson’s ρ. (external link)
• Jonas Andersson; Jostein Lillestøl; Bård Støve et al. (2013). Hva vet vi om dem som skjuler inntekt og formue i skatteparadis?. (external link)
• Zabibu Afazali; Bård Støve; Saint Kizito Omala et al. (2025). Modeling Insurance Claim Count Dynamics using Regime-Switching INGARCH Model. (external link)
• Zabibu Afazali; Kristian Gundersen; Juma Kasozi et al. (2025). Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models. (external link)
• Bård Støve; Dag Bjarne Tjøstheim (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. (external link)
• Enno Mammen; Bård Støve; Dag Tjøstheim (2009). Nonparametric Additive Models for Panels of Time Series. (external link)
• Aasne K. Aarsand; Ann-Helen Kristoffersen; Sverre Sandberg et al. (2021). The European Biological Variation Study (EuBIVAS): Biological Variation Data for Coagulation Markers Estimated by a Bayesian Model. (external link)
• Timothee Raphael Ferdinand Bacri; Geir Drage Berentsen; Jan Bulla et al. (2023). Computational issues in parameter estimation for hidden Markov models with template model builder. (external link)
• Fredrik Charpentier Ljungqvist; Peter Thejll; Jesper Björklund et al. (2020). Assessing non-linearity in European temperature-sensitive tree-ring data. (external link)
• Konstantinos Fokianos; Bård Støve; Dag Bjarne Tjøstheim et al. (2020). Multivariate count autoregression. (external link)
• Pernille Kjeilen Fauskanger; Sverre Sandberg; Jesper Johansen et al. (2025). Quantification of Difference in Nonselectivity Between In Vitro Diagnostic Medical Devices. (external link)
• Kristian Gundersen; Timothee Raphael Ferdinand Bacri; Jan Bulla et al. (2024). Testing for time-varying nonlinear dependence structures: Regime-switching and local Gaussian correlation. (external link)
• Enno Mammen; Bård Støve; Dag Bjarne Tjøstheim (2009). Nonparametric additive models for panels of time series. (external link)
• Ingrid Sandvig Thorsen; Bård Støve; Hans Julius Skaug (2023). A TMB Approach to Study Spatial Variation in Weather-Generated Claims in Insurance. (external link)
• Bård Støve; Dag Bjarne Tjøstheim (2012). A convolution estimator for the density of nonlinear regression observations. (external link)
• Anders Daasvand Sleire; Bård Støve; Håkon Otneim et al. (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. (external link)
• Thomas Røraas; Bård Støve; Per Hyltoft Petersen 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)
• Bård Støve; Dag Bjarne Tjøstheim; Karl Ove Hufthammer (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (external link)
• Bo Lindqvist; Bård Støve; Helge Langseth (2006). Modelling of dependence between critical failure and preventive maintenance: The repair alert model. (external link)

Conference lecture

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

Lecture

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

Academic book chapter

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

Research report

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

Academic monograph

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

Doctoral thesis (PhD)

• Bård Støve (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.