Vitenskapelig artikkel

• Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne (2023). Multivariate self-exciting jump processes with applications to financial data. (ekstern lenke)
• Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (2023). Local Gaussian Cross-Spectrum Analysis. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders (2023). Some recent trends in embeddings of time series and dynamic networks. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders (2023). Statistical Embedding: Beyond Principal Components. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård (2022). Statistical dependence: Beyond Pearson’s ρ. (ekstern lenke)
• Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne (2022). Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis. (ekstern lenke)
• Sleire, Anders Daasvand; Støve, Bård; Otneim, Håkon et al. (2021). Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2021). The locally Gaussian partial correlation. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2020). Some notes on nonlinear cointegration: A partial review with some novel perspectives. (ekstern lenke)
• Bravo, Francesco; Li, Degui; Tjøstheim, Dag Bjarne (2020). Robust nonlinear regression estimation in null recurrent time series. (ekstern lenke)
• Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Bjarne (2020). Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (ekstern lenke)
• Fokianos, Konstantinos; Støve, Bård; Tjøstheim, Dag Bjarne et al. (2020). Multivariate count autoregression. (ekstern lenke)
• Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi et al. (2020). On bandwidth choice for spatial data density estimation. (ekstern lenke)
• Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (2020). Nonlinear Spectral Analysis: A Local Gaussian Approach. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2019). Discussion of Models as Approximations I & II. (ekstern lenke)
• Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Bjarne (2018). Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (ekstern lenke)
• Lacal, Virginia; Tjøstheim, Dag Bjarne (2018). Estimating and Testing Nonlinear Local Dependence Between Two Time Series. (ekstern lenke)
• Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne et al. (2017). Specification testing for nonlinear multivariate cointegrating regressions. (ekstern lenke)
• Cai, Biqing; Gao, Jiti; Tjøstheim, Dag Bjarne (2017). A new class of bivariate threshold cointegration models. (ekstern lenke)
• Lacal Graziani, Virginia; Tjøstheim, Dag Bjarne (2017). Local Gaussian autocorrelation and tests for serial independence. (ekstern lenke)
• Eyjolfsson, Heidar; Tjøstheim, Dag Bjarne (2017). Self-exciting jump processes with applications to energy markets. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2017). Conditional density estimation using the local Gaussian correlation. (ekstern lenke)
• Li, Degui; Tjøstheim, Dag Bjarne; Gao, Jiti (2016). Estimation in nonlinear regression with harris recurrent markov chains. (ekstern lenke)
• Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario et al. (2016). Some properties of local Gaussian correlation and other nonlinear dependence measures. (ekstern lenke)
• Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag Bjarne (2016). Estimation for single-index and partially linear single-index integrated models. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2016). The locally Gaussian density estimator for multivariate data. (ekstern lenke)
• Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne (2016). Estimation and simulation of multi-beam sonar noise. (ekstern lenke)
• Cai, Biqing; Tjøstheim, Dag Bjarne (2015). Nonparametric regression estimation for multivariate null recurrent processes. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne (2014). Modellering av avhengigheter i finansmarkeder : lokal gaussisk korrelasjon. (ekstern lenke)
• Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (2014). Model selection of copulas: AIC versus a cross validation copula information criterion. (ekstern lenke)
• Gao, Jiti; Kanaya, Shin; Li, Degui et al. (2014). Uniform consistency for nonparametric estimators in null recurrent time series. (ekstern lenke)
• Lu, Zudi; Tjøstheim, Dag Bjarne (2014). Nonparametric estimation of probability density functions for irregularly observed spatial data. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2014). Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (ekstern lenke)
• Berentsen, Geir Drage; Tjøstheim, Dag Bjarne (2014). Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. (ekstern lenke)
• Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne (2014). Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. (ekstern lenke)
• Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne et al. (2014). Recognizing and visualizing copulas: An approach using local Gaussian approximation. (ekstern lenke)
• Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying (2013). Estimation in threshold autoregressive models with a stationary and a unit root regime. (ekstern lenke)
• Otneim, Håkon; Karlsen, Hans A; Tjøstheim, Dag Bjarne (2013). Bias and bandwidth for local likelihood density estimation. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2013). Local Gaussian correlation: A new measure of dependence. (ekstern lenke)
• Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne (2013). Correction to "On weak dependence conditions for Poisson autoregressions" [Statist. Probab. Lett. 82 (2012) 942-948]. (ekstern lenke)
• Handegard, Nils Olav; Boswell, Kevin M.; Ioannou, Christos et al. (2012). The dynamics of coordinated group hunting and collective information transfer among schooling prey. (ekstern lenke)
• Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne (2012). Null recurrent unit root processes. (ekstern lenke)
• Kvamstø, Nils Gunnar; Steinskog, Dag Johan; Stephenson,, David et al. (2012). Estimation of trends in extreme melt-season duration at Svalbard. (ekstern lenke)
• Fokianos, Konstantinos; Tjøstheim, Dag Bjarne (2012). Nonlinear Poisson autoregression. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2012). Some recent theory for autoregressive count time series. (ekstern lenke)
• Holmin, Arne Johannes; Handegard, Nils Olav; Korneliussen, Rolf et al. (2012). Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. (ekstern lenke)
• Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne (2012). On weak dependence conditions for Poisson autoregressions. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne (2012). A convolution estimator for the density of nonlinear regression observations. (ekstern lenke)
• Fokianos, Konstantinos; Tjøstheim, Dag Bjarne (2011). Log-linear Poisson autoregression. (ekstern lenke)
• Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne (2010). Nonparametric regression estimation in a null recurrent time series. (ekstern lenke)
• Mammen, Enno; Støve, Bård; Tjøstheim, Dag (2009). Nonparametric Additive Models for Panels of Time Series. (ekstern lenke)
• Handegard, Nils Olav; Tjøstheim, Dag Bjarne (2009). The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish. (ekstern lenke)
• Assmus, Jørg; Karlsen, Hans Arnfinn; Tjøstheim, Dag Bjarne (2009). Two heuristic approaches to describe periodicities in genomic microarrays. (ekstern lenke)
• Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag Bjarne et al. (2009). Adaptively varying-coefficient spatiotemporal models. (ekstern lenke)
• Mammen, Enno; Støve, Bård; Tjøstheim, Dag Bjarne (2009). Nonparametric additive models for panels of time series. (ekstern lenke)
• Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag Bjarne (2009). Poisson autoregression. (ekstern lenke)
• Gao, Jiti; King, Maxwell; Lu, Zudi et al. (2009). Specification testing in nonlinear and nonstationary time series regression. (ekstern lenke)
• Aßmus, Jörg; Melle, Webjørn; Tjøstheim, Dag Bjarne et al. (2009). Seasonal cycles and long-term trends of plankton in shelf and oceanic habitats of the Norwegian Sea in relation to environmental varaibales. (ekstern lenke)
• Gao, Jiti; King, M.; Lu, Zudi et al. (2009). Specification testing in regression with nonstatisonarity. (ekstern lenke)
• Assmus, Jørg; Karlsen, Hans A; Tjøstheim, Dag Bjarne (2009). Two heuristic approaches to describe periodicities in genomic microarrays. (ekstern lenke)
• Gao, Jiti; King, M.; Lu, Zudi et al. (2009). NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY. (ekstern lenke)
• Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei (2008). Spatial smoothing, Nugget effect and infill asymptotics. (ekstern lenke)
• Auestad, Bjørn H.; Shumway, Robert H.; Tjøstheim, Dag Bjarne et al. (2008). Linear and nonlinear alignment of time series with applications to varve chronologies. (ekstern lenke)
• Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne (2008). Moment inequalities for spatial processes. (ekstern lenke)
• Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag et al. (2008). Linear and nonlinear alignment of time series with applications to varve chronologies. (ekstern lenke)
• Hjellvik, Vidar; Tjøstheim, Dag Bjarne; Godø, Olav Rune (2007). Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience. (ekstern lenke)
• Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Kvamstø, Nils Gunnar (2007). A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality. (ekstern lenke)
• Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei (2007). Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory. (ekstern lenke)
• Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag Bjarne et al. (2007). Exploring spatial nonlinearity using additive approximation. (ekstern lenke)
• Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne (2007). Nonparametric estimation in a nonlinear cointegration type model. (ekstern lenke)
• Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag et al. (2006). Nonlinear alignment of time series with applications to varv chronologies. (ekstern lenke)
• Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne (2006). Estimation in semiparametric spatial regression. (ekstern lenke)
• Handegard, Nils Olav; Tjøstheim, Dag Bjarne (2005). When fish meet a trawling vessel: examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking. (ekstern lenke)
• Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne (2004). Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea. (ekstern lenke)
• Garel, Bernard; D'Estampes, Ludovic; Tjøstheim, Dag Bjarne (2004). Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations. (ekstern lenke)
• Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne (2004). Diurnal variation in acoustic densities: why do we see less in the dark?. (ekstern lenke)
• Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag Bjarne (2004). Nonparametric estimation and testing in panels of intercorrelated time series. (ekstern lenke)
• Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne (2003). Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. (ekstern lenke)
• Sperlich, Stefan; Tjøstheim, Dag Bjarne; Yang, Lijian (2002). Nonparametric estimation and testing of additive time series models. (ekstern lenke)
• Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne (2002). Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust?. (ekstern lenke)
• Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne (2002). The measurement error of marine survey registrations: the bottom trawl case. (ekstern lenke)
• Hjellvik, Vidar; Godø, Olav Rune; Tjostheim, Dag (2001). Modelling diurnal variations in marine populations. (ekstern lenke)
• Karlsen, Hans A; Tjøstheim, Dag Bjarne (2001). Nonparametric estimation in null recurrent time series. (ekstern lenke)
• Hjellvik, Vidar; Tjøstheim, Dag Bjarne (1999). Modeling panels of intercorrelated autoregressive time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Hjellvik, vidar; Yao, G (1998). Local polynomial approximation and linearity testing. (ekstern lenke)
• Hjellvik, Vidar; Yao, Q.; Tjøstheim, Dag Bjarne (1998). Local polynomial approximation and linearity testing. (ekstern lenke)
• Masry, Elias; Tjøstheim, Dag Bjarne (1997). Additive nonlinear ARX time series and projection estimates. (ekstern lenke)
• Skaug, Hans J.; Tjøstheim, Dag Bjarne (1996). Testing for serial independence using measures of distance between densities. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1996). Measures of dependence and tests of independence independence. (ekstern lenke)
• Hjellvik, Vidar; Tjøstheim, Dag Bjarne (1996). Nonparametric statistics for testing linearity and serial independence. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Masvy, Elias (1995). Nonparametric estimation and identification of nonlinear ARCH time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Hjellvik, Vidar (1995). Nonparametric tests of linearity for time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1994). Nonlinear time series. A selective review. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Auestad, B. (1994). Non-parametric identification of nonlinear time series : Projections. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Auestad, B. (1994). Non-parametric identification of nonlinear time series : Selecting significant lags. (ekstern lenke)
• Tjøstheim, Dag; Auestad, B.H. (1994). Nonparametric identification of nonlinear time series: Selecting significant lags. (ekstern lenke)
• Tjøstheim, Dag; Auestad, B.H. (1994). Nonparametric identification of nonlinear time series: Projections. (ekstern lenke)
• Skaug, Hans Julius; Tjøstheim, Dag Bjarne (1993). A nonparametric test of serial independence based on the empirical distribution function. (ekstern lenke)
• Auestad, B.H.; Tjøstheim, Dag (1991). Functional identification in nonlinear time series. (ekstern lenke)
• Auestad, B.H.; Tjøstheim, Dag (1990). Identification of nonlinear time series: First order characterization and order determination. (ekstern lenke)

Faglig foredrag

• Tjøstheim, Dag Bjarne; Jullum, Martin; Løland, Anders (2022). Statistical embedding: Beyond principal components. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2019). Measuring conditional dependence using the local Gaussian partial correlation. (ekstern lenke)

Vitenskapelig monografi

• Tjøstheim, Dag Bjarne; Otneim, Håkon; Støve, Bård (2021). Statistical Modeling Using Local Gaussian Approximation. (ekstern lenke)
• Teresvirtä, Timo; Tjøstheim, Dag Bjarne; Granger, Clive W.J. (2010). Modelling nonlinear economic time series. (ekstern lenke)

Fagartikkel

• Tjøstheim, Dag Bjarne (2019). Discussion of Models as Approximations I & II. (ekstern lenke)

Vitenskapelig foredrag

• Otneim, Håkon; Tjøstheim, Dag Bjarne (2018). Characterizing Conditional Dependence and Testing for Conditional Independence using the Local Gaussian Partial Correlation. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2017). Estimating multivariate and conditional density functions using local Gaussian approximations. (ekstern lenke)
• Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne (2013). Recognizing and visualizing copulas: an approach using local Gaussian approximation. (ekstern lenke)
• Holmin, Arne Johannes; Korneliussen, Rolf; Tjøstheim, Dag Bjarne (2013). Improved morphological fish school characterization using simulations of multibeam sonar data. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne (2011). Multivariate Poisson Autoregression. (ekstern lenke)
• Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Støve, Bård; Hufthammer, Karl Ove; Tjøstheim, Dag Bjarne (2010). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag (2009). Asymmetries in financial returns: A local Gaussian correlation approach. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag (2009). Measuring financial contagion by local Gaussian correlation. (ekstern lenke)
• Hufthammer, Karl Ove; Støve, Bård; Tjøstheim, Dag (2009). Asymmetries in Financial Returns: A Local Gaussian Correlation Approach. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2003). Nonparametric estimation in additive models. (ekstern lenke)
• Handegard, Nils Olav; Michalsen, Kathrine; Tjøstheim, Dag Bjarne (2003). Avoidance behaviour in cod (Gadus morhua) to a bottom-trawling vessel. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2003). Nonparametric estimation in a nonstationary context with applications to nonlinear cointegration. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2002). Survey of nonlinear time series models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2002). Nonparametric estimation in a nonstationary context. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2002). Nonparametric estimation in a nonstationary context. (ekstern lenke)
• Godø, Olav Rune; Tjøstheim, Dag Bjarne (2002). Survey of nonlinear time series modesl. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2002). Introduction to nonparametric methods. (ekstern lenke)
• Tjostheim, Dag (2001). Two recent developments in nonstationary and nonlinear time series modeling. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Nonlinear cointegration. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Nonlinear models for a panel of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Exploring models for panels of time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Additive models: an alternative to linear models in econometrics. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Intercorrelated panels. Linear and nonlinera models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Om additive modeller. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Exploratory data analysis and linearity tests for time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Alignment of time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Linearity tests for time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Analysing panels of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Nonlinear cointegration. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2000). Nonparametric estimation for nonstationary processes. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Exploring time series using semi- and nonparametric methods. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Nonparametric analysis for null recurrent processes. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Panels of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Nonparametric methods of time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Linear and nonlinear models for panels of time series. (ekstern lenke)

Doktorgradsavhandling

• Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (2017). Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas. (ekstern lenke)
• Lacal Graziani, Virginia; Tjøstheim, Dag Bjarne (2016). Local Gaussian Correlation for Time Series and Regular Vine Estimation for Bayesian Networks. (ekstern lenke)
• Otneim, Håkon; Tjøstheim, Dag Bjarne (2016). Multivariate and conditional density estimation using local Gaussian approximations. (ekstern lenke)

Rapport

• Otneim, Håkon; Tjøstheim, Dag Bjarne (2016). Non-parametric estimation of conditional densities: A new method. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove (2011). Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove (2010). Measuring Financial Contagion by Local Gaussian Correlation. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag (2007). A Convolution Estimator for the Density of Nonlinear Regression Observations. (ekstern lenke)
• Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne (2000). Nonparametric estimation in a nonlinear cointegration type model. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Modelling panels of intercorrelated autoregressive time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Nonparametric estimation for null recurrent time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Sperlich, Stefan; Yang, Lijian (1997). Nonparametric estimation of interaction in additive models. (ekstern lenke)
• Auestad, Bjørn; Tjøstheim, Dag Bjarne (1990). Functional identification in nonlinear timeseries. Report No.21 July 1990. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Auestad, Bjørn (1989). Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Johnsen, Gyrid (1988). Estimation of AR parameters in time series with suddenley changing structure. (ekstern lenke)
• Karlsen, Hans A; Tjøstheim, Dag Bjarne (1988). Segmentation of data traces with applications to dipmeter oilwell measurements. (ekstern lenke)
• Karlsen, Hans A; Tjøstheim, Dag Bjarne (1987). Consistent estimates of the NEAR(2) and NLAR(2) time series models. (ekstern lenke)
• Karlsen, Hans A; Tjøstheim, Dag Bjarne (1986). Fitting nonstationary autoregressive models to dipmeter data. (ekstern lenke)
• Lysne, Dan; Tjøstheim, Dag Bjarne (1986). Loss of spectral peaks in autoregressive spectral estimation. (ekstern lenke)
• Stensholt, Boonchai K.; Tjøstheim, Dag Bjarne (1985). Multiple bilinear time series models. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Paulsen, Jostein (1983). Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates. (ekstern lenke)
• Paulsen, Jostein; Tjøstheim, Dag Bjarne (1983). On the estimation of residual variances and order in autoregressive time series. (ekstern lenke)
• Riise, Trond; Tjøstheim, Dag Bjarne (1983). Theory and practice of multivariate arma forecasting. (ekstern lenke)
• Tjøstheim, Dag Bjarne; Paulsen, Jostein (1981). Bias and some commonly used time series estimates. (ekstern lenke)
• Tyssedal, John S.; Tjøstheim, Dag Bjarne (1981). Autoregressive processes with a time dependent variance. (ekstern lenke)

Vitenskapelig Kapittel/Artikkel/Konferanseartikkel

• Tjøstheim, Dag Bjarne (2015). Count time series models with latent autoregressive dynamics. (ekstern lenke)
• Tjøstheim, Dag Bjarne (2012). Modelling nonlinear and nonstationary time series. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag (2007). A new convolution estimator for nonparametric regression. (ekstern lenke)
• Støve, Bård; Tjøstheim, Dag Bjarne (2007). A new convolution estimator for nonparametric regression. (ekstern lenke)
• Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag et al. (2002). Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. (ekstern lenke)
• Myklebust, Terje; Karlsen, Hans; Tjøstheim, Dag Bjarne (2002). Nonlinear unit root processes and the problem of nonlinear cointegration. (ekstern lenke)
• Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne (2002). Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1999). Nonparametric specification tests for time series. (ekstern lenke)
• Hjellvik, Vidar; Tjøstheim, Dag Bjarne (1999). Residual variance estimates and order determination in panels of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Nonparametric specification procedures for time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Exploring time series using semi- and nonparametric methods. (ekstern lenke)
• Teräsvivla, T.; Tjøstheim, Dag Bjarne; Granger, C. W. J. et al. (1994). Aspects of modelling nonlinear time series. (ekstern lenke)

Leder

• Tjøstheim, Dag Bjarne (2012). Rejoinder on: Some recent theory for autoregressive count time series. (ekstern lenke)

Leksikonartikkel

• Tjøstheim, Dag Bjarne (2012). Nonparametric methods in random fields. (ekstern lenke)

Poster

• Støve, Bård; Tjøstheim, Dag (2008). A convolution density estimator for nonlinear time series: Simulations and some preliminary analysis. (ekstern lenke)

Vitenskapelig antologi/Konferanseserie

• Barnett, William A.; Hendry, David F.; Hylleberg, Svend et al. (2000). Nonlinear econometric modeling in time series analysis. (ekstern lenke)

Populærvitenskapelig foredrag

• Tjøstheim, Dag Bjarne (1998). Panels of intercorrelated time series in linear and nonlinear models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Specification procedures for linear and nonlinear time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Panels of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1998). Nonparametric estimation for null recurrent time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Panels of intercorrelated time series. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Panels of intercorrelated time series: Linear and nonlinear models. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1997). Exploring time series using nonparametric methods. (ekstern lenke)
• Tjøstheim, Dag Bjarne (1994). Tests of Independence. (ekstern lenke)

Fagbok

• Tjøstheim, Dag Bjarne; Ghosh, S. (1998). Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series. (ekstern lenke)

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