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Stochastic process
Theorie
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269
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241
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231
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146
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143
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Granger, C. W. J.
9
Tjostheim, Dag
8
Tjøstheim, Dag
5
Dittmann, Ingolf
4
Gao, Jiti
4
Støve, Bård
4
Yin, Jiying
4
Fokianos, Konstantinos
3
Rahbek, Anders
3
Berentsen, Geir Drage
2
Hufthammer, Karl Ove
2
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2
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2
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1
Lu, Zu-di
1
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Discussion paper / Department of Economics, University of California San Diego
5
Journal of econometrics
3
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1
Discussion papers / Department of Economics, University of Copenhagen
1
Essays in nonlinear time series econometrics
1
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1
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1
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1
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
[Discussion paper / Department of Economics, University of California / Department of Economics, University of California
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Estimation threshold autoregressive models with nonstationarity
Gao, Jiti
;
Tjøstheim, Dag
;
Yin, Jiying
-
2009
Persistent link: https://www.econbiz.de/10003988773
Saved in:
2
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1430-1440
Persistent link: https://www.econbiz.de/10003992981
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3
Local Gaussian correlation : a new measure of dependence
Tjostheim, Dag
;
Hufthammer, Karl Ove
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009702320
Saved in:
4
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
5
Recognizing and visualizing copulas : an approach using local Gaussian approximation
Berentsen, Geir Drage
;
Støve, Bård
;
Tjostheim, Dag
; …
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10010402717
Saved in:
6
Asymmetric dependence patterns in financial returns : an empirical investigation using local Gaussian correlation
Støve, Bård
;
Tjostheim, Dag
- In:
Essays in nonlinear time series econometrics
,
(pp. 307-329)
.
2014
Persistent link: https://www.econbiz.de/10010385834
Saved in:
7
Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård
;
Tjostheim, Dag
;
Hufthammer, Karl Ove
- In:
Journal of empirical finance
25
(
2014
),
pp. 62-82
Persistent link: https://www.econbiz.de/10010462084
Saved in:
8
Adaptive varying-coefficient linear models for stochastic processes : asymptotic theory
Lu, Zu-di
(
contributor
);
Tjøstheim, Dag
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003165036
Saved in:
9
Poisson autoregression
Fokianos, Konstantinos
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003788916
Saved in:
10
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
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