163 citations · 543 across the 14 of their papers we have counts for
7 papers · 1 filter
Statistical dependence: Beyond Pearson's
Dag Tjøstheim, Håkon Otneim, Bård Støve
Pearson's is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussi…
Estimation in nonlinear regression with Harris recurrent Markov chains
Degui Li, Dag Tjøstheim, Jiti Gao
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameter…
Estimation for single-index and partially linear single-index integrated models
Chaohua Dong, Jiti Gao, Dag Tjøstheim
Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogona…
Specification testing in nonlinear and nonstationary time series autoregression
Jiti Gao, Maxwell King, Zudi Lu +1
This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asym…
Exploring spatial nonlinearity using additive approximation
Zudi Lu, Arvid Lundervold, Dag Tjøstheim +1
We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in pr…
Nonparametric estimation in a nonlinear cointegration type model
Hans Arnfinn Karlsen, Terje Myklebust, Dag Tjøstheim
We derive an asymptotic theory of nonparametric estimation for a time series regression model , where \ensuremath\{X_t\} and \ensuremath\{Z_t\} are observed nonstat…