163 citations · 543 across the 14 of their papers we have counts for
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math.ST2007★ 65 cited
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…
math.ST2007★ 163 cited
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…