Blar i Bergen Open Research Archive på forfatter "Jordanger, Lars Arne"
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Local Gaussian Cross-Spectrum Analysis
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2023)The ordinary spectrum is restricted in its applications, since it is based on the second-order moments (auto- and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures ... -
Nonlinear Spectral Analysis: A Local Gaussian Approach
Jordanger, Lars Arne; Tjøstheim, Dag Bjarne (Journal article; Peer reviewed, 2022)The spectral distribution f(ω) of a stationary time series {Yt}t∈Z can be used to investigate whether or not periodic structures are present in {Yt}t∈Z, but f(ω) has some limitations due to its dependence on the autocovariances ... -
Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas
Jordanger, Lars Arne (Doctoral thesis, 2017-11-20) -
Semiparametric model selection for copulas
Jordanger, Lars Arne (Master thesis, 2013-06-03)This thesis will consider the performance of the cross-validation copula information criterion, xv-CIC, in the realm of finite samples. The theory leading to the xv-CIC will be outlined, and an analysis will be conducted ...