Browsing Bergen Open Research Archive by Author "Jordanger, Lars Arne"
Now showing items 1-4 of 4
-
Nonlinear cross-spectrum analysis via the local Gaussian correlation
Jordanger, Lars Arne; Tjøstheim, Dag (Journal article, 2017)Spectrum analysis can detect frequency related structures in a time series \(\{Y_t\}_{t\in\mathbb{Z}}\), but may in general be an inadequate tool if asymmetries or other nonlinear phenomena are present. This limitation is ... -
Nonlinear spectral analysis via the local Gaussian correlation
Jordanger, Lars Arne; Tjøstheim, Dag (Journal article, 2017)The spectral distribution \(f(\omega)\) of a stationary time series \(\{Y_t\}_{t\in\mathbb{Z}}\) can be used to investigate whether or not periodic structures are present in \(\{Y_t\}_{t\in\mathbb{Z}}\), but \(f(\omega)\) ... -
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 ...