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Browsing Bergen Open Research Archive by Author "Jordanger, Lars Arne"

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    • 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 ...

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