• 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 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 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 ...
    • 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 ...