Dag Tjøstheim

7.9k total citations
136 papers, 4.6k citations indexed

About

Dag Tjøstheim is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Dag Tjøstheim has authored 136 papers receiving a total of 4.6k indexed citations (citations by other indexed papers that have themselves been cited), including 55 papers in Statistics and Probability, 52 papers in Finance and 45 papers in Economics and Econometrics. Recurrent topics in Dag Tjøstheim's work include Financial Risk and Volatility Modeling (48 papers), Statistical Methods and Inference (42 papers) and Complex Systems and Time Series Analysis (29 papers). Dag Tjøstheim is often cited by papers focused on Financial Risk and Volatility Modeling (48 papers), Statistical Methods and Inference (42 papers) and Complex Systems and Time Series Analysis (29 papers). Dag Tjøstheim collaborates with scholars based in Norway, Australia and United Kingdom. Dag Tjøstheim's co-authors include Konstantinos Fokianos, Bjørn Auestad, Elias Masry, Vidar Hjellvik, Anders Rahbek, Hans Arnfinn Karlsen, Nils Olav Handegard, Jiti Gao, Zudi Lu and Jostein Paulsen and has published in prestigious journals such as Journal of the American Statistical Association, IEEE Transactions on Pattern Analysis and Machine Intelligence and Current Biology.

In The Last Decade

Dag Tjøstheim

134 papers receiving 4.3k citations

Peers

Dag Tjøstheim

SP

FINAN

EE

AI

GEEF

Howell Tong United Kingdom

Yasuhiro Omori Japan

Lajos Horváth United States

Dimitris N. Politis United States

Gregory C. Reinsel United States

Hans R. Künsch Switzerland

Nicholas G. Polson United States

Edward Greenberg United States

Robert Lund United States

N. Balakrishnan Canada

Howell Tong United Kingdom

Dag Tjøstheim

1.7k ×0.8

SP

1.6k ×0.9

FINAN

1.7k ×1.1

EE

734 ×1.0

AI

965 ×1.3

GEEF

Citations per year, relative to Dag Tjøstheim Dag Tjøstheim (= 1×) peers Howell Tong

Countries citing papers authored by Dag Tjøstheim

Since Specialization

Citations

This map shows the geographic impact of Dag Tjøstheim's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dag Tjøstheim with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dag Tjøstheim more than expected).

Fields of papers citing papers by Dag Tjøstheim

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dag Tjøstheim. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dag Tjøstheim. The network helps show where Dag Tjøstheim may publish in the future.

Co-authorship network of co-authors of Dag Tjøstheim

This figure shows the co-authorship network connecting the top 25 collaborators of Dag Tjøstheim. A scholar is included among the top collaborators of Dag Tjøstheim based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dag Tjøstheim. Dag Tjøstheim is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Tjøstheim, Dag. (2025). Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. Entropy. 27(3). 279–279.

2.

Tjøstheim, Dag, et al.. (2023). Local Gaussian Cross-Spectrum Analysis. Econometrics. 11(2). 12–12. 2 indexed citations

3.

Tjøstheim, Dag, Martin Jullum, & Anders Løland. (2023). Statistical Embedding: Beyond Principal Components. Statistical Science. 38(3). 3 indexed citations

4.

Tjøstheim, Dag. (2020). Some notes on nonlinear cointegration: A partial review with some novel perspectives. Econometric Reviews. 39(7). 655–673. 9 indexed citations

5.

Tjøstheim, Dag, et al.. (2017). Nonlinear spectral analysis via the local Gaussian correlation. Bergen Open Research Archive (BORA) (University of Bergen). 1 indexed citations

6.

Handegard, Nils Olav, Kevin M. Boswell, Christos C. Ioannou, et al.. (2012). The Dynamics of Coordinated Group Hunting and Collective Information Transfer among Schooling Prey. Current Biology. 22(13). 1213–1217. 201 indexed citations

7.

Fokianos, Konstantinos & Dag Tjøstheim. (2010). Log-linear Poisson autoregression. Journal of Multivariate Analysis. 102(3). 563–578. 136 indexed citations

8.

Lu, Zudi, Arvid Lundervold, Dag Tjøstheim, & Qiwei Yao. (2007). Exploring spatial nonlinearity using additive approximation. Bernoulli. 13(2). 28 indexed citations

9.

Godø, Olav Rune, Vidar Hjellvik, & Dag Tjøstheim. (2006). Diurnal variation in frequency response of gadoids in the Barents Sea. Duo Research Archive (University of Oslo). 2 indexed citations

10.

Handegard, Nils Olav & Dag Tjøstheim. (2004). The effective swept volume of a bottom trawl. Open MIND. 1 indexed citations

11.

Gao, Jiti, Zudi Lu, & Dag Tjøstheim. (2003). Semiparametric spatial regression: theory and practice. Munich Personal RePEc Archive (Munich University). 1 indexed citations

12.

Garel, Bernard, et al.. (2002). On a New Measure of Covariation for Stable Random Variables. SSRN Electronic Journal. 2 indexed citations

13.

Hjellvik, Vidar, Olav Rune Godø, & Dag Tjøstheim. (2001). The Measurement Error Of Marine Survey Catches: The Bottom Trawl Case. AquaDocs (United Nations Educational, Scientific and Cultural Organization). 6 indexed citations

14.

Hjellvik, Vidar, Olav Rune Godø, & Dag Tjøstheim. (1999). Modelling Diurnal Variation in Bottom Trawl Catches and Potential Application in Surveys. Duo Research Archive (University of Oslo). 1 indexed citations

15.

Tjøstheim, Dag. (1994). Non-linear Time Series: A Selective Review*. Scandinavian Journal of Statistics. 21(2). 97–130. 106 indexed citations

16.

Tjøstheim, Dag & Bjørn Auestad. (1994). Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags. Journal of the American Statistical Association. 89(428). 1410–1419. 80 indexed citations

17.

Tjøstheim, Dag. (1986). Estimation in nonlinear time series models. Stochastic Processes and their Applications. 21(2). 251–273. 137 indexed citations

18.

Tjøstheim, Dag. (1980). Measuring deviations from stationarity. Stochastic Processes and their Applications. 10(2). 145–160. 1 indexed citations

19.

Tjøstheim, Dag. (1975). Autoregressive Representation of Seismic P-wave Signals with an Application to the Problem of Short-Period Discriminants. Geophysical Journal International. 43(2). 269–291. 38 indexed citations

20.

Tjøstheim, Dag. (1975). Multiplicity theory for multivariate wide sense stationary generalized processes. Journal of Multivariate Analysis. 5(3). 314–321. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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