Some properties and examples of random processes that are almost wide sense stationary. - Dag Tjøstheim; John B. Thomas (IEEE Trans. Inf. Theory, 1975)

On a class of nonstationary random processes. - Dag Tjøstheim; John B. Thomas (Inf. Sci., 1976)

Recognition of Waveforms Using Autoregressive Feature Extraction. - Dag Tjøstheim (IEEE Trans. Computers, 1977)

Multivariate Autoregressive Feature Extraction and the Recognition of Multichannel Waveforms. - Dag Tjøstheim; Ottar Sandvin (IEEE Trans. Pattern Anal. Mach. Intell., 1979)

Exploring Time Series Using Semi- and Nonparametric Methods. - Dag Tjøstheim (COMPSTAT, 1998)

Log-linear Poisson autoregression. - Konstantinos Fokianos; Dag Tjøstheim (J. Multivar. Anal., 2011)

Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. - Geir Drage Berentsen; Dag Tjøstheim (Stat. Comput., 2014)

The locally Gaussian density estimator for multivariate data. - Håkon Otneim; Dag Tjøstheim (Stat. Comput., 2017)

Conditional density estimation using the local Gaussian correlation. - Håkon Otneim; Dag Tjøstheim (Stat. Comput., 2018)

Statistical embedding: Beyond principal components. - Dag Tjøstheim; Martin Jullum; Anders Løland (CoRR, 2021)

Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis. - Håkon Otneim; Geir Drage Berentsen; Dag Tjøstheim (Entropy, 2022)