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

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