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)

lg: An R package for Local Gaussian Approximations. - Håkon Otneim (R J., 2021)

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