Lillestøl, Jostein

E-mail:

Jostein.Lillestol@nhh.no

Telephone:

+47 55 95 92 48

Fax:

+47 55 95 96 47

Title:

Professor, Ph. D., University of California, Berkeley 1975

Date of birth:

March 17, 1943

Nationality:

Norwegian

Teaching languages:

Norwegian, English

Teaching areas:

Statistics, Probability, Time series, Risk analysis, Quality management 

• Multivariate modelling and prediction of hourly one-day ahead prices at Nordpool, chapter in Energy, Natural Resource and Environmental Economics, editors Endre Bjørndal, Mette Bjørndal and Mikael Rönnqvist, Springer (forthcoming - with Jonas Andersson).

• Modelling and forecasting electricity consumption by functional data analysis, forthcoming in Journal of Energy Markets (with Jonas Andersson).

• Benefit efficient statistical distributions on patient lists, Journal of Health Economics (2007), vol. 26, no.4, pp. 800-820 (with Jan Ubøe).

• Bayesian estimation of NIG-models via Markov Chain Monte Carlo methods. Applied Stochastic Models in Business and Industry (2004) vol.20, no. 4, pp. 323-338 (with Dimitris Karlis).

• Risk analysis and the NIG distribution. The Journal of Risk (2000), vol.2, no.4, pp.41-55.

• Data have no meaning apart from their context. Teaching Statistics (2000), vol.22, no.1, pp.27-29.

• Multivariate statistical methods for quality creation: a review. Total Quality Management (1991), vol.2, no.3, pp.291-303.

• On the problem of optimal timing of slaughtering in fish farming. Modelling, identification and control (1986), vol.7, no.4, pp.199-207.

• A note on computing upper error limits in dollar-unit sampling. Journal of Accounting Research (1981), vol.19, no.1, pp.263-267.

• Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships. Journal of Multivariate Analysis (1977), vol.7, no.4, pp.512-524.

• Pedigree probability calculus by means of linear operators. Theoretical Population Biology (1971), vol.2, no.3, pp.328-338.

• Another approach to some Markov chain models in population genetics. Journal of Applied Probability (1968), vol.5, no.1, pp.9-20.

• Statistiske metoder i kvalitetsarbeidet. I Kvalitet i Norge, Dag Bredal, red. Norden Publishing House & Norsk Forening for Kvalitet og Lederskap, 1997.

• Extensive list

• International Statistical Institute (since 1984)

• Institute of Mathematical Statistics

• American Statistical Association

• Norwegian Statistical Association (past president 1985-86)

Data analysis in practice: Cases

A collection of 20 cases with problem description, data files and solutions, 
Accessible from http://www.nhh.no/Default.aspx?ID=3221