I got OP error, fixed it by downloading (from DefinitelyTyped) not just JQuery.d.ts but downloading the other .d.ts in that directory (at time of this post it was JQueryStatic.d.ts and misc.d.ts too), and referencing all three when calling tsc. I referenced on tsc command line like this:

--types JQueryStatic.d.ts --types JQuery.d.ts --types misc.d.ts

... but now I notice https://github.com/DefinitelyTyped/DefinitelyTyped/blob/master/types/jquery/index.d.ts so referencing from a .ts file via /// is an option by the looks.