Kjartan Kloster Osmundsen
Ekstern
Ekstern
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle
(2019)
MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood
Communications in Statistics - Simulation and Computation
ISSN 0361-0918.
Osmundsen, Kjartan Kloster
(2018)
Using expected shortfall for credit risk regulation
Journal of international financial markets, institutions, and money
ISSN 1042-4431.
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle; Liesenfeld, Roman
(2019)
Estimating the competitive storage model with stochastic trend: A particle MCMC approach
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman
(2018)
Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman
(2018)
Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling