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Publications
  • Vitenskapelige publikasjoner
    • 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.

      DOI: 10.1080/03610918.2019.1565580

    • Osmundsen, Kjartan Kloster

      (2018)

      Using expected shortfall for credit risk regulation

      Journal of international financial markets, institutions, and money

      ISSN 1042-4431.

      DOI: 10.1016/j.intfin.2018.07.001

  • Bøker og kapitler
  • Formidling
    • 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

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  • Kommersialisering
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