Kjartan Kloster Osmundsen

Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman; Oglend, Atle

(2021)

Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices.

Econometrics

ISSN 2225-1146.

DOI: 10.3390/econometrics9040040

Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman

(2021)

Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models.

Journal of Computational And Graphical Statistics (JCGS)

ISSN 1061-8600.

DOI: 10.1080/10618600.2021.1923519

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

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.