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Publications
  • Vitenskapelige publikasjoner
    • 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

  • 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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