Follow
Tore Selland Kleppe
Tore Selland Kleppe
Professor of Mathematical Statistics
Verified email at uis.no
Title
Cited by
Cited by
Year
Price dynamics in biological production processes exposed to environmental shocks
F Asche, A Oglend, T Selland Kleppe
American Journal of Agricultural Economics 99 (5), 1246-1264, 2017
602017
Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation
GD Berentsen, TS Kleppe, DB Tjøstheim
Journal of Statistical Software 56, 1-18, 2014
322014
On the behavior of commodity prices when speculative storage is bounded
A Oglend, TS Kleppe
Journal of Economic Dynamics and Control 75, 52-69, 2017
202017
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
TS Kleppe, HJ Skaug
Computational Statistics & Data Analysis 56 (11), 3105-3119, 2012
142012
Simulated maximum likelihood estimation of continuous time stochastic volatility models
T Selland Kleppe, J Yu, HJ Skaug
Maximum Simulated Likelihood Methods and Applications, 137-161, 2010
142010
The Gibbs sampler with particle efficient importance sampling for state-space models
O Grothe, TS Kleppe, R Liesenfeld
Econometric Reviews 38 (10), 1152-1175, 2019
122019
Trade with endogenous transportation costs: The case of liquefied natural gas
A Oglend, TS Kleppe, P Osmundsen
Energy Economics 59, 138-148, 2016
122016
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
TS Kleppe
Statistics and Computing 28, 795-817, 2018
112018
Adaptive Step Size Selection for Hessian‐Based Manifold Langevin Samplers
TS Kleppe
Scandinavian Journal of Statistics 43 (3), 788-805, 2016
112016
Efficient importance sampling in mixture frameworks
TS Kleppe, R Liesenfeld
Computational statistics & data analysis 76, 449-463, 2014
11*2014
Maximum likelihood estimation of partially observed diffusion models
TS Kleppe, J Yu, HJ Skaug
Journal of Econometrics 180 (1), 73-80, 2014
112014
Connecting the dots: numerical randomized Hamiltonian Monte Carlo with state-dependent event rates
TS Kleppe
Journal of Computational and Graphical Statistics 31 (4), 1238-1253, 2022
82022
Estimating the competitive storage model: A simulated likelihood approach
TS Kleppe, A Oglend
Econometrics and statistics 4, 39-56, 2017
82017
An information criterion for automatic gradient tree boosting
BÅS Lunde, TS Kleppe, HJ Skaug
arXiv preprint arXiv:2008.05926, 2020
72020
Time commitments in LNG shipping and natural gas price convergence
A Oglend, P Osmundsen, TS Kleppe
The Energy Journal 41 (2), 29-46, 2020
72020
Dynamically rescaled Hamiltonian Monte Carlo for Bayesian hierarchical models
TS Kleppe
Journal of Computational and Graphical Statistics 28 (3), 493-507, 2019
72019
On the application of improved symplectic integrators in Hamiltonian Monte Carlo
J Mannseth, TS Kleppe, HJ Skaug
Communications in Statistics-Simulation and Computation 47 (2), 500-509, 2018
62018
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?
TS Kleppe, A Oglend
Journal of Futures Markets 39 (7), 865-889, 2019
52019
A risk model of admitting patients with silent SARS-CoV-2 infection to surgery and development of severe postoperative outcomes and death: projections over 24 months for 5 …
K Soreide, S Yaqub, J Hallet, JT Kvaløy, TS Kleppe
Annals of Surgery 273 (2), 208-216, 2021
42021
On the application of higher order symplectic integrators in Hamiltonian Monte Carlo
J Mannseth, TS Kleppe, HJ Skaug
arXiv preprint arXiv:1608.07048, 2016
42016
The system can't perform the operation now. Try again later.
Articles 1–20