| 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 | 46 | 2017 |
| 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 | 25 | 2014 |
| 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 | 15 | 2017 |
| Simulated maximum likelihood estimation of continuous time stochastic volatility models TS Kleppe, J Yu, HJ Skaug Maximum Simulated Likelihood Methods and Applications 26, 137-161, 2010 | 14 | 2010 |
| Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling TS Kleppe, HJ Skaug Computational Statistics & Data Analysis 56 (11), 3105-3119, 2012 | 13 | 2012 |
| 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 | 12 | 2019 |
| Adaptive Step Size Selection for Hessian‐Based Manifold Langevin Samplers TS Kleppe Scandinavian Journal of Statistics 43 (3), 788-805, 2016 | 10 | 2016 |
| Trade with endogenous transportation costs: The case of liquefied natural gas A Oglend, TS Kleppe, P Osmundsen Energy Economics 59, 138-148, 2016 | 10 | 2016 |
| Efficient importance sampling in mixture frameworks TS Kleppe, R Liesenfeld Computational Statistics & Data Analysis 76, 449-463, 2014 | 10* | 2014 |
| Maximum likelihood estimation of partially observed diffusion models TS Kleppe, J Yu, HJ Skaug Journal of Econometrics 180 (1), 73-80, 2014 | 9 | 2014 |
| 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 | 8 | 2018 |
| Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models TS Kleppe Journal of Computational and Graphical Statistics 28 (3), 493-507, 2019 | 7 | 2019 |
| Estimating the competitive storage model: A simulated likelihood approach TS Kleppe, A Oglend Econometrics and statistics 4, 39-56, 2017 | 7 | 2017 |
| Time commitments in LNG shipping and natural gas price convergence A Oglend, P Osmundsen, TS Kleppe The Energy Journal 41 (2), 2020 | 6 | 2020 |
| 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 | 6 | 2018 |
| An information criterion for automatic gradient tree boosting BÅS Lunde, TS Kleppe, HJ Skaug arXiv preprint arXiv:2008.05926, 2020 | 5 | 2020 |
| 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 | 5 | 2019 |
| Estimating the GARCH diffusion: simulated maximum likelihood in continuous time TS Kleppe, J Yu, HJ Skaug SMU Economics and Statistics Working Paper Series, No. 13-2010, 2010 | 4 | 2010 |
| Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function TS Kleppe, HJ Skaug Scandinavian journal of statistics 35 (4), 664-676, 2008 | 4 | 2008 |
| Numerical path integration for Lévy driven stochastic differential equations TS Kleppe Master’s thesis, NTNU, 2006 | 4 | 2006 |
