Tore Selland Kleppe
Tore Selland Kleppe
Professor of Mathematical Statistics
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Cited by
Cited by
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
Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation
GD Berentsen, TS Kleppe, DB Tj°stheim
Journal of Statistical Software 56, 1-18, 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
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
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
TS Kleppe, HJ Skaug
Computational Statistics & Data Analysis 56 (11), 3105-3119, 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
Adaptive Step Size Selection for Hessian‐Based Manifold Langevin Samplers
TS Kleppe
Scandinavian Journal of Statistics 43 (3), 788-805, 2016
Trade with endogenous transportation costs: The case of liquefied natural gas
A Oglend, TS Kleppe, P Osmundsen
Energy Economics 59, 138-148, 2016
Efficient importance sampling in mixture frameworks
TS Kleppe, R Liesenfeld
Computational Statistics & Data Analysis 76, 449-463, 2014
Maximum likelihood estimation of partially observed diffusion models
TS Kleppe, J Yu, HJ Skaug
Journal of Econometrics 180 (1), 73-80, 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
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models
TS Kleppe
Journal of Computational and Graphical Statistics 28 (3), 493-507, 2019
Estimating the competitive storage model: A simulated likelihood approach
TS Kleppe, A Oglend
Econometrics and statistics 4, 39-56, 2017
Time commitments in LNG shipping and natural gas price convergence
A Oglend, P Osmundsen, TS Kleppe
The Energy Journal 41 (2), 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
An information criterion for automatic gradient tree boosting
B┼S Lunde, TS Kleppe, HJ Skaug
arXiv preprint arXiv:2008.05926, 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
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
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
Numerical path integration for LÚvy driven stochastic differential equations
TS Kleppe
Master’s thesis, NTNU, 2006
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