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Results: 108
Number of items: 108
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    van Zanten, J. H. (2001). Martingales and diffusions, limit theory and statistical inference. [Thesis, fully internal, Universiteit van Amsterdam].
  • Dzhaparidze, K., Spreij, P. J. C., & van Zanten, J. H. (2000). Some aspects of modeling and statistical inference for financial models. Statistica Neerlandica, 54, 265-292. https://doi.org/10.1111/1467-9574.00141
  • Klein, A. A. B., & Spreij, P. J. C. (2000). On the application of Vandermonde matrices to time series analysis. Korteweg de Vries Institute of Mathematics series: Math Preprints, Publ. 00(18).
  • Spreij, P. J. C., & Dzhaparidze, K. (1999). Statistical Methods for Financial and other Dynamical Stochastic Models. ERCIM News, 38, 9-10.
  • Spreij, P. J. C., & de Vilder, R. G. (1999). Beurskoersen en toeval. Pythagoras, 38, 9-14.
  • Spreij, P. J. C., & de Vilder, R. G. (1999). AEX en DAX. Pythagoras, 38, 13-17.
  • Klein, A., & Spreij, P. (1997). On Fisher's information matrix of an ARMA process. In I. Csiszár, & G. Michaletzky (Eds.), Stochastic Differential and Difference Equations (pp. 273-284). (Progress in Systems and Control Theory; Vol. 23). Birkhäuser. https://doi.org/10.1007/978-1-4612-1980-4_21
  • Klein, A. A. B., & Spreij, P. J. C. (1996). On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices. Linear Algebra and Its Applications, 237/238, 579-590. https://doi.org/10.1016/0024-3795(95)00552-8
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