Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 108
Number of items: 108
  • Gugushvili, S., & Spreij, P. (2016). Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation. ESAIM-Probability and Statistics, 20, 143-153. https://doi.org/10.1051/ps/2016008
  • Mandjes, M., & Spreij, P. (2016). Explicit Computations for Some Markov Modulated Counting Processes. In J. Kallsen, & A. Papapantoleon (Eds.), Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (pp. 63-89). (Springer Proceedings in Mathematics & Statistics; Vol. 189). Springer. https://doi.org/10.1007/978-3-319-45875-5_3
  • Open Access
    Finesso, L., & Spreij, P. (2016). Factor analysis models via I-divergence optimization. Psychometrika, 81(3), 702-726. https://doi.org/10.1007/s11336-015-9486-5
  • Finesso, L., & Spreij, P. (2015). Approximation of Nonnegative Systems by Finite Impulse Response Convolutions. IEEE Transactions on Information Theory, 61(8), 4399-4409. https://doi.org/10.1109/TIT.2015.2443786
  • Open Access
    Gugushvili, S., van der Meulen, F., & Spreij, P. (2015). Nonparametric Bayesian inference for multidimensional compound Poisson processes. Modern Stochastics : Theory and Applications, 2(1), 1-15. https://doi.org/10.15559/15-VMSTA20
  • Open Access
    Huang, G. (2015). Limit theorems for Markov-modulated and reflected diffusion processes. [Thesis, fully internal, Universiteit van Amsterdam].
  • Huang, G., Mandjes, M., & Spreij, P. (2014). Limit theorems for reflected Ornstein-Uhlenbeck processes. Statistica Neerlandica, 68(1), 25-42. https://doi.org/10.1111/stan.12021
  • Huang, G., Mandjes, M., & Spreij, P. (2014). Weak convergence of Markov-modulated diffusion processes with rapid switching. Statistics & Probability Letters, 86, 74-79. https://doi.org/10.1016/j.spl.2013.12.013
  • Gugushvili, S., & Spreij, P. (2014). Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Lithuanian Mathematical Journal, 54(2), 127-141. https://doi.org/10.1007/s10986-014-9232-1
  • Klein, A., & Spreij, P. (2014). A block Hankel generalized confluent Vandermonde matrix. Linear Algebra and Its Applications, 455, 32-72. https://doi.org/10.1016/j.laa.2014.05.002
Page 5 of 11