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Results: 105
Number of items: 105
  • 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].
  • 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
  • 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
  • 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
  • Open Access
    van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2014). Markov switching affine processes and applications to pricing. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, W. Schoutens, S. Vanduffel, & D. Vyncke (Eds.), Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance: February 6-7, 2014 (pp. 97-102). Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten. http://www.afmathconf.ugent.be/FormerEditions/Proceedings2014.pdf
  • Open Access
    Gugushvili, S., & Spreij, P. (2014). Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. ESAIM-Probability and Statistics, 18, 332-341. https://doi.org/10.1051/ps/2013039
  • Open Access
    Gruntjes, P. A. G. J. M. (2013). Essays on mathematical and computational finance: With a view towards applied probability. [Thesis, externally prepared, Universiteit van Amsterdam].
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