Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 108
Number of items: 108
  • van Es, B., Spreij, P., & van Zanten, H. (2011). Nonparametric methods for volatility density estimation. In G. di Nunno, & B. Øksendal (Eds.), Advanced Mathematical Methods for Finance (pp. 293-312). (Springer for Research & Development). Springer. http://rd.springer.com/chapter/10.1007/978-3-642-18412-3_11
  • Open Access
    Leijdekker, V. J. G., Mandjes, M. R. H., & Spreij, P. J. C. (2011). Sample-path large deviations in credit risk. Journal of applied mathematics, 2011. https://doi.org/10.1155/2011/354171
  • Open Access
    Veerman, E. (2011). Affine Markov processes on a general state space. [Thesis, fully internal, Universiteit van Amsterdam]. Uitgeverij BOXPress.
  • Klein, A., & Spreij, P. (2010). Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes. Linear Algebra and Its Applications, 432(8), 1975-1989. https://doi.org/10.1016/j.laa.2009.06.027
  • Finesso, L., Grassi, A., & Spreij, P. (2010). Two-step nonnegative matrix factorization algorithm for the approximate realization of hidden Markov models. In A. Edelmayer (Ed.), Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010), Budapest, Hungary (pp. 369-374). Eötvös Loránd University. http://arxiv.org/abs/1007.3435
  • Gugushvili, S., Klaassen, C., & Spreij, P. (2010). Editorial introduction. Statistica Neerlandica, 64(3), 255-256. https://doi.org/10.1111/j.1467-9574.2010.00459.x
  • Open Access
    Finesso, L., Grassi, A., & Spreij, P. (2010). Approximation of stationary processes by hidden Markov models. Mathematics of control, signals, and systems, 22(1), 1-22. https://doi.org/10.1007/s00498-010-0050-7
  • Open Access
    Leijdekker, V. J. G. (2010). Modeling credit risk and credit derivatives. [Thesis, fully internal, Universiteit van Amsterdam].
  • Klein, A., & Spreij, P. (2009). Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices. Linear Algebra and Its Applications, 430(2-3), 674-691. https://doi.org/10.1016/j.laa.2008.09.019
  • Open Access
    van Veelen, M., & Spreij, P. (2009). Evolution in games with a continuous action space. Economic Theory, 39(3), 355-376. https://doi.org/10.1007/s00199-008-0338-8
Page 7 of 11