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Results: 105
Number of items: 105
  • 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
  • Finesso, L., Grassi, A., & Spreij, P. (2008). Approximation of the I-divergence between stationary and hidden Markov processes. In Proceedings of the 2008 International Workshop on Applied Probability (IWAP 2008) Université de Technologie de Compiègne. http://staff.science.uva.nl/~spreij/hmmIWAP2008.pdf
  • Open Access
    Gugushvili, S. (2008). Nonparametric inference for partially observed Levy processes. [Thesis, fully internal, Universiteit van Amsterdam]. Thomas Stieltjes Institute.
  • Open Access
    van Es, B., Gugushvili, S., & Spreij, P. (2008). Deconvolution for an atomic distribution. Electronic Journal of Statistics, 2, 265-297. https://doi.org/10.1214/07-EJS121
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