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Results: 105
Number of items: 105
  • Finesso, L., & Spreij, P. J. C. (2007). Factor Analysis and Alternating Minimization. Lecture Notes in Control and Information Sciences, 364, 85-96. http://springerlink.com/content/62u82773126078t5/?p=3bcfa6b2b5ef40a79c9f8bede65c4eee&pi=7
  • van Es, A. J., Gugushvili, S., & Spreij, P. J. C. (2007). A kernel type nonparametric density estimator for decompounding. Bernoulli, 13(3), 672-694. https://doi.org/10.3150/07-BEJ6091
  • Open Access
    Klein, A. A. B., & Spreij, P. J. C. (2007). Recursive solution of certain structured linear systems. SIAM Journal on Matrix Analysis and Applications, 29(4), 1191-1217. https://doi.org/10.1137/060656115
  • Klein, A., & Spreij, P. (2006). The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process. Linear Algebra and Its Applications, 416(1), 160-174. https://doi.org/10.1016/j.laa.2006.02.016
  • Klein, A. A. B., & Spreij, P. J. C. (2006). An explicit expression for the Fisher information matrix of a multiple time series process. Linear Algebra and Its Applications, 417(1), 140-149. https://doi.org/10.1016/j.laa.2005.04.024
  • Finesso, L., & Spreij, P. J. C. (2006). Nonnegative Matrix Factorization and I-Divergence Alternating Minimization. Linear Algebra and Its Applications, 416(2-3), 270-287. https://doi.org/10.1016/j.laa.2005.11.012
  • van Es, A. J., Spreij, P. J. C., & van Zanten, J. H. (2005). Nonparametric volatility density estimation for discrete time models. Journal of Nonparametric Statistics, 17(2), 237-251. https://doi.org/10.1080/1048525042000267752
  • Finesso, L., & Spreij, P. J. C. (2004). Approximate nonnegative matrix factorization via alternating minimization. In Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems (pp. -).
  • Open Access
    Klein, A., Mélard, G., & Spreij, P. (2004). On the resultant property of the Fisher information matrix of a vector ARMA process. (UvA Econometrics Discussion Paper; No. 2004/13). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/483fulltext.pdf
  • Open Access
    Klein, A., & Spreij, P. (2004). On the solution of Stein's equation and Fisher information matrix of an ARMAX process. (UvA Econometrics Discussion Paper; No. 2004/11). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/481fulltext.pdf
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