The following pages link to Peter Spreij (Q185011):
Displayed 50 items.
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Factor analysis models via I-divergence optimization (Q316720) (← links)
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- Transformed statistical distance measures and the Fisher information matrix (Q426061) (← links)
- A representation result for finite Markov chains (Q449931) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Approximation of stationary processes by hidden Markov models (Q661013) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Self-exciting counting process systems with finite state space (Q915264) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- Evolution in games with a continuous action space (Q1014320) (← links)
- Recursive approximate maximum likelihood estimation for a class of counting process models (Q1182759) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- On hidden Markov chains and finite stochastic systems. (Q1423261) (← links)
- Nonparametric volatility density estimation (Q1433460) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- On the solution of Stein's equation and Fisher's information matrix of an ARMAX process (Q1763819) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices (Q1914329) (← links)
- A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297) (← links)
- Dynamic Erdős-Rényi graphs (Q2075768) (← links)
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
- Nonparametric Bayesian inference for Gamma-type Lévy subordinators (Q2272588) (← links)
- Approximation of nonnegative systems by moving averages of fixed order (Q2280796) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- On correlation calculus for multivariate martingales (Q2368169) (← links)
- Deconvolution for an atomic distribution (Q2426835) (← links)
- Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781) (← links)
- A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
- On the resultant property of the Fisher information matrix of a vector ARMA process (Q2484496) (← links)
- Nonnegative matrix factorization and I-divergence alternating minimization (Q2494663) (← links)
- The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process (Q2497248) (← links)
- An explicit expression for the Fisher information matrix of a multiple time series process (Q2497951) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818) (← links)
- (Q2889436) (← links)
- (Q2889439) (← links)
- An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229) (← links)
- Approximation of Nonnegative Systems by Finite Impulse Response Convolutions (Q2977349) (← links)
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
- Deconvolution for an atomic distribution: rates of convergence (Q3106439) (← links)
- On optimality of regular projective estimators in semimartingale models (Q3141166) (← links)
- Minimality and reductibility of conditionally poisson systems with finite state space (Q3197075) (← links)
- Recursive Solution of Certain Structured Linear Systems (Q3537444) (← links)
- Recursive parameter estimation for counting processes with linear intensity (Q3704773) (← links)
- An on-line parameter estimation algorithm for counting process observations (Corresp.) (Q3709706) (← links)
- Parameter Estimation for a Specific Software Reliability Model (Q3749995) (← links)