O. Stramer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bayesian inference for Heston-STAR models Statistics and Computing	2017-03-28	Paper
Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach Bayesian Analysis	2016-02-08	Paper
Stability of partially implicit Langevin schemes and their MCMC variants Methodology and Computing in Applied Probability	2012-06-20	Paper
Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes Methodology and Computing in Applied Probability	2008-03-11	Paper
Langevin diffusions and Metropolis-Hastings algorithms Methodology and Computing in Applied Probability	2003-08-06	Paper
On inference for threshold autoregressive models. Test	2003-05-18	Paper
On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm Biometrika	2002-05-23	Paper
Langevin-type models. I: Diffusions with given stationary distributions and their discretizations Methodology and Computing in Applied Probability	2000-11-01	Paper
Langevin-type models II: Self-targeting candidates for MCMC algorithms Methodology and Computing in Applied Probability	2000-10-17	Paper
The local linearization scheme for nonlinear diffusion models with discontinuous coefficients Statistics & Probability Letters	2000-07-02	Paper
scientific article; zbMATH DE number 932632 (Why is no real title available?)	1999-02-22	Paper
Continuous-time threshold AR(1) processes Advances in Applied Probability	1997-02-24	Paper
scientific article; zbMATH DE number 934443 (Why is no real title available?)	1997-02-17	Paper
scientific article; zbMATH DE number 1052809 (Why is no real title available?)	1997-01-01	Paper
ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES Journal of Time Series Analysis	1996-11-06	Paper
On the approximation of continuous time threshold ARMA processes Annals of the Institute of Statistical Mathematics	1995-10-18	Paper
Characterizations of natural exponential families with power variance functions by zero regression properties Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1987-01-01	Paper

Research outcomes over time

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