Osnat Stramer

Available identifiers

Publication	Date of Publication	Type
Bayesian inference for Heston-STAR models	2017-03-28	Paper
Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach	2016-02-08	Paper
Stability of partially implicit Langevin schemes and their MCMC variants	2012-06-20	Paper
Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes	2008-03-11	Paper
Langevin diffusions and Metropolis-Hastings algorithms	2003-08-06	Paper
On inference for threshold autoregressive models.	2003-05-18	Paper
On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm	2002-05-23	Paper
Langevin-type models. I: Diffusions with given stationary distributions and their discretizations	2000-11-01	Paper
Langevin-type models II: Self-targeting candidates for MCMC algorithms	2000-10-17	Paper
The local linearization scheme for nonlinear diffusion models with discontinuous coefficients	2000-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q4894941	1999-02-22	Paper
Continuous-time threshold AR(1) processes	1997-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4895140	1997-02-17	Paper
https://portal.mardi4nfdi.de/entity/Q4351047	1997-01-01	Paper
ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES	1996-11-06	Paper
On the approximation of continuous time threshold ARMA processes	1995-10-18	Paper
Characterizations of natural exponential families with power variance functions by zero regression properties	1987-01-01	Paper

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