The following pages link to Peter Spreij (Q185011):
Displaying 32 items.
- (Q4221332) (← links)
- (Q4251559) (← links)
- The strong law of large numbers for martingales with deterministic quadratic variation (Q4311560) (← links)
- (Q4357569) (← links)
- On optimality of regular projective estimators for semimartingale models III:one step improvements (Q4363290) (← links)
- Some Results on Vandermonde Matrices with an Application to Time Series Analysis (Q4443808) (← links)
- Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
- Tail behaviour of credit loss distributions for general latent factor models (Q4811679) (← links)
- On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators (Q4840933) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357) (← links)
- Nonparametric Methods for Volatility Density Estimation (Q5198564) (← links)
- Factor Analysis and Alternating Minimization (Q5436797) (← links)
- ACCOUNTING NOISE AND THE PRICING OF CoCos (Q5878690) (← links)
- Bayesian wavelet de-noising with the caravan prior (Q5881055) (← links)
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process (Q5935578) (← links)
- On the Markov property of a finite hidden Markov chain (Q5937051) (← links)
- Weak solutions to gamma-driven stochastic differential equations (Q6041362) (← links)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model (Q6088218) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
- The Inverse Problem of Positive Autoconvolution (Q6199218) (← links)
- Limit theorems for reflected Ornstein-Uhlenbeck processes (Q6240783) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q6353892) (← links)
- Synchronous Deautoconvolution of Positive Signals (Q6427529) (← links)
- The affine transform formula for affine jump-diffusions with a general closed convex state space (Q6502774) (← links)
- Proxying credit curves via Wasserstein distances (Q6549633) (← links)
- Limit theorems for reflected Ornstein-Uhlenbeck processes (Q6552779) (← links)
- Synchronous deautoconvolution algorithm for discrete-time positive signals via \(\mathcal{I}\)-divergence approximation (Q6581990) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
- Polynomial approximation of discounted moments (Q6659478) (← links)
