Search results
Results: 105
Number of items: 105
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Spreij, P., & Storm, J. (2020). Diffusion Limits for a Markov Modulated Binomial Counting Process. Probability in the Engineering and Informational Sciences, 34(2), 235-257. https://doi.org/10.1017/S0269964818000578
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Gugushvili, S., van der Meulen, F., Schauer, M., & Spreij, P. (2020). Nonparametric bayesian estimation of a hölder continuous diffusion coefficient. Brazilian Journal of Probability and Statistics, 34(3), 537-559. https://doi.org/10.48550/arXiv.1706.07449, https://doi.org/10.1214/19-BJPS433 -
Gugushvili, S., van der Meulen, F., Schauer, M., & Spreij, P. (2020). Fast and scalable non-parametric Bayesian inference for Poisson point processes. Researchers.One. https://researchers.one/articles/19.06.00001
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van Beek, M., Mandjes, M., Spreij, P., & Winands, E. (2020). Regime switching affine processes with applications to finance. Finance and Stochastics, 24(2), 309-333. https://doi.org/10.1007/s00780-020-00419-2
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Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2020). Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment. Methodology and Computing in Applied Probability, 22(3), 927-948. https://doi.org/10.1007/s11009-019-09742-4
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Delsing, G. A., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2019). An optimization approach to adaptive multi-dimensional capital management. Insurance: Mathematics and Economics, 84, 87-97. https://doi.org/10.1016/j.insmatheco.2018.10.001
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Finesso, L., & Spreij, P. (2019). Approximation of nonnegative systems by moving averages of fixed order. Automatica, 107, 1-8. https://doi.org/10.1016/j.automatica.2019.05.007
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Belomestny, D., Gugushvili, S., Schauer, M., & Spreij, P. (2019). Nonparametric Bayesian inference for Gamma-type Lévy subordinators. Communications in Mathematical Sciences, 17(3), 781-816. https://doi.org/10.48550/arXiv.1804.11267, https://doi.org/10.4310/CMS.2019.v17.n3.a8
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Gugushvili, S., van der Meulen, F., Schauer, M., & Spreij, P. (2019). Bayesian wavelet de-noising with the caravan prior. ESAIM - Probability and Statistics, 23, 947-978. https://doi.org/10.1051/ps/2019019
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