Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 105
Number of items: 105
  • Open Access
    Boshuizen, F., & Spreij, P. (2002). Rekenen aan hypotheken. Nieuw Archief voor Wiskunde, 5/3(1), 42-48. http://www.nieuwarchief.nl/serie5/toonnummer.php?deel=03&nummer=1&taal=0
  • Open Access
    Klein, A. A. B., & Spreij, P. (2002). Some results on Vandermonde matrices with an application to time series analysis. (UvA Econometrics Discussion Paper; No. 2002/03). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/462fulltext.pdf
  • Klein, A., & Spreij, P. (2001). On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. Part I: The autoregressive moving average process. Linear Algebra and Its Applications, 329(1-3), 9-47. https://doi.org/10.1016/S0024-3795(01)00231-2
  • Boshuizen, F., & Spreij, P. J. C. (2001). Risicomanagement in financiële instellingen. STAtOR, 2(2), 22-25.
  • Spreij, P. J. C. (2001). On the Markov property of a finite hidden Markov chain. Statistics & Probability Letters, 52, 279-288. https://doi.org/10.1016/S0167-7152(00)00216-9
  • Lucas, A., Klaassen, P., & Spreij, P. J. C. (2001). An analytic approach to credit risk of large corporate bond and loan portfolios. Journal of Banking & Finance, 25, 1635-1664. https://doi.org/10.1016/S0378-4266(00)00147-3
  • Open Access
    Spreij, P. J. C. (2001). On hidden Markov chains and finite stochastic systems. s.n.
  • Open Access
    van Zanten, J. H. (2001). Martingales and diffusions, limit theory and statistical inference. [Thesis, fully internal, Universiteit van Amsterdam].
  • Dzhaparidze, K., Spreij, P. J. C., & van Zanten, J. H. (2000). Some aspects of modeling and statistical inference for financial models. Statistica Neerlandica, 54, 265-292. https://doi.org/10.1111/1467-9574.00141
  • Klein, A. A. B., & Spreij, P. J. C. (2000). On the application of Vandermonde matrices to time series analysis. Korteweg de Vries Institute of Mathematics series: Math Preprints, Publ. 00(18).
Page 10 of 11