The inverse problem of positive autoconvolution von Finesso, Lorenzo, Spreij, Peter

Volltext

Nonparametric Bayesian volatility learning under microstructure noise von Gugushvili, Shota, van der Meulen, Frank, Schauer, Moritz, Spreij, Peter

Volltext

Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation von Finesso, Lorenzo, Spreij, Peter

Volltext

Factor analysis models via I-divergence optimization von Finesso, Lorenzo, Spreij, Peter

Volltext

Approximation of nonnegative systems by moving averages of fixed order von Finesso, Lorenzo, Spreij, Peter

Volltext

Nonnegative matrix factorization and I-divergence alternating minimization von Finesso, Lorenzo, Spreij, Peter

Volltext

Proxying credit curves via Wasserstein distances von Michielon, Matteo, Khedher, Asma, Spreij, Peter

Volltext

DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS von Spreij, Peter, Storm, Jaap

Volltext

Neural network empowered liquidity pricing in a two-price economy under conic finance settings von Michielon, Matteo, Franquinho, Diogo, Gentile, Alessandro, Khedher, Asma, Spreij, Peter

Volltext

Large deviations for Markov-modulated diffusion processes with rapid switching von Huang, Gang, Mandjes, Michel, Spreij, Peter

Volltext

Polynomial approximation of discounted moments von Zhao, Chenyu, van Beek, Misha, Spreij, Peter, Ba, Makhtar

Volltext

Nonparametric Bayesian inference for multidimensional compound Poisson processes von Gugushvili, Shota, Van der Meulen, Frank, Spreij, Peter

Volltext

Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations von Belomestny, Denis, Gugushvili, Shota, Schauer, Moritz, Spreij, Peter

Volltext

FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS von MICHIELON, MATTEO, KHEDHER, ASMA, SPREIJ, PETER

Volltext

A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model von Mandjes, Michel, Spreij, Peter

Volltext

Weak solutions to gamma-driven stochastic differential equations von Belomestny, Denis, Gugushvili, Shota, Schauer, Moritz, Spreij, Peter

Volltext

Approximation of Nonnegative Systems by Finite Impulse Response Convolutions von Finesso, Lorenzo, Spreij, Peter

Volltext

Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations von Gugushvili, Shota, Spreij, Peter

Volltext

An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model von Spreij, Peter, Veerman, Enno, Vlaar, Peter

Volltext

A kernel type nonparametric density estimator for decompounding von van Es, Bert, Gugushvili, Shota, Spreij, Peter

Volltext