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Peter Spreij
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2020 – today
- 2024
- [j11]Matteo Michielon, Asma Khedher, Peter Spreij:
Proxying credit curves via Wasserstein distances. Ann. Oper. Res. 336(1-2): 1351-1367 (2024) - [j10]Lorenzo Finesso, Peter Spreij:
Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation. J. Comput. Appl. Math. 451: 116025 (2024) - [i1]Jian He, Asma Khedher, Peter Spreij:
A dimension reduction approach for loss valuation in credit risk modelling. CoRR abs/2401.00085 (2024) - 2023
- [j9]Lorenzo Finesso, Peter Spreij:
The Inverse Problem of Positive Autoconvolution. IEEE Trans. Inf. Theory 69(6): 4081-4092 (2023) - [c2]Adel Magra, Tim Baarslag, Peter Spreij:
Querying User Preferences in Automated Negotiation. ICA 2023: 71-76
2010 – 2019
- 2019
- [j8]Lorenzo Finesso, Peter Spreij:
Approximation of nonnegative systems by moving averages of fixed order. Autom. 107: 1-8 (2019) - [p1]Michel Mandjes, Nicos J. Starreveld, René Bekker, Peter Spreij:
Dynamic Erdős-Rényi Graphs. Computing and Software Science 2019: 123-140 - 2015
- [j7]Lorenzo Finesso, Peter Spreij:
Approximation of Nonnegative Systems by Finite Impulse Response Convolutions. IEEE Trans. Inf. Theory 61(8): 4399-4409 (2015) - 2011
- [j6]Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij:
Sample-Path Large Deviations in Credit Risk. J. Appl. Math. 2011: 354171:1-354171:28 (2011) - [j5]Bert Van Es, Peter Spreij:
Estimation of a multivariate stochastic volatility density by kernel deconvolution. J. Multivar. Anal. 102(3): 683-697 (2011) - 2010
- [j4]Lorenzo Finesso, Angela Grassi, Peter Spreij:
Approximation of stationary processes by hidden Markov models. Math. Control. Signals Syst. 22(1): 1-22 (2010)
2000 – 2009
- 2007
- [j3]André Klein, Peter Spreij:
Recursive Solution of Certain Structured Linear Systems. SIAM J. Matrix Anal. Appl. 29(4): 1191-1217 (2007) - 2003
- [j2]André Klein, Peter Spreij:
Some Results on Vandermonde Matrices with an Application to Time Series Analysis. SIAM J. Matrix Anal. Appl. 25(1): 213-223 (2003) - 2002
- [c1]Lorenzo Finesso, Peter Spreij:
4Approximate realization of hidden Markov chains. ITW 2002: 90-93
1980 – 1989
- 1986
- [j1]Peter Spreij:
An on-line parameter estimation algorithm for counting process observations. IEEE Trans. Inf. Theory 32(2): 300-303 (1986)
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