Peter Spreij

15 papers B 1Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
A dimension reduction approach for loss valuation in credit risk modelling.
CoRR
Jian He, Asma Khedher, Peter Spreij
2024 J jnl
Proxying credit curves via Wasserstein distances.
Ann. Oper. Res.
Matteo Michielon, Asma Khedher, Peter Spreij
2024 J jnl
Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation.
J. Comput. Appl. Math.
Lorenzo Finesso, Peter Spreij
2023 — conf
Querying User Preferences in Automated Negotiation.
ICA
Adel Magra, Tim Baarslag, Peter Spreij
2023 J jnl
The Inverse Problem of Positive Autoconvolution.
IEEE Trans. Inf. Theory
Lorenzo Finesso, Peter Spreij
2019 J jnl
Approximation of nonnegative systems by moving averages of fixed order.
Autom.
Lorenzo Finesso, Peter Spreij
2019 — ch.
Dynamic Erdős-Rényi Graphs.
Computing and Software Science
Michel Mandjes, Nicos J. Starreveld, René Bekker, Peter Spreij
2015 J jnl
Approximation of Nonnegative Systems by Finite Impulse Response Convolutions.
IEEE Trans. Inf. Theory
Lorenzo Finesso, Peter Spreij
2011 J jnl
Estimation of a multivariate stochastic volatility density by kernel deconvolution.
J. Multivar. Anal.
Bert Van Es, Peter Spreij
2011 J jnl
Sample-Path Large Deviations in Credit Risk.
J. Appl. Math.
Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij
2010 J jnl
Approximation of stationary processes by hidden Markov models.
Math. Control. Signals Syst.
Lorenzo Finesso, Angela Grassi, Peter Spreij
2007 J jnl
Recursive Solution of Certain Structured Linear Systems.
SIAM J. Matrix Anal. Appl.
André Klein, Peter Spreij
2003 J jnl
Some Results on Vandermonde Matrices with an Application to Time Series Analysis.
SIAM J. Matrix Anal. Appl.
André Klein, Peter Spreij
2002 B conf
4Approximate realization of hidden Markov chains.
ITW
Lorenzo Finesso, Peter Spreij
1986 J jnl
An on-line parameter estimation algorithm for counting process observations.
IEEE Trans. Inf. Theory
Peter Spreij