| An analytic approach to credit risk of large corporate bond and loan portfolios A Lucas, P Klaassen, P Spreij, S Straetmans Journal of Banking & Finance 25 (9), 1635-1664, 2001 | 186 | 2001 |
| Nonnegative matrix factorization and I-divergence alternating minimization L Finesso, P Spreij Linear Algebra and its Applications 416 (2-3), 270-287, 2006 | 89 | 2006 |
| A kernel type nonparametric density estimator for decompounding B Van Es, S Gugushvili, P Spreij | 84 | 2007 |
| Nonparametric volatility density estimation B Van Es, P Spreij, H Van Zanten Bernoulli 9 (3), 451-465, 2003 | 44 | 2003 |
| On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices A Klein, P Spreij Linear Algebra and its Applications 237, 579-590, 1996 | 43 | 1996 |
| Approximate nonnegative matrix factorization via alternating minimization L Finesso, P Spreij arXiv preprint math/0402229, 2004 | 41 | 2004 |
| Markov-modulated ornstein–uhlenbeck processes G Huang, HM Jansen, M Mandjes, P Spreij, K De Turck Advances in Applied Probability 48 (1), 235-254, 2016 | 36 | 2016 |
| Evolution in games with a continuous action space M Van Veelen, P Spreij Economic Theory 39, 355-376, 2009 | 36 | 2009 |
| Approximation of stationary processes by hidden Markov models L Finesso, A Grassi, P Spreij Mathematics of control, signals, and systems 22 (1), 1-22, 2010 | 35 | 2010 |
| Nonparametric volatility density estimation for discrete time models B Van Es, P Spreij, H Van Zanten Journal of Nonparametric Statistics 17 (2), 237-249, 2005 | 32 | 2005 |
| On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. Part I: The autoregressive moving average process A Klein, P Spreij Linear Algebra and its Applications 329 (1-3), 9-47, 2001 | 29 | 2001 |
| Tail behaviour of credit loss distributions for general latent factor models A Lucas, P Klaassen, P Spreij, S Straetmans Applied Mathematical Finance 10 (4), 337-357, 2003 | 28 | 2003 |
| Large deviations for Markov-modulated diffusion processes with rapid switching G Huang, M Mandjes, P Spreij Stochastic Processes and their Applications 126 (6), 1785-1818, 2016 | 27 | 2016 |
| Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations S Gugushvili, P Spreij Lithuanian Mathematical Journal 54 (2), 127-141, 2014 | 27 | 2014 |
| On the resultant property of the Fisher information matrix of a vector ARMA process A Klein, G Mélard, P Spreij Linear algebra and its applications 403, 291-313, 2005 | 27 | 2005 |
| Software reliability as an application of martingale & filtering theory G Koch, PJC Spreij IEEE Transactions on Reliability 32 (4), 342-345, 1983 | 26 | 1983 |
| Affine diffusions with non-canonical state space P Spreij, E Veerman Stochastic Analysis and Applications 30 (4), 605-641, 2012 | 22 | 2012 |
| Recursive approximate maximum likelihood estimation for a class of counting process models P Spreij Journal of multivariate analysis 39 (2), 236-245, 1991 | 22 | 1991 |
| Parameter estimation for a specific software reliability model P Spreij IEEE transactions on reliability 34 (4), 323-328, 1985 | 22 | 1985 |
| Deconvolution for an atomic distribution B Van Es, S Gugushvili, P Spreij | 21 | 2008 |
Shota GugushviliWageningen University & Research在 yesdatasolutions.com 的电子邮件经过验证
