Peter Spreij

According to our database, Peter Spreij authored at least 15 papers between 1986 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Proxying credit curves via Wasserstein distances.

Matteo Michielon, Asma Khedher, Peter Spreij

Ann. Oper. Res., May, 2024

Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation.

Lorenzo Finesso, Peter Spreij

J. Comput. Appl. Math., 2024

A dimension reduction approach for loss valuation in credit risk modelling.

Jian He, Asma Khedher, Peter Spreij

CoRR, 2024

2023

The Inverse Problem of Positive Autoconvolution.

Lorenzo Finesso, Peter Spreij

IEEE Trans. Inf. Theory, June, 2023

Querying User Preferences in Automated Negotiation.

Adel Magra, Tim Baarslag, Peter Spreij

Proceedings of the IEEE International Conference on Agents, 2023

2019

Dynamic Erdős-Rényi Graphs.

Michel Mandjes, Nicos J. Starreveld, René Bekker, Peter Spreij

Proceedings of the Computing and Software Science - State of the Art and Perspectives, 2019

Approximation of nonnegative systems by moving averages of fixed order.

Lorenzo Finesso, Peter Spreij

Autom., 2019

2015

Approximation of Nonnegative Systems by Finite Impulse Response Convolutions.

Lorenzo Finesso, Peter Spreij

IEEE Trans. Inf. Theory, 2015

2011

Estimation of a multivariate stochastic volatility density by kernel deconvolution.

Bert Van Es, Peter Spreij

J. Multivar. Anal., 2011

Sample-Path Large Deviations in Credit Risk.

Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij

J. Appl. Math., 2011

2010

Approximation of stationary processes by hidden Markov models.

Lorenzo Finesso, Angela Grassi, Peter Spreij

Math. Control. Signals Syst., 2010

2007

Recursive Solution of Certain Structured Linear Systems.

André Klein, Peter Spreij

SIAM J. Matrix Anal. Appl., 2007

2003

Some Results on Vandermonde Matrices with an Application to Time Series Analysis.

André Klein, Peter Spreij

SIAM J. Matrix Anal. Appl., 2003

2002

4Approximate realization of hidden Markov chains.

Lorenzo Finesso, Peter Spreij

Proceedings of the 2002 IEEE Information Theory Workshop, 2002

1986

An on-line parameter estimation algorithm for counting process observations.

Peter Spreij

IEEE Trans. Inf. Theory, 1986