An on-line parameter estimation algorithm for counting process observations. - Peter Spreij (IEEE Trans. Inf. Theory, 1986)

4Approximate realization of hidden Markov chains. - Lorenzo Finesso; Peter Spreij (ITW, 2002)

Some Results on Vandermonde Matrices with an Application to Time Series Analysis. - André Klein; Peter Spreij (SIAM J. Matrix Anal. Appl., 2003)

Recursive Solution of Certain Structured Linear Systems. - André Klein; Peter Spreij (SIAM J. Matrix Anal. Appl., 2007)

Approximation of stationary processes by hidden Markov models. - Lorenzo Finesso; Angela Grassi; Peter Spreij (Math. Control. Signals Syst., 2010)

Sample-Path Large Deviations in Credit Risk. - Vincent J. G. Leijdekker; M. R. H. Mandjes; Peter Spreij (J. Appl. Math., 2011)

Estimation of a multivariate stochastic volatility density by kernel deconvolution. - Bert Van Es; Peter Spreij (J. Multivar. Anal., 2011)

Approximation of Nonnegative Systems by Finite Impulse Response Convolutions. - Lorenzo Finesso; Peter Spreij (IEEE Trans. Inf. Theory, 2015)

Approximation of nonnegative systems by moving averages of fixed order. - Lorenzo Finesso; Peter Spreij (Autom., 2019)

Dynamic Erdős-Rényi Graphs. - Michel Mandjes; Nicos J. Starreveld; René Bekker; Peter Spreij (Computing and Software Science, 2019)

Querying User Preferences in Automated Negotiation. - Adel Magra; Tim Baarslag; Peter Spreij (ICA, 2023)

The Inverse Problem of Positive Autoconvolution. - Lorenzo Finesso; Peter Spreij (IEEE Trans. Inf. Theory, 2023)

A dimension reduction approach for loss valuation in credit risk modelling. - Jian He; Asma Khedher; Peter Spreij (CoRR, 2024)

Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation. - Lorenzo Finesso; Peter Spreij (J. Comput. Appl. Math., 2024)

Proxying credit curves via Wasserstein distances. - Matteo Michielon; Asma Khedher; Peter Spreij (Ann. Oper. Res., 2024)