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researcher

P. Spreij

7 papers hereh-index 593 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author5

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • math.ST1
  • q-fin.MF1
  • q-fin.RM1
  • stat.ME1
same name
  • P. Spreij — 46 papers, h 19
  • P. Spreij — 3 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092021
most citedNonparametric Bayesian inference for multidimensional compound Poisson processes

12 citations · 31 across the 7 of their papers we have counts for

collaborators
Showing 2016 · math.PRShow all

1 paper · 2 filters

math.PR2016★ 6 cited

Explicit computations for some Markov modulated counting processes

Michel Mandjes, Peter Spreij

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.