196 citations · 225 across the 8 of their papers we have counts for
8 papers
Parameter estimation of a Levy copula of a discretely observed bivariate compound Poisson process with an application to operational risk modelling
J. L. van Velsen
A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is test…
A corrected AIC for the selection of seemingly unrelated regressions models
J. L. van Velsen
A bias correction to Akaike's information criterion (AIC) is derived for seemingly unrelated regressions models. The correction is of particular use when the sample size is not muc…
Modelling recorded crime: a full search for cointegrated models
J. L. van Velsen
A modelgenerator is developed that searches for cointegrated models among a potentially large group of candidate models. The generator employs the first step of the Engle-Granger p…
Entangling ability of a beam splitter in the presence of temporal which-path information
J. L. van Velsen
We calculate the amount of polarization-entanglement induced by two-photon interference at a lossless beam splitter. Entanglement and its witness are quantified respectively by con…
Transition from pure-state to mixed-state entanglement by random scattering
J. L. van Velsen, C. W. J. Beenakker
We calculate the effect of polarization-dependent scattering by disorder on the degree of polarization-entanglement of two beams of radiation. Multi-mode detection converts an init…
Dephasing of entangled electron-hole pairs in a degenerate electron gas
J. L. van Velsen, M. Kindermann, C. W. J. Beenakker
A tunnel barrier in a degenerate electron gas was recently discovered as a source of entangled electron-hole pairs. Here, we investigate the loss of entanglement by dephasing. We c…