70 citations · 474 across the 46 of their papers we have counts for
Showing 2010Show all
3 papers · 1 filter
math.ST2010★ 12 cited
Deconvolution for an atomic distribution: rates of convergence
Shota Gugushvili, Bert van Es, Peter Spreij
Let be i.i.d.\ copies of a random variable where and and are independent and have the same distribution as and respecti…
math.PR2010★ 1 cited
Affine diffusions with non-canonical state space
Peter Spreij, Enno Veerman
Multidimensional affine diffusions have been studied in detail for the case of a canonical state space. We present results for general state spaces and provide a complete character…
math.PR2010★ 14 cited
The affine transform formula for affine jump-diffusions with a general closed convex state space
Peter Spreij, Enno Veerman
We establish existence of exponential moments and the validity of the affine transform formula for affine jump-diffusions with a general closed convex state space. This extends kno…