Edit Profile (opens in new tab) Stramer, Osnat Co-Author Distance Author ID: stramer.osnat Published as: Stramer, O.; Stramer, Osnat Documents Indexed: 18 Publications since 1987 Co-Authors: 9 Co-Authors with 15 Joint Publications 316 Co-Co-Authors all top 5 Co-Authors 2 single-authored 6 Tweedie, Richard Lewis 3 Brockwell, Peter J. 3 Roberts, Gareth O. 2 Bognar, Matthew Allyn 1 Bar-Lev, Shaul K. 1 Casella, Bruno 1 Lin, Yu-Jau 1 Shen, Xiaoyu 1 Yan, Jun all top 5 Serials 5 Methodology and Computing in Applied Probability 2 Statistica Sinica 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Biometrika 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Probability Theory and Related Fields 1 Stochastic Processes and their Applications 1 Test 1 Statistics and Computing 1 Bayesian Analysis Fields 15 Probability theory and stochastic processes (60-XX) 10 Statistics (62-XX) 6 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 290 times in 236 Documents Cited by ▼ Year ▼ On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm. Zbl 0985.62066 Roberts, G. O.; Stramer, O. 95 2001 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003 Roberts, G. O.; Stramer, O. 61 2002 Langevin-type models. I: Diffusions with given stationary distributions and their discretizations. Zbl 0947.60071 Stramer, O.; Tweedie, R. L. 24 1999 Langevin-type models II: Self-targeting candidates for MCMC algorithms. Zbl 0946.60063 Stramer, O.; Tweedie, R. L. 23 1999 Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients. Zbl 0934.60052 Chan, K. S.; Stramer, O. 19 1998 Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach. Zbl 1330.60092 Stramer, Osnat; Bognar, Matthew 13 2011 Existence and stability of weak solutions to stochastic differential equations with non-smooth coefficients. Zbl 1091.60508 Stramer, O.; Tweedie, R. L. 12 1997 Characterizations of natural exponential families with power variance functions by zero regression properties. Zbl 0614.62009 Bar-Lev, Shaul K.; Stramer, Osnat 7 1987 The local linearization scheme for nonlinear diffusion models with discontinuous coefficients. Zbl 0979.60055 Stramer, O. 6 1999 Existence and stability of continuous time threshold ARMA processes. Zbl 0906.62094 Stramer, O.; Tweedie, R. L.; Brockwell, P. J. 6 1996 Stability and instability of continuous-time Markov processes. Zbl 0856.60070 Stramer, O.; Tweedie, R. L. 6 1994 Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes. Zbl 1134.60369 Stramer, Osnat; Yan, Jun 6 2007 Continuous-time threshold AR(1) processes. Zbl 0857.60078 Stramer, O.; Brockwell, P. J.; Tweedie, R. L. 5 1996 On the approximation of continuous time threshold ARMA processes. Zbl 0822.62070 Brockwell, P. J.; Stramer, O. 3 1995 Stability of partially implicit Langevin schemes and their MCMC variants. Zbl 1248.60080 Casella, Bruno; Roberts, Gareth; Stramer, Osnat 2 2011 Bayesian inference for Heston-STAR models. Zbl 1505.62388 Stramer, Osnat; Shen, Xiaoyu; Bognar, Matthew 1 2017 On the approximation of moments for continuous time threshold ARMA processes. Zbl 0849.62053 Stramer, O. 1 1996 Bayesian inference for Heston-STAR models. Zbl 1505.62388 Stramer, Osnat; Shen, Xiaoyu; Bognar, Matthew 1 2017 Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach. Zbl 1330.60092 Stramer, Osnat; Bognar, Matthew 13 2011 Stability of partially implicit Langevin schemes and their MCMC variants. Zbl 1248.60080 Casella, Bruno; Roberts, Gareth; Stramer, Osnat 2 2011 Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes. Zbl 1134.60369 Stramer, Osnat; Yan, Jun 6 2007 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003 Roberts, G. O.; Stramer, O. 61 2002 On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm. Zbl 0985.62066 Roberts, G. O.; Stramer, O. 95 2001 Langevin-type models. I: Diffusions with given stationary distributions and their discretizations. Zbl 0947.60071 Stramer, O.; Tweedie, R. L. 24 1999 Langevin-type models II: Self-targeting candidates for MCMC algorithms. Zbl 0946.60063 Stramer, O.; Tweedie, R. L. 23 1999 The local linearization scheme for nonlinear diffusion models with discontinuous coefficients. Zbl 0979.60055 Stramer, O. 6 1999 Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients. Zbl 0934.60052 Chan, K. S.; Stramer, O. 19 1998 Existence and stability of weak solutions to stochastic differential equations with non-smooth coefficients. Zbl 1091.60508 Stramer, O.; Tweedie, R. L. 12 1997 Existence and stability of continuous time threshold ARMA processes. Zbl 0906.62094 Stramer, O.; Tweedie, R. L.; Brockwell, P. J. 6 1996 Continuous-time threshold AR(1) processes. Zbl 0857.60078 Stramer, O.; Brockwell, P. J.; Tweedie, R. L. 5 1996 On the approximation of moments for continuous time threshold ARMA processes. Zbl 0849.62053 Stramer, O. 1 1996 On the approximation of continuous time threshold ARMA processes. Zbl 0822.62070 Brockwell, P. J.; Stramer, O. 3 1995 Stability and instability of continuous-time Markov processes. Zbl 0856.60070 Stramer, O.; Tweedie, R. L. 6 1994 Characterizations of natural exponential families with power variance functions by zero regression properties. Zbl 0614.62009 Bar-Lev, Shaul K.; Stramer, Osnat 7 1987 all cited Publications top 5 cited Publications all top 5 Cited by 425 Authors 20 Roberts, Gareth O. 7 Beskos, Alexandros 7 Golightly, Andrew 7 van der Meulen, Frank Henri 6 Papaspiliopoulos, Omiros 6 Sandrić, Nikola 6 Schauer, Moritz 6 Stramer, Osnat 6 Stuart, Andrew M. 5 Girolami, Mark A. 5 Sherlock, Chris 4 Fearnhead, Paul 4 Fort, Gersende 4 Jasra, Ajay 4 Jimenez, Juan Carlos 4 Kohn, Robert J. 4 Taguchi, Dai 3 Bierkens, Joris 3 Biscay, Rolando J. 3 Dalalyan, Arnak S. 3 Dellaportas, Petros 3 Jenkins, Paul A. 3 Kalogeropoulos, Konstantinos 3 Marzouk, Youssef M. 3 Moulines, Eric 3 Ngo, Hoang-Long 3 Opper, Manfred 3 Samson, Adeline 3 van Zanten, Harry 3 Wilkinson, Darren James 2 Arapostathis, Aristotle 2 Bar-Lev, Shaul K. 2 Bartlett, Peter L. 2 Benabdallah, Mohsine 2 Bladt, Mogens 2 Boukai, Benzion 2 Carbonell, Felix 2 Chan, Kung-Sik 2 Chatterji, Niladri S. 2 Chouzenoux, Emilie 2 Chow, Sy-Miin 2 Cohen, Joel E. 2 Cornford, Dan 2 Cui, Tiangang 2 Dang, Khue-Dung 2 Ding, Zhiyan 2 Ditlevsen, Susanne 2 Doucet, Arnaud 2 Duncan, Andrew B. 2 El Maroufy, Hamid 2 Elvira, Víctor 2 Gunawan, David 2 Haario, Heikki 2 Hiderah, Kamal 2 Karagulyan, Avetik G. 2 Selland Kleppe, Tore 2 Kohatsu-Higa, Arturo 2 Lejay, Antoine 2 Li, Qin 2 Lowe, Tom E. 2 Lu, Zhaohua 2 Ma, Yian 2 Mardones, H. A. 2 Masuda, Hiroki 2 Mbalawata, Isambi Sailon 2 Mider, Marcin 2 Mira, Antonietta 2 Mora, Carlos M. 2 Pang, Guodong 2 Papamarkou, Theodore 2 Pereyra, Marcelo 2 Podolskij, Mark 2 Pollock, Murray 2 Przybyłowicz, Paweł 2 Quiroz, Matias 2 Rosenthal, Jeffrey S. 2 Ruzayqat, Hamza M. 2 Sarkar, Jyotirmoy 2 Särkkä, Simo 2 Schneider, Paul J. 2 Sorensen, Michael 2 Su, Fei 2 Tang, Wenpin 2 Tran, Minh Ngoc 2 Yasuda, Kazuhiro 2 Yoshida, Nakahiro 1 Afkham, Babak Maboudi 1 Akyildiz, Ömer Deniz 1 Alexopoulos, Angelos 1 Alghamdi, Amal Mohammed A 1 Allassonnière, Stéphanie 1 Alquier, Pierre 1 Amorino, Chiara 1 Angelikopoulos, Panagiotis 1 Arampatzis, Georgios 1 Archambeau, Cédric 1 Arenz, Oleg 1 Arnaudon, Alexis 1 Asmussen, Søren 1 Atchadé, Yves F. ...and 325 more Authors all top 5 Cited in 102 Serials 15 Statistics and Computing 14 Computational Statistics and Data Analysis 11 Bernoulli 10 Stochastic Processes and their Applications 7 The Annals of Applied Probability 6 Journal of Computational Physics 6 The Annals of Statistics 6 Journal of Computational and Applied Mathematics 6 Methodology and Computing in Applied Probability 5 Journal of the American Statistical Association 5 Journal of Econometrics 5 Statistics & Probability Letters 4 Scandinavian Journal of Statistics 4 Statistical Science 4 Computational Statistics 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Journal of Machine Learning Research (JMLR) 4 Journal of Computational and Graphical Statistics 4 Bayesian Analysis 3 Biometrics 3 Journal of Statistical Planning and Inference 3 Journal of Statistical Computation and Simulation 3 Monte Carlo Methods and Applications 3 The Annals of Applied Statistics 3 SIAM/ASA Journal on Uncertainty Quantification 3 Foundations of Data Science 2 Journal of the Franklin Institute 2 Journal of Statistical Physics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Time Series Analysis 2 SIAM Journal on Scientific Computing 2 Mathematical Methods of Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Applied Statistics 2 Electronic Journal of Statistics 2 SIAM Journal on Imaging Sciences 1 Advances in Applied Probability 1 The Canadian Journal of Statistics 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Mathematical Biosciences 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Psychometrika 1 Mathematics of Computation 1 Bulletin of Mathematical Biology 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Computer and System Sciences 1 Operations Research 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Theoretical Population Biology 1 Physica D 1 Applied Numerical Mathematics 1 Sequential Analysis 1 Journal of Theoretical Probability 1 Queueing Systems 1 Machine Learning 1 Neural Computation 1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Theory of Probability and Mathematical Statistics 1 Applied and Computational Harmonic Analysis 1 Lifetime Data Analysis 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 International Journal of Theoretical and Applied Finance 1 Journal of Integer Sequences 1 LMS Journal of Computation and Mathematics 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Stochastic Models 1 Entropy 1 Stochastics and Dynamics 1 SIAM Journal on Applied Dynamical Systems 1 Statistical Applications in Genetics and Molecular Biology 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 Journal of Statistical Mechanics: Theory and Experiment 1 Stochastics 1 Inverse Problems in Science and Engineering 1 Journal of the Korean Statistical Society 1 Journal of Biological Dynamics 1 SIAM Journal on Financial Mathematics 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Annalen der Physik 1 Stochastic Systems 1 Modern Stochastics. Theory and Applications 1 Journal of the Japan Statistical Society. Japanese Issue 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences ...and 2 more Serials all top 5 Cited in 24 Fields 148 Statistics (62-XX) 137 Probability theory and stochastic processes (60-XX) 114 Numerical analysis (65-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Biology and other natural sciences (92-XX) 10 Computer science (68-XX) 8 Ordinary differential equations (34-XX) 8 Operations research, mathematical programming (90-XX) 7 Partial differential equations (35-XX) 7 Systems theory; control (93-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Information and communication theory, circuits (94-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Approximations and expansions (41-XX) 4 Geophysics (86-XX) 2 History and biography (01-XX) 2 Quantum theory (81-XX) 1 Number theory (11-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year