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van der Meulen, Frank Henri

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Author ID: van-der-meulen.frank-h Recent zbMATH articles by "van der Meulen, Frank Henri"
Published as: van der Meulen, F. H.; van der Meulen, Frank; van der Meulen, Frank H.
Homepage: http://dutiosb.twi.tudelft.nl/~meulen/
External Links: MGP · ORCID · ResearchGate · dblp
Documents Indexed: 15 Publications since 2005

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 120 times in 91 Documents Cited by Year
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
45
2005
Parametric estimation for subordinators and induced OU processes. Zbl 1164.62372
Jongbloed, Geurt; van der Meulen, Frank H.
16
2006
Convergence rates of posterior distributions for Brownian semimartingale models. Zbl 1142.62057
van der Meulen, F. H.; van der Vaart, A. W.; van Zanten, J. H.
13
2006
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions. Zbl 1259.62070
van der Meulen, Frank; van Zanten, Harry
10
2013
Guided proposals for simulating multi-dimensional diffusion bridges. Zbl 1415.65022
Schauer, Moritz; van der Meulen, Frank; van Zanten, Harry
9
2017
Reversible jump MCMC for nonparametric drift estimation for diffusion processes. Zbl 06975411
van der Meulen, Frank; Schauer, Moritz; van Zanten, Harry
8
2014
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals. Zbl 1378.62050
van der Meulen, Frank; Schauer, Moritz
5
2017
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
Estimating a concave distribution function from data corrupted with additive noise. Zbl 1162.62029
Jongbloed, Geurt; van der Meulen, Frank H.
5
2009
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2
2018
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes. Zbl 1152.62409
Vermaat, M. B.; van der Meulen, F. H.; Does, R. J. M. M.
2
2008
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2
2018
Guided proposals for simulating multi-dimensional diffusion bridges. Zbl 1415.65022
Schauer, Moritz; van der Meulen, Frank; van Zanten, Harry
9
2017
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals. Zbl 1378.62050
van der Meulen, Frank; Schauer, Moritz
5
2017
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
Reversible jump MCMC for nonparametric drift estimation for diffusion processes. Zbl 06975411
van der Meulen, Frank; Schauer, Moritz; van Zanten, Harry
8
2014
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions. Zbl 1259.62070
van der Meulen, Frank; van Zanten, Harry
10
2013
Estimating a concave distribution function from data corrupted with additive noise. Zbl 1162.62029
Jongbloed, Geurt; van der Meulen, Frank H.
5
2009
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes. Zbl 1152.62409
Vermaat, M. B.; van der Meulen, F. H.; Does, R. J. M. M.
2
2008
Parametric estimation for subordinators and induced OU processes. Zbl 1164.62372
Jongbloed, Geurt; van der Meulen, Frank H.
16
2006
Convergence rates of posterior distributions for Brownian semimartingale models. Zbl 1142.62057
van der Meulen, F. H.; van der Vaart, A. W.; van Zanten, J. H.
13
2006
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1084.62080
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W.
45
2005
all top 5

Cited by 131 Authors

7 Zhang, Xinsheng
6 van der Meulen, Frank Henri
6 van Zanten, Harry
5 Leonenko, Nikolai N.
5 Masuda, Hiroki
5 Nickl, Richard
4 Comte, Fabienne
4 Genon-Catalot, Valentine
4 Gugushvili, Shota
4 Jongbloed, Geurt
4 Zhang, Shibin
3 Golightly, Andrew
3 Kawai, Reiichiro
3 Reiß, Markus
3 Schauer, Moritz
3 Söhl, Jakob
3 Spreij, Peter
3 Trabs, Mathias
2 Belomestny, Denis
2 de Jonge, René
2 Duval, Céline
2 Fasen, Vicky
2 Groeneboom, Piet
2 Kurisu, Daisuke
2 Mai, Hilmar
2 Sherlock, Chris
2 Sikorskii, Alla
2 Sun, Shuguang
2 Taufer, Emanuele
2 Van der Vaart, Adrianus Willem
2 van Waaij, Jan
2 van Zanten, J. H.
1 Abdelrazeq, Ibrahim
1 Abraham, Kweku
1 Antoniano-Villalobos, Isadora
1 Arnaudon, Alexis
1 Azencott, Robert
1 Bartolucci, Francesco
1 Bayer, Christian
1 Bec, Mélina
1 Bee, Marco
1 Belitser, Eduard
1 Bercu, Bernard
1 Bierkens, Joris
1 Bingham, Nicholas Hugh
1 Borggaard, Jeff T.
1 Boys, Richard J.
1 Brockwell, Peter J.
1 Buchmann, Boris
1 Busababodhin, Piyapatr
1 Christensen, Kim
1 Clairon, Quentin
1 Coca, Alberto J.
1 Cotter, Simon L.
1 Dalal, Siddhartha R.
1 Del Moral, Pierre
1 Donauer, Stefanie
1 Friel, Nial
1 Fuchs, Florian
1 Ghosal, Subhashis
1 Glatt-Holtz, Nathan E.
1 Grahovac, Danijel
1 Guntuboyina, Adityanand
1 Han, Bing
1 Hegland, Markus
1 Holm, Darryl D.
1 Hu, Jianqiang
1 Ilhe, Paul
1 Ivanoff, B. Gail
1 Jenkins, Paul A.
1 Kappus, Johanna
1 Karcher, Wolfgang
1 Kato, Kengo
1 Koskela, Jere
1 Krometis, Justin
1 Kulik, Rafał
1 Lacour, Claire
1 Lin, Zhengyan
1 Liu, Chi-Shuan
1 Lopes, Sílvia R. C.
1 Medino, Ary V.
1 Meister, Alexander
1 Moulines, Eric
1 Murray, Lawrence M.
1 Neumann, Michael H.
1 Nishiyama, Yoichi
1 Pandolfi, Silvia
1 Panov, Vladimir A.
1 Pânzar, Laura
1 Petherick, S.
1 Proïa, Frédéric
1 Qin, Likuan
1 Ray, Kolyan
1 Ren, Peng
1 Roberts, Gareth O.
1 Roth, Stefan
1 Roueff, François
1 Sakhno, Lyudmyla Mykhaĭlivna
1 Samson, Adeline
1 Savy, Nicolas
...and 31 more Authors
all top 5

Cited in 45 Serials

9 Electronic Journal of Statistics
6 The Annals of Statistics
6 Bernoulli
5 Stochastic Processes and their Applications
5 Statistical Inference for Stochastic Processes
4 Statistics & Probability Letters
4 Computational Statistics and Data Analysis
3 Annals of the Institute of Statistical Mathematics
3 Journal of Statistical Planning and Inference
3 Communications in Statistics. Theory and Methods
2 Advances in Applied Probability
2 Journal of Statistical Physics
2 Journal of Econometrics
2 Probability Theory and Related Fields
2 Statistical Science
2 Science in China. Series A
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Statistics and Computing
1 Lithuanian Mathematical Journal
1 Mathematical Biosciences
1 Metrika
1 Scandinavian Journal of Statistics
1 Journal of Functional Analysis
1 Journal of Time Series Analysis
1 Stochastic Analysis and Applications
1 Journal of Theoretical Probability
1 Journal of Integral Equations and Applications
1 The Annals of Applied Probability
1 Discrete Event Dynamic Systems
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Theory of Probability and Mathematical Statistics
1 Mathematical Methods of Statistics
1 Monte Carlo Methods and Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Applied Statistics
1 Journal of the European Mathematical Society (JEMS)
1 Lobachevskii Journal of Mathematics
1 Brazilian Journal of Probability and Statistics
1 Foundations of Computational Mathematics
1 Statistical Applications in Genetics and Molecular Biology
1 Advances in Difference Equations
1 Science China. Mathematics
1 Sankhyā. Series A
1 SIAM/ASA Journal on Uncertainty Quantification

Citations by Year