O. Stramer

发表

Langevin Diffusions and Metropolis-Hastings Algorithms

G. Roberts, O. Stramer, 2002 .

On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm

G. Roberts, O. Stramer, 2001 .

Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes

O. Stramer, Jun Yan, 2007 .

Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach

O. Stramer, Ia Matthew Bognar, 2011 .

Data Augmentation for Diffusions

G. Roberts, O. Papaspiliopoulos, O. Stramer, 2013 .

On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation

O. Stramer, Jun Yan, 2007 .

On the approximation of continuous time threshold ARMA processes

O. Stramer, P. Brockwell, P. J. Brockwell, 1995 .

Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients

Kung-Sik Chan, Kung-Sik Chan, O. Stramer, 1998 .

On inference for threshold autoregressive models

O. Stramer, Yu-Jau Lin, 2002 .

ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES

O. Stramer, 1996 .

Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms*

R. Tweedie, O. Stramer, 1999 .

Bayesian inference for Heston-STAR models

Matthew A. Bognar, O. Stramer, Xiaoyu Shen, 2016, Statistics and Computing.

Index of authors, volume 68, 2006

O. Stramer, Kai Yu, S. Pasquali, 2006 .

The local linearization scheme for nonlinear diffusion models with discontinuous coefficients

O. Stramer, O. Stramer, 1999 .

Continuous-time threshold AR(1) processes

R. Tweedie, O. Stramer, P. Brockwell, 1996, Advances in Applied Probability.

EXISTENCE AND STABILITY OF CONTINUOUS TIME THRESHOLD ARMA PROCESSES

R. L. Tweedie, Peter J. Brockwell, R. Tweedie, 1996 .

Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations*

R. Tweedie, O. Stramer, R. L. Tweedie, 1999 .

EXISTENCE AND STABILITY OF WEAK SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-SMOOTH COEFFICIENTS

R. Tweedie, O. Stramer, 1997 .

Bayesian inference for Heston-STAR models

Xiaoyu Shen, Matthew A. Bognar, Osnat Stramer, 2017, Stat. Comput..

Characterizations of natural exponential families with power variance functions by zero regression properties

Shaul K. Bar-Lev, Osnat Stramer, O. Stramer, 1987 .

Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions

Paul Schneider, Matthew A. Bognar, Osnat Stramer, 2010 .

Stability of Partially Implicit Langevin Schemes and Their MCMC Variants

Gareth O. Roberts, Bruno Casella, Osnat Stramer, 2011 .

Tempered Langevin diffusions and algorithms

G. Roberts, O. Stramer, 2002 .