An analytic approach to credit risk of large corporate bond and loan portfolios A Lucas, P Klaassen, P Spreij, S Straetmans Journal of Banking & Finance 25 (9), 1635-1664, 2001 | 168 | 2001 |

Nonnegative matrix factorization and I-divergence alternating minimization L Finesso, P Spreij Linear Algebra and its Applications 416 (2-3), 270-287, 2006 | 80 | 2006 |

A kernel type nonparametric density estimator for decompounding B Van Es, S Gugushvili, P Spreij Bernoulli 13 (3), 672-694, 2007 | 71 | 2007 |

Approximate nonnegative matrix factorization via alternating minimization L Finesso, P Spreij arXiv preprint math/0402229, 2004 | 37 | 2004 |

Nonparametric volatility density estimation B Van Es, P Spreij, H Van Zanten Bernoulli 9 (3), 451-465, 2003 | 37 | 2003 |

On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices A Klein, P Spreij Linear Algebra and its Applications 237, 579-590, 1996 | 35 | 1996 |

Nonparametric volatility density estimation for discrete time models B Van Es, P Spreij, H Van Zanten Journal of Nonparametric Statistics 17 (2), 237-249, 2005 | 32 | 2005 |

Approximation of stationary processes by hidden Markov models L Finesso, A Grassi, P Spreij Mathematics of control, signals, and systems 22 (1), 1-22, 2010 | 31 | 2010 |

Tail behaviour of credit loss distributions for general latent factor models A Lucas, P Klaassen, P Spreij, S Straetmans Applied Mathematical Finance 10 (4), 337-357, 2003 | 27 | 2003 |

Software reliability as an application of martingale & filtering theory G Koch, PJC Spreij IEEE Transactions on Reliability 32 (4), 342-345, 1983 | 26 | 1983 |

On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. Part I: The autoregressive moving average process A Klein, P Spreij Linear Algebra and its Applications 329 (1-3), 9-47, 2001 | 25 | 2001 |

Evolution in games with a continuous action space M Van Veelen, P Spreij Economic Theory 39 (3), 355-376, 2009 | 24 | 2009 |

Deconvolution for an atomic distribution B Van Es, S Gugushvili, P Spreij Electronic Journal of Statistics 2, 265-297, 2008 | 24* | 2008 |

Recursive approximate maximum likelihood estimation for a class of counting process models P Spreij Journal of multivariate analysis 39 (2), 236-245, 1991 | 22 | 1991 |

Parameter estimation for a specific software reliability model P Spreij IEEE transactions on reliability 34 (4), 323-328, 1985 | 22 | 1985 |

Affine diffusions with non-canonical state space P Spreij, E Veerman Stochastic Analysis and Applications 30 (4), 605-641, 2012 | 21 | 2012 |

On the resultant property of the Fisher information matrix of a vector ARMA process A Klein, G Mélard, P Spreij Linear algebra and its applications 403, 291-313, 2005 | 21 | 2005 |

Markov-modulated ornstein–uhlenbeck processes G Huang, HM Jansen, M Mandjes, P Spreij, K De Turck Advances in Applied Probability 48 (1), 235-254, 2016 | 18 | 2016 |

Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations S Gugushvili, P Spreij Lithuanian Mathematical Journal 54 (2), 127-141, 2014 | 17 | 2014 |

Nonparametric Bayesian inference for multidimensional compound Poisson processes S Gugushvili, F van der Meulen, P Spreij arXiv preprint arXiv:1412.7739, 2014 | 16 | 2014 |