Osnat Stramer
Affiliations: | University of Iowa, Iowa City, IA |
Area:
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"Osnat Stramer"
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Publications
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| Stramer O, Shen X, Bognar M. (2016) Bayesian inference for Heston-STAR models Statistics and Computing. 1-18 |
| Papaspiliopoulos O, Roberts GO, Stramer O. (2013) Data augmentation for diffusions Journal of Computational and Graphical Statistics. 22: 665-688 |
| Stramer O, Bognary M. (2011) Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach Bayesian Analysis. 6: 231-258 |
| Casella B, Roberts G, Stramer O. (2011) Stability of Partially Implicit Langevin Schemes and Their MCMC Variants Methodology and Computing in Applied Probability. 13: 835-854 |
| Stramer O, Bognar M, Schneider P. (2009) Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions Journal of Financial Econometrics. 8: 450-480 |
| Stramer O, Yan J. (2007) On simulated likelihood of discretely observed diffusion processes and comparison to closed-form approximation Journal of Computational and Graphical Statistics. 16: 672-691 |
| Stramer O, Roberts GO. (2007) On bayesian analysis of nonlinear continuous-time autoregression models Journal of Time Series Analysis. 28: 744-762 |
| Stramer O, Yan J. (2007) Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes Methodology and Computing in Applied Probability. 9: 483-496 |
| Stramer O, Lin YJ. (2002) On inference for threshold autoregressive models Test. 11: 55-71 |
| Roberts GO, Stramer O. (2001) On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm Biometrika. 88: 603-621 |