Peter Spreij
- Finance top 2%
- Statistics and Probability top 2%
- Artificial Intelligence top 10%
- Management Science and Operations Research top 5%
- Economics and Econometrics top 10%
- Co-authors
- André KleinLorenzo FinessoBert van EsAndré LucasStefan StraetmansPieter KlaassenMichel MandjesMatthijs van Veelen
- Topics
- Stochastic processes and financial applications (25 papers)Statistical Methods and Inference (19 papers)Bayesian Methods and Mixture Models (15 papers)
- Journals
- SHILAP Revista de lepidopterologíaIEEE Transactions on Information TheoryJournal of Banking & Finance
- Partner nations
- NetherlandsItalyRussia
In The Last Decade
Peter Spreij
68 papers receiving 531 citations
Peers
Comparison fields: 5 of 73
- Finance 256
- Statistics and Probability 146
- Artificial Intelligence 124
- Management Science and Operations Research 97
- Economics and Econometrics 97
Countries citing papers authored by Peter Spreij
This map shows the geographic impact of Peter Spreij's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Spreij with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Spreij more than expected).
Fields of papers citing papers by Peter Spreij
This network shows the impact of papers produced by Peter Spreij. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Spreij. The network helps show where Peter Spreij may publish in the future.
Co-authorship network of co-authors of Peter Spreij
This figure shows the co-authorship network connecting the top 25 collaborators of Peter Spreij. A scholar is included among the top collaborators of Peter Spreij based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Spreij. Peter Spreij is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 11 | |
| 3 | 1 | |
| 4 | 3 | |
| 5 | 2 | |
| 6 | The affine transform formula for affine diffusions with convex state space | 1 |
| 7 | 3 | |
| 8 | 3 | |
| 9 | 11 | |
| 10 | 13 | |
| 11 | 7 | |
| 12 | 7 | |
| 13 | 14 | |
| 14 | 25 | |
| 15 | 4 | |
| 16 | 14 | |
| 17 | On second order optimality of regular projective estimators: Part I | 1 |
| 18 | 1 | |
| 19 | On SLLN for martingales with deterministic quadratic variation | 3 |
| 20 | Recursive approximate maximum likelihood estimation for a class of counting process models | 1 |
About Peter Spreij
Peter Spreij is a scholar working on Statistics and Probability, Finance and Management Science and Operations Research, having authored 79 papers that have together received 584 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (25 papers), Statistical Methods and Inference (19 papers) and Bayesian Methods and Mixture Models (15 papers). The work is most often cited by research in Finance (256 citations), Statistics and Probability (146 citations) and Computational Mathematics (10 citations). Peter Spreij has collaborated with scholars based in Netherlands, Italy and Russia. Frequent co-authors include André Klein, Lorenzo Finesso, Bert van Es, André Lucas, Stefan Straetmans, Pieter Klaassen, Michel Mandjes, Matthijs van Veelen, Harry van Zanten and Gang Huang. Their work appears in journals such as SHILAP Revista de lepidopterología, IEEE Transactions on Information Theory and Journal of Banking & Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.