- Semiparametric lag dependent functions (2013),
Authors: Erik Lindström
- Independent Spike Models: Estimation and Validation (2012),
Authors: Fredrik Regland, Erik Lindström
- A regularized bridge sampler for sparsely sampled diffusions (2012),
Authors: Erik Lindström
- Model uncertainty, Model selection and Option Valuation (2012),
Authors: Erik Lindström, Johan Strålfors
- Inference for Non-linear Diffusions and Jump-Diffusions: A Monte Carlo EM approach (2012),
Authors: Erik Lindström
- Modeling extreme dependence between European electricity markets (2012),
Authors: Erik Lindström, Fredrik Regland
- A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations (2012),
Authors: Erik Lindström
- Efficient Iterated Filtering (2012),
Authors: Erik Lindström, Edward Ionides, Jan Frydendall, Henrik Madsen
- Modeling spike and drops dependence in european electricity markets (2011),
Authors: Erik Lindström, Fredrik Regland
- Likelihood Inference in Jump Diffusion driven SDE's (2010),
Authors: Hellquist Olof, Erik Lindström, Jonas Ströjby