Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter Weak solutions to gamma-driven stochastic differential equations. (English) Zbl 07689514 Indag. Math., New Ser. 34, No. 4, 820-829 (2023). MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Indag. Math., New Ser. 34, No. 4, 820--829 (2023; Zbl 07689514) Full Text: DOI arXiv
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations. (English) Zbl 07594055 Bernoulli 28, No. 4, 2151-2180 (2022). MSC: 62Gxx 60Gxx 62Fxx PDFBibTeX XMLCite \textit{D. Belomestny} et al., Bernoulli 28, No. 4, 2151--2180 (2022; Zbl 07594055) Full Text: DOI arXiv Link
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter A non-parametric Bayesian approach to decompounding from high frequency data. (English) Zbl 1395.62079 Stat. Inference Stoch. Process. 21, No. 1, 53-79 (2018). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62G07 62F15 62G20 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Stat. Inference Stoch. Process. 21, No. 1, 53--79 (2018; Zbl 1395.62079) Full Text: DOI arXiv
Gugushvili, Shota Nonparametric inference for discretely sampled Lévy processes. (English. French summary) Zbl 1235.62121 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 1, 282-307 (2012). MSC: 62M09 62G07 60G51 62M05 PDFBibTeX XMLCite \textit{S. Gugushvili}, Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 1, 282--307 (2012; Zbl 1235.62121) Full Text: DOI arXiv Euclid
Gugushvili, Shota Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. (English) Zbl 1158.62023 J. Nonparametric Stat. 21, No. 3, 321-343 (2009). MSC: 62G05 62M05 62G20 62G07 PDFBibTeX XMLCite \textit{S. Gugushvili}, J. Nonparametric Stat. 21, No. 3, 321--343 (2009; Zbl 1158.62023) Full Text: DOI arXiv