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Gugushvili, Shota

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Author ID: gugushvili.shota Recent zbMATH articles by "Gugushvili, Shota"
Published as: Gugushvili, Shota; Gugushvili, S.
Homepage: https://gugushvili.github.io
External Links: MGP · ORCID · arXiv · ResearchGate
Documents Indexed: 21 Publications since 2003

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 141 times in 101 Documents Cited by Year
A kernel type nonparametric density estimator for decompounding. Zbl 1129.62030
van Es, Bert; Gugushvili, Shota; Spreij, Peter
35
2007
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. Zbl 1158.62023
Gugushvili, Shota
21
2009
\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing. Zbl 1257.49033
Gugushvili, Shota; Klaassen, Chris A. J.
20
2012
Nonparametric inference for discretely sampled Lévy processes. Zbl 1235.62121
Gugushvili, Shota
16
2012
Deconvolution for an atomic distribution. Zbl 1135.62029
Van Es, Bert; Gugushvili, Shota; Spreij, Peter
9
2008
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Zbl 1307.62094
Gugushvili, Shota; Spreij, Peter
7
2014
Weak convergence of the supremum distance for supersmooth kernel deconvolution. Zbl 1317.62031
van Es, Bert; Gugushvili, Shota
5
2008
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
Deconvolution for an atomic distribution: rates of convergence. Zbl 1230.62041
Gugushvili, Shota; van Es, Bert; Spreij, Peter
4
2011
Bayesian inverse problems with partial observations. Zbl 1422.62139
Gugushvili, Shota; van der Vaart, Aad W.; Yan, Dong
4
2018
Parametric inference for stochastic differential equations: a smooth and match approach. Zbl 1277.62195
Gugushvili, Shota; Spreij, Peter
4
2012
Dynamic programming and mean-variance hedging in discrete time. Zbl 1107.91335
Gugushvili, S.
3
2003
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. Zbl 1305.62192
Gugushvili, Shota; Spreij, Peter
3
2014
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2
2018
Nonparametric Bayesian inference for Gamma-type Lévy subordinators. Zbl 1427.62020
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
1
2019
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Zbl 1293.62088
van Es, Bert; Gugushvili, Shota
1
2010
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation. Zbl 1357.62200
Gugushvili, Shota; Spreij, Peter
1
2016
Nonparametric Bayesian inference for Gamma-type Lévy subordinators. Zbl 1427.62020
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
1
2019
Bayesian inverse problems with partial observations. Zbl 1422.62139
Gugushvili, Shota; van der Vaart, Aad W.; Yan, Dong
4
2018
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2
2018
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation. Zbl 1357.62200
Gugushvili, Shota; Spreij, Peter
1
2016
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Zbl 1307.62094
Gugushvili, Shota; Spreij, Peter
7
2014
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. Zbl 1305.62192
Gugushvili, Shota; Spreij, Peter
3
2014
\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing. Zbl 1257.49033
Gugushvili, Shota; Klaassen, Chris A. J.
20
2012
Nonparametric inference for discretely sampled Lévy processes. Zbl 1235.62121
Gugushvili, Shota
16
2012
Parametric inference for stochastic differential equations: a smooth and match approach. Zbl 1277.62195
Gugushvili, Shota; Spreij, Peter
4
2012
Deconvolution for an atomic distribution: rates of convergence. Zbl 1230.62041
Gugushvili, Shota; van Es, Bert; Spreij, Peter
4
2011
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Zbl 1293.62088
van Es, Bert; Gugushvili, Shota
1
2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. Zbl 1158.62023
Gugushvili, Shota
21
2009
Deconvolution for an atomic distribution. Zbl 1135.62029
Van Es, Bert; Gugushvili, Shota; Spreij, Peter
9
2008
Weak convergence of the supremum distance for supersmooth kernel deconvolution. Zbl 1317.62031
van Es, Bert; Gugushvili, Shota
5
2008
A kernel type nonparametric density estimator for decompounding. Zbl 1129.62030
van Es, Bert; Gugushvili, Shota; Spreij, Peter
35
2007
Dynamic programming and mean-variance hedging in discrete time. Zbl 1107.91335
Gugushvili, S.
3
2003
all top 5

Cited by 144 Authors

11 Gugushvili, Shota
8 Duval, Céline
8 Spreij, Peter
5 Clairon, Quentin
5 Dattner, Itai
4 Brunel, Nicolas J-B.
4 Comte, Fabienne
4 Kappus, Johanna
4 Nickl, Richard
4 Reiß, Markus
4 Söhl, Jakob
4 van Es, Bert
3 Genon-Catalot, Valentine
3 Kato, Kengo
3 van der Meulen, Frank Henri
3 Voit, Eberhard Otto
3 Zhou, Jie
2 Belomestny, Denis
2 Cui, Hengjian
2 Ghosal, Subhashis
2 Hall, Peter Gavin
2 Hu, Tao
2 Kurisu, Daisuke
2 Lee, Mihee
2 Marron, James Stephen
2 Matsumoto, Koichi
2 Meister, Alexander
2 Qiu, Yanping
2 Roth, Stefan
2 Sasaki, Yuya
2 Shen, Haipeng
2 Trabs, Mathias
2 Vujačić, Ivan
2 Zhang, Zhimin
1 Abraham, Kweku
1 Al-Sharadqah, Ali
1 Amorino, Chiara
1 Arridge, Simon R.
1 Aurzada, Frank
1 Bansal, Naveen K.
1 Bardet, Jean-Marc
1 Bec, Mélina
1 Bhaumik, Prithwish
1 Bøgsted, Martin
1 Borggaard, Jeff T.
1 Boxma, Onno Johan
1 Burch, Christina
1 Caruana, Mark Anthony
1 Chen, Lihong
1 Chesneau, Christophe
1 Coca, Alberto J.
1 Costa, Manon
1 d’Alché-Buc, Florence
1 Denis, Christophe
1 Dion-Blanc, Charlotte
1 Dunlop, Matthew M.
1 Feng, Hailin
1 Gadat, Sébastien
1 Giordano, Matteo
1 Glatt-Holtz, Nathan E.
1 Gloter, Arnaud
1 Gomes-Gonçalves, Erika
1 Gonnord, Pauline
1 González, Javier Miranda
1 Guo, Guang
1 Gzyl, Henryk
1 Han, Lu
1 Helin, Tapio
1 Hoffmann, Marc R.
1 Huckemann, Stephan F.
1 Ilhe, Paul
1 Jeanblanc, Monique
1 Jenkins, Paul A.
1 Karcher, Wolfgang
1 Kekkonen, Hanne
1 Kim, Peter T.
1 Klaassen, Chris A. J.
1 Klüppelberg, Claudia
1 Konakov, Valentin
1 Koo, Ja-Yong
1 Koskela, Jere
1 Krometis, Justin
1 Lacour, Claire
1 Liang, Baosheng
1 Lindo, Alexey
1 Liu, Aiyi
1 Liu, Chaolin
1 Liu, Sanyang
1 Maadooliat, Mehdi
1 Maass, Peter
1 Mandjes, Michel Robertus Hendrikus
1 Mania, Michael
1 Mariucci, Ester
1 Mayoral, Silvia
1 Mcgoff, Kevin
1 Mojirsheibani, Majid
1 Moulines, Eric
1 Mukherjee, Sayan
1 Munk, Axel
1 Neumann, Michael H.
...and 44 more Authors
all top 5

Cited in 48 Serials

11 Electronic Journal of Statistics
8 Bernoulli
6 Statistics & Probability Letters
5 The Annals of Statistics
5 Stochastic Processes and their Applications
5 Journal of Nonparametric Statistics
4 Journal of Statistical Planning and Inference
4 Statistical Inference for Stochastic Processes
3 Journal of the Korean Statistical Society
2 Mathematical Biosciences
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Journal of Econometrics
2 Insurance Mathematics & Economics
2 Probability Theory and Related Fields
2 The Annals of Applied Probability
2 Mathematical Methods of Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Statistics and Computing
2 Modern Stochastics. Theory and Applications
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Metrika
1 Annals of the Institute of Statistical Mathematics
1 Biometrics
1 Journal of Functional Analysis
1 Journal of Multivariate Analysis
1 Journal of Time Series Analysis
1 Statistics
1 Communications in Statistics. Theory and Methods
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Statistical Papers
1 Complexity
1 Extremes
1 Acta Mathematica Sinica. English Series
1 Methodology and Computing in Applied Probability
1 Brazilian Journal of Probability and Statistics
1 Journal of Systems Science and Complexity
1 Statistical Applications in Genetics and Molecular Biology
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Acta Numerica
1 Statistics Surveys
1 Sankhyā. Series A
1 Sankhyā. Series B
1 ISRN Biomathematics
1 SIAM/ASA Journal on Uncertainty Quantification
1 SMAI Journal of Computational Mathematics

Citations by Year