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## Gugushvili, Shota

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 Author ID: 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
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#### Co-Authors

 3 single-authored 11 Spreij, Peter 5 van Es, Bert 4 van der Meulen, Frank Henri 3 Van der Vaart, Adrianus Willem 2 Klaassen, Chris A. J. 2 Schauer, Moritz 2 Yan, Dong 1 Belomestny, Denis 1 Mariucci, Ester
all top 5

#### Serials

 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Bernoulli 2 Journal of Nonparametric Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Lithuanian Mathematical Journal 1 Mathematical Biosciences 1 Scandinavian Journal of Statistics 1 Statistics & Probability Letters 1 Georgian Mathematical Journal 1 Statistical Inference for Stochastic Processes 1 Brazilian Journal of Probability and Statistics 1 Communications in Mathematical Sciences 1 Journal of the Korean Statistical Society 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Electronic Journal of Statistics 1 Modern Stochastics. Theory and Applications 1 Transactions of A. Razmadze Mathematical Institute
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#### Fields

 19 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX)

#### 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
2007
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. Zbl 1158.62023
Gugushvili, Shota
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.
2012
Nonparametric inference for discretely sampled Lévy processes. Zbl 1235.62121
Gugushvili, Shota
2012
Deconvolution for an atomic distribution. Zbl 1135.62029
Van Es, Bert; Gugushvili, Shota; Spreij, Peter
2008
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Zbl 1307.62094
Gugushvili, Shota; Spreij, Peter
2014
Weak convergence of the supremum distance for supersmooth kernel deconvolution. Zbl 1317.62031
van Es, Bert; Gugushvili, Shota
2008
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2015
Deconvolution for an atomic distribution: rates of convergence. Zbl 1230.62041
Gugushvili, Shota; van Es, Bert; Spreij, Peter
2011
Bayesian inverse problems with partial observations. Zbl 1422.62139
Gugushvili, Shota; van der Vaart, Aad W.; Yan, Dong
2018
Parametric inference for stochastic differential equations: a smooth and match approach. Zbl 1277.62195
Gugushvili, Shota; Spreij, Peter
2012
Dynamic programming and mean-variance hedging in discrete time. Zbl 1107.91335
Gugushvili, S.
2003
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. Zbl 1305.62192
Gugushvili, Shota; Spreij, Peter
2014
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2018
Nonparametric Bayesian inference for Gamma-type Lévy subordinators. Zbl 1427.62020
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
2019
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Zbl 1293.62088
van Es, Bert; Gugushvili, Shota
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
2016
Nonparametric Bayesian inference for Gamma-type Lévy subordinators. Zbl 1427.62020
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter
2019
Bayesian inverse problems with partial observations. Zbl 1422.62139
Gugushvili, Shota; van der Vaart, Aad W.; Yan, Dong
2018
A non-parametric Bayesian approach to decompounding from high frequency data. Zbl 1395.62079
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
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
2016
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
2015
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Zbl 1307.62094
Gugushvili, Shota; Spreij, Peter
2014
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. Zbl 1305.62192
Gugushvili, Shota; Spreij, Peter
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.
2012
Nonparametric inference for discretely sampled Lévy processes. Zbl 1235.62121
Gugushvili, Shota
2012
Parametric inference for stochastic differential equations: a smooth and match approach. Zbl 1277.62195
Gugushvili, Shota; Spreij, Peter
2012
Deconvolution for an atomic distribution: rates of convergence. Zbl 1230.62041
Gugushvili, Shota; van Es, Bert; Spreij, Peter
2011
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Zbl 1293.62088
van Es, Bert; Gugushvili, Shota
2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. Zbl 1158.62023
Gugushvili, Shota
2009
Deconvolution for an atomic distribution. Zbl 1135.62029
Van Es, Bert; Gugushvili, Shota; Spreij, Peter
2008
Weak convergence of the supremum distance for supersmooth kernel deconvolution. Zbl 1317.62031
van Es, Bert; Gugushvili, Shota
2008
A kernel type nonparametric density estimator for decompounding. Zbl 1129.62030
van Es, Bert; Gugushvili, Shota; Spreij, Peter
2007
Dynamic programming and mean-variance hedging in discrete time. Zbl 1107.91335
Gugushvili, S.
2003
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#### 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
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#### 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
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#### Cited in 17 Fields

 90 Statistics (62-XX) 50 Probability theory and stochastic processes (60-XX) 16 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Ordinary differential equations (34-XX) 5 Biology and other natural sciences (92-XX) 4 Systems theory; control (93-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX)