Details about Shota Gugushvili

Access statistics for papers by Shota Gugushvili.

Last updated 2020-05-17. Update your information in the RePEc Author Service.

Short-id: pgu633

Working Papers

2024

1. Nonparametric Bayesian volatility learning under microstructure noise
   Papers, arXiv.org

2019

2. Nonparametric Bayesian volatility estimation
   Papers, arXiv.org View citations (2)

Journal Articles

2020

1. Decompounding discrete distributions: A nonparametric Bayesian approach
   Scandinavian Journal of Statistics, 2020, 47, (2), 464-492

2018

2. A non-parametric Bayesian approach to decompounding from high frequency data
   Statistical Inference for Stochastic Processes, 2018, 21, (1), 53-79 View citations (5)
3. Application of one†step method to parameter estimation in ODE models
   Statistica Neerlandica, 2018, 72, (2), 126-156

2011

4. Deconvolution for an atomic distribution: rates of convergence
   Journal of Nonparametric Statistics, 2011, 23, (4), 1003-1029 View citations (1)

2010

5. Editorial introduction
   Statistica Neerlandica, 2010, 64, (3), 255-256

2009

6. Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
   Journal of Nonparametric Statistics, 2009, 21, (3), 321-343 View citations (19)

2008

7. Weak convergence of the supremum distance for supersmooth kernel deconvolution
   Statistics & Probability Letters, 2008, 78, (17), 2932-2938 View citations (11)