The following pages link to Shota Gugushvili (Q340750):
Displaying 23 items.
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Weak convergence of the supremum distance for supersmooth kernel deconvolution (Q956369) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- Bayesian linear inverse problems in regularity scales (Q2227478) (← links)
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
- Nonparametric Bayesian inference for Gamma-type Lévy subordinators (Q2272588) (← links)
- Bayesian inverse problems with partial observations (Q2317094) (← links)
- Deconvolution for an atomic distribution (Q2426835) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance (Q2510921) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818) (← links)
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229) (← links)
- Deconvolution for an atomic distribution: rates of convergence (Q3106439) (← links)
- Decompounding discrete distributions: A nonparametric Bayesian approach (Q5118466) (← links)
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357) (← links)
- Bayesian wavelet de-noising with the caravan prior (Q5881055) (← links)
- Weak solutions to gamma-driven stochastic differential equations (Q6041362) (← links)
- Application of one‐step method to parameter estimation in ODE models (Q6089166) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)