Gugushvili, Shota
90  results:
Search for persons X
?
4

Nonparametric Bayesian volatility learning under microstruc..:

Gugushvili, Shota ; van der Meulen, Frank ; Schauer, Moritz.
Japanese Journal of Statistics and Data Science.  6 (2022)  1 - p. 551-571 , 2022
 
?
5

Nonparametric Bayesian estimation of a Hölder continuous di..:

Gugushvili, Shota ; van der Meulen, Frank ; Schauer, Moritz.
Brazilian Journal of Probability and Statistics.  34 (2020)  3 - p. 537-579 , 2020
 
?
6

Nonparametric Bayesian Volatility Estimation:

Gugushvili, Shota ; van der Meulen, Frank ; Schauer, Moritz.
Gugushvili S., der Meulen F.., Schauer M., Spreij P. (2019). Nonparametric Bayesian Volatility Estimation. In: Wood D., de Gier J., Praeger C., Tao T. (eds), 2017 MATRIX Annals, pages 279-302. MATRIX Book Series, vol 2. Springer, Cham.  , 2019
 
?
7

Nonparametric Bayesian Volatility Estimation:

, In: 2017 MATRIX Annals; MATRIX Book Series,
 
?
10

Bayesian inverse problems with partial observations:

Gugushvili, Shota ; van der Vaart, Aad W. ; Yan, Dong
Transactions of A. Razmadze Mathematical Institute.  172 (2018)  3 - p. 388-403 , 2018
 
?
11

A non-parametric Bayesian approach to decompounding from hi..:

Gugushvili, Shota ; van der Meulen, Frank ; Spreij, Peter
Statistical Inference for Stochastic Processes.  21 (2016)  1 - p. 53-79 , 2016
 
?
12

Consistent non-parametric Bayesian estimation for a time-in..:

Gugushvili, Shota ; Spreij, Peter
ESAIM: Probability and Statistics.  18 (2014)  - p. 332-341 , 2014
 
?
13

Nonparametric Bayesian drift estimation for multidimensiona..:

Gugushvili, Shota ; Spreij, Peter
Lithuanian Mathematical Journal.  54 (2014)  2 - p. 127-141 , 2014
 
?
14

Editorial introduction:

Gugushvili, Shota ; Klaassen, Chris A.J. ; van der Vaart, Aad W.
Mathematical Biosciences.  246 (2013)  2 - p. 281-282 , 2013
 
1-15