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Results: 24
Number of items: 24
  • Open Access
    Gugushvili, S., van der Meulen, F., & Spreij, P. (2015). Nonparametric Bayesian inference for multidimensional compound Poisson processes. Modern Stochastics : Theory and Applications, 2(1), 1-15. https://doi.org/10.15559/15-VMSTA20
  • Gugushvili, S., & Spreij, P. (2014). Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations. Lithuanian Mathematical Journal, 54(2), 127-141. https://doi.org/10.1007/s10986-014-9232-1
  • Open Access
    Gugushvili, S., & Spreij, P. (2014). Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. ESAIM-Probability and Statistics, 18, 332-341. https://doi.org/10.1051/ps/2013039
  • Gugushvili, S., Klaassen, C. A. J., & van der Vaart, A. W. (2013). Editorial introduction. Mathematical Biosciences, 246(2), 281-282. https://doi.org/10.1016/j.mbs.2013.07.015
  • Open Access
    Gugushvili, S., & Klaassen, C. A. J. (2012). √n-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing. Bernoulli, 18(3), 1061-1098. https://doi.org/10.3150/11-BEJ362
  • Open Access
    Gugushvili, S., & Spreij, P. (2012). Parametric inference for stochastic differential equations: a smooth and match approach. Alea, 9(2), 609-635. http://alea.impa.br/articles/v9/09-24.pdf
  • Gugushvili, S., van Es, B., & Spreij, P. (2011). Deconvolution for an atomic distribution: rates of convergence. Journal of Nonparametric Statistics, 23(4), 1003-1029. https://doi.org/10.1080/10485252.2011.576763
  • van Es, B., & Gugushvili, S. (2010). Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Journal of the Korean Statistical Society, 39(1), 103-115. https://doi.org/10.1016/j.jkss.2009.04.007
  • Gugushvili, S., Klaassen, C., & Spreij, P. (2010). Editorial introduction. Statistica Neerlandica, 64(3), 255-256. https://doi.org/10.1111/j.1467-9574.2010.00459.x
  • Gugushvili, S. (2009). Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. Journal of Nonparametric Statistics, 21(3), 321-343. https://doi.org/10.1080/10485250802645824
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