Publications

Preprints

• Shota Gugushvili. Nonparametric inference for discretely sampled Lévy processes. arXiv:0908.3121 [math.ST], 2009.
  
  
• Bert van Es and Shota Gugushvili. Some thoughts on the asymptotics of the deconvolution kernel density estimator. arXiv:0801.2600 [stat.ME], 2008.
  
  
• Shota Gugushvili. Decompounding under Gaussian noise. arXiv:0711.0719 [math.ST], 2007.

Papers

• Bert van Es and Shota Gugushvili. Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. J. Korean Statist. Soc., 39: 102-115, 2010.
  
  
• Shota Gugushvili. Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process. J. Nonparametr. Stat., 21: 321-343, 2009.
  
  
• Bert van Es and Shota Gugushvili. Weak convergence of the supremum distance for supersmooth kernel deconvolution. Statist. Probab. Lett., 78: 2932-2938, 2008.
  
  
• Bert van Es, Shota Gugushvili and Peter Spreij. Deconvolution for an atomic distribution. Electron. J. Stat., 2: 265-297, 2008.
  
  
• Bert van Es, Shota Gugushvili and Peter Spreij. A kernel type nonparametric density estimator for decompounding. Bernoulli, 13: 672-694, 2007.
  
  
• Shota Gugushvili. Dynamic programming and mean-variance hedging in discrete time. Georgian Math. J., 10: 237-246, 2003.

PhD thesis

• Nonparametric Inference for Partially Observed Lévy Processes, xii+100 pp., Universiteit van Amsterdam, 2008.

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