S. Gugushvili

most citedDeconvolution for an atomic distribution

20 citations · 27 across the 3 of their papers we have counts for

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math.ST2007★ 6 cited

Decompounding under Gaussian noise

Shota Gugushvili

Assuming that a stochastic process $X = (X_{t})_{t \geq 0}$ is a sum of a compound Poisson process $Y = (Y_{t})_{t \geq 0}$ with known intensity $λ$ and unknown jump size density $f,$ and an…

math.ST2007★ 20 cited

Deconvolution for an atomic distribution

Bert van Es, Shota Gugushvili, Peter Spreij

Let $X_{1}, ..., X_{n}$ be i.i.d. observations, where $X_{i} = Y_{i} + σ Z_{i}$ and $Y_{i}$ and $Z_{i}$ are independent. Assume that unobservable $Y$ 's are distributed as a random variable $U V,$ where…