Estate Khmaladze

Emeritus Professor, VUW, Fellow RSNZ, Fellow IMS, Foreign Member of the Georgian National Acad. Sci.

Email: Estate.Khmaladze-at-vuw.ac.nz

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• Some topics of research interest for students: Masters and PhD
  • Analysis of high-frequency financial data
  • Analysis of longevity - tails of distributions found in demography (now next project exists)
  • LNRE Theory
  • Infinitesimal image analysis
  • Fold up derivatives of set-valued function

• Statistical Miscellanea

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Here is what I am engaged with now -- the work on Covid-19, as it evolved in New Zealand, and we do it together with Giorgi Kvizhindaze, who now is a Senior Analyst in Capity and Coast DHB; the text here will be updated from time to time, untill we arrive at the version, which will be published on paper.

The other thing is the project on the goodness of fit for Ornstein - Uhlenbeck processes; this work pushed me to reconsider the situation with stochastic integrals and formulate two wrong lemmas; will need to see what the Editor of the journal says... The lemmas are unusual but correct, and the paper is published

Banner image citation

• Covid-popul_3.pdf: The latest version of the paper