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Author ID: kutoyants.yury-a Recent zbMATH articles by "Kutoyants, Yury A."
Published as: Kutoyants, Yu. A.; Kutoyants, Yury A.; Kutoyants, Yu.; Kutoyants, Yury; Kutoyants, Y. A.; Kutoyants, Yurii; Kutoyants, Y.; Kutojanc, Ju. A.; Kutoyants, Yu A.; Kutojans, Ju. A.; Kutoyants, Yurij; Kotoyants, Yu.
Homepage: http://lmm.univ-lemans.fr/fr/le-laboratoire/les-membres-du-laboratoire/kutoyants...
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Serials

12 Statistical Inference for Stochastic Processes
9 Statistics & Probability Letters
7 Theory of Probability and its Applications
7 Annals of the Institute of Statistical Mathematics
7 Mathematical Methods of Statistics
6 Journal of Statistical Planning and Inference
5 Statistics & Decisions
5 Problems of Control and Information Theory
5 Bernoulli
4 Scandinavian Journal of Statistics
4 Izvestiya Akademii Nauk Armyanskoi SSR. Matematika
4 Comptes Rendus de l’Académie des Sciences. Série I
3 Metrika
3 Problems of Information Transmission
3 Teoriya Veroyatnosteĭ i eë Primeneniya
3 Soviet Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 Communications in Statistics. Theory and Methods
3 Stochastics and Stochastics Reports
3 Electronic Journal of Statistics
2 Publications de l’Institut de Statistique de l’Université de Paris
2 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
2 Automation and Remote Control
2 Problemy Peredachi Informatsii
2 Stochastic Processes and their Applications
2 Journal of Mathematical Sciences (New York)
1 IEEE Transactions on Information Theory
1 Revue Roumaine de Mathématiques Pures et Appliquées
1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Mathematische Operationsforschung und Statistik. Series Statistics
1 Uchenye Zapiski Erevanskogo Gosudarstvennogo Universiteta. Estestvennye Nauki
1 Statistics
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Journal of Nonparametric Statistics
1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
1 Far East Journal of Theoretical Statistics
1 Proceedings of A. Razmadze Mathematical Institute
1 Stochastics and Dynamics
1 SORT. Statistics and Operations Research Transactions
1 Lecture Notes in Statistics
1 Mathematics and its Applications (Dordrecht)
1 Proceedings of the Steklov Institute of Mathematics
1 Research and Exposition in Mathematics
1 Armenian Journal of Mathematics
1 Springer Series in Statistics
1 Proceedings of the Yerevan State University. Physical and Mathematical Sciences
1 Probability, Uncertainty and Quantitative Risk

Publications by Year

Citations contained in zbMATH Open

106 Publications have been cited 1,159 times in 655 Documents Cited by Year
Statistical inference for ergodic diffusion processes. Zbl 1038.62073
Kutoyants, Yury A.
293
2004
Parameter estimation for stochastic processes. Transl. from the Russian and ed. by B. L. S. Prakasa Rao. Zbl 0542.62073
Kutoyants, Yu. A.
117
1984
Identification of dynamical systems with small noise. Zbl 0831.62058
Kutoyants, Yu.
108
1994
Statistical inference for spatial Poisson processes. Zbl 0904.62108
Kutoyants, Yu. A.
80
1998
Parameter estimation for some non-recurrent solutions of SDE. Zbl 1046.62081
Dietz, Hans M.; Kutoyants, Yury A.
28
2003
Efficient density estimation for ergodic diffusion processes. Zbl 0953.62085
Kutoyants, Yu. A.
25
1998
Estimating discontinuous periodic signals in a time inhomogeneous diffusion. Zbl 1209.62195
Höpfner, Reinhard; Kutoyants, Yury
22
2010
On invariant density estimation for ergodic diffusion processes. Zbl 1274.62551
Kutoyants, Y.
21
2004
Minimum distance parameter estimation for diffusion type observations. Zbl 0717.62075
Kutoyants, Yurii
16
1991
Some problems of nonparametric estimation by observations of ergodic diffusion process. Zbl 1003.62516
Kutoyants, Yu. A.
16
1997
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
15
2000
On a problem of statistical inference in null recurrent diffusions. Zbl 1012.62091
Höpfner, R.; Kutoyants, Yu.
15
2003
Nonparametric hypothesis testing for intensity of the Poisson process. Zbl 1231.62081
Ingster, Yu. I.; Kutoyants, Yu. A.
13
2007
On cusp estimation of ergodic diffusion process. Zbl 1022.62072
Dachian, Sergueï; Kutoyants, Yury A.
13
2003
On the multi-step MLE-process for ergodic diffusion. Zbl 1422.62274
Kutoyants, Yu. A.
12
2017
A class of minimum-distance estimators for diffusion processes with ergodic properties. Zbl 0921.62101
Dietz, Hans M.; Kutoyants, Yury A.
10
1997
On parameter estimation for cusp-type signals. Zbl 1387.62096
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.
10
2018
On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process. Zbl 0802.62081
Kutoyants, Y.; Pilibossian, P.
9
1994
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107
Höpfner, Reinhard; Kutoyants, Yury A.
9
2009
On the goodness-of-fit testing for ergodic diffusion processes. Zbl 1189.62138
Kutoyants, Yury A.
8
2010
On parameter estimation of threshold autoregressive models. Zbl 1236.62099
Chan, Ngai Hang; Kutoyants, Yury A.
8
2012
Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072
Iacus, S. M.; Kutoyants, Yu. A.
8
2001
Hypothesis testing: Poisson versus self-exciting. Zbl 1125.62083
Dachian, Sergueï; Kutoyants, Yury A.
8
2006
Efficiency of the empirical distribution for ergodic diffusion. Zbl 0910.62079
Kutoyants, Yury A.
8
1997
Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases. Zbl 1327.60014
Kutoyants, Yury A.
8
2014
On multi-step MLE-process for Markov sequences. Zbl 1347.62044
Kutoyants, Yu. A.; Motrunich, A.
8
2016
On approximation of the backward stochastic differential equation. Zbl 1287.62017
Kutoyants, Yury A.; Zhou, Li
8
2014
On parameter estimation of hidden telegraph process. Zbl 1414.62348
Khasminskii, Rafail Z.; Kutoyants, Yury A.
7
2018
On identification of the threshold diffusion processes. Zbl 1238.62092
Kutoyants, Yury A.
7
2012
Estimation of the trend parameter of a diffusion process in the smooth case. Zbl 0379.62072
Kutojans, Ju. A.
7
1977
Estimation of a parameter of a diffusion process. Zbl 0428.62053
Kutoyants, Yu. A.
7
1979
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Zbl 1298.62140
Kleptsyna, M.; Kutoyants, Yu. A.
7
2014
On parameter estimation of the hidden Ornstein-Uhlenbeck process. Zbl 1408.62143
Kutoyants, Yury A.
7
2019
On nonparametric estimation of intensity function of inhomogeneous Poisson process. Zbl 0555.62068
Kutoyants, Yu. A.
6
1984
On parameter estimation for switching ergodic diffusion processes. Zbl 0966.62050
Kutoyants, Yury A.
6
2000
Intensity parameter estimation of inhomogeneous Poisson process. Zbl 0413.62067
Kutoyants, Yu. A.
6
1979
On minimum uniform metric estimate of parameters of diffusion-type processes. Zbl 0801.62076
Kutoyants, Yury; Pilibossian, Philippe
6
1994
On hypothesis testing for Poisson processes: regular case. Zbl 1349.62374
Dachian, S.; Kutoyants, Yu. A.; Yang, L.
6
2016
On hypothesis testing for Poisson processes: singular cases. Zbl 1349.62375
Dachian, S.; Kutoyants, Yu. A.; Yang, L.
6
2016
Poisson source localization on the plane: cusp case. Zbl 1465.62054
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.
6
2020
Poisson source localization on the plane: the smooth case. Zbl 1440.62207
Chernoyarov, O. V.; Kutoyants, Yu. A.
6
2020
Moment estimation for ergodic diffusion processes. Zbl 1129.62074
Kutoyants, Yury A.; Yoshida, Nakahiro
5
2007
Goodness-of-fit tests for perturbed dynamical systems. Zbl 1207.62098
Kutoyants, Yury A.
5
2011
On density estimation by the observations of ergodic diffusion processes. Zbl 0938.62086
Kutoyants, Yu. A.
5
1997
On second order minimax estimation of invariant density for ergodic diffusion. Zbl 1057.62066
Dalalyan, Arnak S.; Kutoyants, Yury A.
5
2004
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation. Zbl 0852.62075
Dermoune, A.; Kutoyants, Yu.
5
1995
On asymptotic distribution of parameter free tests for ergodic diffusion processes. Zbl 1333.62195
Kutoyants, Yury A.
5
2014
On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. Zbl 1442.62190
Kutoyants, Yury A.
5
2019
On properties of estimators in nonregular situations for Poisson processes. Zbl 1288.62028
Kutoyants, Y. A.
5
2009
Poisson source localization on the plane: change-point case. Zbl 1512.62056
Farinetto, C.; Kutoyants, Yu. A.; Top, A.
5
2020
Method of moments estimators and multi-step MLE for Poisson processes. Zbl 1404.62025
Dabye, A. S.; Gounoung, A. A.; Kutoyants, Yu. A.
5
2018
On delay estimation for stochastic differential equations. Zbl 1070.62066
Kutoyants, Yury A.
4
2005
Two simple hypotheses testing for Poisson process. Zbl 1069.62060
Fazli, Kh.; Kutoyants, Yu. A.
4
2005
On nonparametric estimation of trend coefficients in a diffusion process. Zbl 0591.62075
Kutoyants, Yu. A.
4
1985
Expansion of a maximum likelihood estimate by diffusion powers. Zbl 0604.62080
Kutoyants, Yu. A.
4
1985
The asymptotics of misspecified MLEs for some stochastic processes: a survey. Zbl 06821280
Kutoyants, Yury A.
4
2017
Asymptotically efficient estimation of the derivative of the invariant density. Zbl 1012.62089
Dalalyan, Arnak S.; Kutoyants, Yury A.
4
2003
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion. Zbl 1282.62049
Höpfner, R.; Kutoyants, Yu.
4
2011
On frequency estimation for a periodic ergodic diffusion process. Zbl 1283.94017
Höpfner, R.; Kutoyants, Yu. A.
4
2012
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
4
2018
Multidimensional parameter estimation of the intensity function of inhomogeneous Poisson processes. Zbl 0499.62073
Kutoyants, Yu. A.
3
1982
Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes. Zbl 0964.62085
Campillo, Fabien; Kutoyants, Yury; Le Gland, François
3
2000
Parameter estimation for Kalman-Bucy filter with small noise. Zbl 0811.62082
Kutoyants, Yu.; Pohlmann, H.
3
1994
Parameter estimation for diffusion type processes of observation. Zbl 0566.62070
Kutoyants, Yu. A.
3
1984
On a problem of testing hypotheses and asymptotic normality of stochastic integrals. Zbl 0331.62063
Kutojanc, Ju. A.
3
1975
Hypotheses testing: Poisson versus stress-release. Zbl 1156.62053
Dachian, Sergueï; Kutoyants, Yury A.
3
2009
Estimating the parameters of random processes. (Otsenivanie parametrov sluchajnykh protsessov). Zbl 0432.62057
Kutoyants, Yu. A.
3
1980
Signal-parameter estimation in Gaussian noise. Zbl 0443.62069
Kutoyants, Yu. A.
3
1977
On ADF goodness-of-fit tests for perturbed dynamical systems. Zbl 1341.60099
Kutoyants, Yury A.
3
2015
On Bayesian estimators in misspecified change-point problems for Poisson process. Zbl 1014.62099
Dabye, Ali S.; Farinetto, Christian; Kutoyants, Yury A.
3
2003
On minimal \(\alpha\)-mean error parameter transmission over a Poisson channel. Zbl 1019.94517
Burnashev, Marat V.; Kutoyants, Yury A.
3
2001
On the identification of the source of emission on the plane. Zbl 1433.62334
Arakelyan, N. V.; Kutoyants, Yu. A.
3
2019
On localization of source by hidden Gaussian processes with small noise. Zbl 1469.62326
Kutoyants, Yury A.
3
2021
An example of estimating a parameter of a nondifferentiable drift coefficient. Zbl 0665.62087
Kutoyants, Yu. A.
2
1988
On the sphere-packing bound, capacity, and similar results for Poisson channels. Zbl 0959.94017
Burnashev, M. V.; Kutoyants, Yu. A.
2
1999
On minimum distance estimation in recurrent Markov step processes. I. Zbl 0922.62082
Höpfner, R.; Kutoyants, Yu.
2
1997
On \(L_{2}\) efficiency of an empiric distribution for ergodic diffusion processes. Zbl 0990.62073
Kutoyants, Yu A.; Negri, I.
2
2001
On unbiased density estimation for ergodic diffusion. Zbl 0899.62104
Kutoyants, Yu. A.
2
1997
Estimation of a parameter of a diffusion type process. Zbl 0404.62055
Kutoyants, Yu. A.
2
1978
Local asymptotic normality for Poisson type processes. Zbl 0406.60044
Kutoyants, Yu. A.
2
1979
On approximation of the BSDE with unknown volatility in forward equation. Zbl 1322.60123
Gasparyan, Samvel; Kutoyants, Yury
2
2015
On nonlinear TAR processes and threshold estimation. Zbl 1325.62102
Chigansky, P.; Kutoyants, Yu. A.
2
2012
On misspecifications in regularity and properties of estimators. Zbl 1470.62127
Chernoyarov, Oleg V.; Kutoyants, Yury A.; Trifonov, Andrei P.
2
2018
Misspecified change-point estimation problem for a Poisson process. Zbl 1008.62025
Dabye, Ali S.; Kutoyants, Yury A.
2
2001
On cusp location estimation for perturbed dynamical systems. Zbl 1443.62060
Kutoyants, Yury A.
2
2019
On score-functions and goodness-of-fit tests for stochastic processes. Zbl 1349.62376
Kutoyants, Yury A.
2
2016
On minimax detection of Poisson process intensity. Zbl 1273.62193
Burnashev, M. V.; Kutoyants, Y. A.
2
2013
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033
Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee
2
2018
Asymptotic expansion of the maximum likelihood estimate of the intensity parameter for inhomogeneous Poisson observations. Zbl 0541.62067
Kutoyants, Yurij
1
1983
Estimation of linear functionals of Poisson processes. Zbl 0980.62075
Kutoyants, Yu. A.; Liese, F.
1
1998
Optimal choice of observation window for Poisson observations. Zbl 0940.62075
Kutoyants, Yury A.; Spokoiny, Vladimir
1
1999
On semiparametric estimation for ergodic diffusion. Zbl 0905.62082
Kutoyants, Yu. A.
1
1997
On multiple change-point estimation for Poisson process. Zbl 1390.62165
Chernoyarov, O. V.; Kutoyants, Yu. A.; Top, A.
1
2018
Semiparametric estimation for dynamical systems with small noise. Zbl 1103.62364
Kutoyants, Yu. A.
1
1998
On confidence intervals for distribution function and density of ergodic diffusion process. Zbl 1094.62106
Dehay, D.; Kutoyants, Yu. A.
1
2004
Estimation of parameters of processes of Poisson type. Zbl 0599.62100
Kutoyants, Yu. A.
1
1984
Parametric estimation of a diffusion process with delays. (Estimation paramétrique d’un processus de diffusion avec retards.) Zbl 0757.62042
Kutoyants, Yu. A.; Mourid, T.; Bosq, D.
1
1992
A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015
Bertrand, Pierre; Kutoyants, Yury A.
1
1996
On one property of estimation of the parameter of deflection coefficient. Zbl 0405.60066
Kutoyants, Yu. A.
1
1977
Signal-parameter estimation in Gaussian noise. Zbl 0436.62072
Kutoyants, Yu. A.
1
1977
Estimation of the position and time of emission of a source. Zbl 1493.62497
Chernoyarov, O. V.; Dachian, S.; Farinetto, C.; Kutoyants, Yu. A.
1
2022
On localization of source by hidden Gaussian processes with small noise. Zbl 1469.62326
Kutoyants, Yury A.
3
2021
On parameter estimation of the hidden Gaussian process in perturbed SDE. Zbl 1460.62139
Kutoyants, Yury A.; Zhou, Li
1
2021
Poisson source localization on the plane: cusp case. Zbl 1465.62054
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.
6
2020
Poisson source localization on the plane: the smooth case. Zbl 1440.62207
Chernoyarov, O. V.; Kutoyants, Yu. A.
6
2020
Poisson source localization on the plane: change-point case. Zbl 1512.62056
Farinetto, C.; Kutoyants, Yu. A.; Top, A.
5
2020
On parameter estimation of the hidden Ornstein-Uhlenbeck process. Zbl 1408.62143
Kutoyants, Yury A.
7
2019
On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. Zbl 1442.62190
Kutoyants, Yury A.
5
2019
On the identification of the source of emission on the plane. Zbl 1433.62334
Arakelyan, N. V.; Kutoyants, Yu. A.
3
2019
On cusp location estimation for perturbed dynamical systems. Zbl 1443.62060
Kutoyants, Yury A.
2
2019
On parameter estimation for cusp-type signals. Zbl 1387.62096
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.
10
2018
On parameter estimation of hidden telegraph process. Zbl 1414.62348
Khasminskii, Rafail Z.; Kutoyants, Yury A.
7
2018
Method of moments estimators and multi-step MLE for Poisson processes. Zbl 1404.62025
Dabye, A. S.; Gounoung, A. A.; Kutoyants, Yu. A.
5
2018
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
4
2018
On misspecifications in regularity and properties of estimators. Zbl 1470.62127
Chernoyarov, Oleg V.; Kutoyants, Yury A.; Trifonov, Andrei P.
2
2018
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033
Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee
2
2018
On multiple change-point estimation for Poisson process. Zbl 1390.62165
Chernoyarov, O. V.; Kutoyants, Yu. A.; Top, A.
1
2018
On the multi-step MLE-process for ergodic diffusion. Zbl 1422.62274
Kutoyants, Yu. A.
12
2017
The asymptotics of misspecified MLEs for some stochastic processes: a survey. Zbl 06821280
Kutoyants, Yury A.
4
2017
On the lower bound in second order estimation for Poisson processes: asymptotic efficiency. Zbl 06808442
Gasparyan, S. B.; Kutoyants, Y. A.
1
2017
On multi-step MLE-process for Markov sequences. Zbl 1347.62044
Kutoyants, Yu. A.; Motrunich, A.
8
2016
On hypothesis testing for Poisson processes: regular case. Zbl 1349.62374
Dachian, S.; Kutoyants, Yu. A.; Yang, L.
6
2016
On hypothesis testing for Poisson processes: singular cases. Zbl 1349.62375
Dachian, S.; Kutoyants, Yu. A.; Yang, L.
6
2016
On score-functions and goodness-of-fit tests for stochastic processes. Zbl 1349.62376
Kutoyants, Yury A.
2
2016
On approximation of BSDE and multi-step MLE-processes. Zbl 1435.62314
Kutoyants, Yu A.
1
2016
On ADF goodness-of-fit tests for perturbed dynamical systems. Zbl 1341.60099
Kutoyants, Yury A.
3
2015
On approximation of the BSDE with unknown volatility in forward equation. Zbl 1322.60123
Gasparyan, Samvel; Kutoyants, Yury
2
2015
Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases. Zbl 1327.60014
Kutoyants, Yury A.
8
2014
On approximation of the backward stochastic differential equation. Zbl 1287.62017
Kutoyants, Yury A.; Zhou, Li
8
2014
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes. Zbl 1298.62140
Kleptsyna, M.; Kutoyants, Yu. A.
7
2014
On asymptotic distribution of parameter free tests for ergodic diffusion processes. Zbl 1333.62195
Kutoyants, Yury A.
5
2014
On minimax detection of Poisson process intensity. Zbl 1273.62193
Burnashev, M. V.; Kutoyants, Y. A.
2
2013
Estimation in threshold autoregressive models with correlated innovations. Zbl 1273.62207
Chigansky, P.; Kutoyants, Yu. A.
1
2013
On parameter estimation of threshold autoregressive models. Zbl 1236.62099
Chan, Ngai Hang; Kutoyants, Yury A.
8
2012
On identification of the threshold diffusion processes. Zbl 1238.62092
Kutoyants, Yury A.
7
2012
On frequency estimation for a periodic ergodic diffusion process. Zbl 1283.94017
Höpfner, R.; Kutoyants, Yu. A.
4
2012
On nonlinear TAR processes and threshold estimation. Zbl 1325.62102
Chigansky, P.; Kutoyants, Yu. A.
2
2012
On large deviations for Poisson stochastic integrals. Zbl 1314.60107
Burnashev, M. V.; Kutoyants, Yu. A.
1
2012
Goodness-of-fit tests for perturbed dynamical systems. Zbl 1207.62098
Kutoyants, Yury A.
5
2011
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion. Zbl 1282.62049
Höpfner, R.; Kutoyants, Yu.
4
2011
Estimating discontinuous periodic signals in a time inhomogeneous diffusion. Zbl 1209.62195
Höpfner, Reinhard; Kutoyants, Yury
22
2010
On the goodness-of-fit testing for ergodic diffusion processes. Zbl 1189.62138
Kutoyants, Yury A.
8
2010
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107
Höpfner, Reinhard; Kutoyants, Yury A.
9
2009
On properties of estimators in nonregular situations for Poisson processes. Zbl 1288.62028
Kutoyants, Y. A.
5
2009
Hypotheses testing: Poisson versus stress-release. Zbl 1156.62053
Dachian, Sergueï; Kutoyants, Yury A.
3
2009
Nonparametric hypothesis testing for intensity of the Poisson process. Zbl 1231.62081
Ingster, Yu. I.; Kutoyants, Yu. A.
13
2007
Moment estimation for ergodic diffusion processes. Zbl 1129.62074
Kutoyants, Yury A.; Yoshida, Nakahiro
5
2007
Hypothesis testing: Poisson versus self-exciting. Zbl 1125.62083
Dachian, Sergueï; Kutoyants, Yury A.
8
2006
On delay estimation for stochastic differential equations. Zbl 1070.62066
Kutoyants, Yury A.
4
2005
Two simple hypotheses testing for Poisson process. Zbl 1069.62060
Fazli, Kh.; Kutoyants, Yu. A.
4
2005
Statistical inference for ergodic diffusion processes. Zbl 1038.62073
Kutoyants, Yury A.
293
2004
On invariant density estimation for ergodic diffusion processes. Zbl 1274.62551
Kutoyants, Y.
21
2004
On second order minimax estimation of invariant density for ergodic diffusion. Zbl 1057.62066
Dalalyan, Arnak S.; Kutoyants, Yury A.
5
2004
On confidence intervals for distribution function and density of ergodic diffusion process. Zbl 1094.62106
Dehay, D.; Kutoyants, Yu. A.
1
2004
Parameter estimation for some non-recurrent solutions of SDE. Zbl 1046.62081
Dietz, Hans M.; Kutoyants, Yury A.
28
2003
On a problem of statistical inference in null recurrent diffusions. Zbl 1012.62091
Höpfner, R.; Kutoyants, Yu.
15
2003
On cusp estimation of ergodic diffusion process. Zbl 1022.62072
Dachian, Sergueï; Kutoyants, Yury A.
13
2003
Asymptotically efficient estimation of the derivative of the invariant density. Zbl 1012.62089
Dalalyan, Arnak S.; Kutoyants, Yury A.
4
2003
On Bayesian estimators in misspecified change-point problems for Poisson process. Zbl 1014.62099
Dabye, Ali S.; Farinetto, Christian; Kutoyants, Yury A.
3
2003
Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072
Iacus, S. M.; Kutoyants, Yu. A.
8
2001
On minimal \(\alpha\)-mean error parameter transmission over a Poisson channel. Zbl 1019.94517
Burnashev, Marat V.; Kutoyants, Yury A.
3
2001
On \(L_{2}\) efficiency of an empiric distribution for ergodic diffusion processes. Zbl 0990.62073
Kutoyants, Yu A.; Negri, I.
2
2001
Misspecified change-point estimation problem for a Poisson process. Zbl 1008.62025
Dabye, Ali S.; Kutoyants, Yury A.
2
2001
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
15
2000
On parameter estimation for switching ergodic diffusion processes. Zbl 0966.62050
Kutoyants, Yury A.
6
2000
Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes. Zbl 0964.62085
Campillo, Fabien; Kutoyants, Yury; Le Gland, François
3
2000
On the sphere-packing bound, capacity, and similar results for Poisson channels. Zbl 0959.94017
Burnashev, M. V.; Kutoyants, Yu. A.
2
1999
Optimal choice of observation window for Poisson observations. Zbl 0940.62075
Kutoyants, Yury A.; Spokoiny, Vladimir
1
1999
Statistical inference for spatial Poisson processes. Zbl 0904.62108
Kutoyants, Yu. A.
80
1998
Efficient density estimation for ergodic diffusion processes. Zbl 0953.62085
Kutoyants, Yu. A.
25
1998
Estimation of linear functionals of Poisson processes. Zbl 0980.62075
Kutoyants, Yu. A.; Liese, F.
1
1998
Semiparametric estimation for dynamical systems with small noise. Zbl 1103.62364
Kutoyants, Yu. A.
1
1998
Some problems of nonparametric estimation by observations of ergodic diffusion process. Zbl 1003.62516
Kutoyants, Yu. A.
16
1997
A class of minimum-distance estimators for diffusion processes with ergodic properties. Zbl 0921.62101
Dietz, Hans M.; Kutoyants, Yury A.
10
1997
Efficiency of the empirical distribution for ergodic diffusion. Zbl 0910.62079
Kutoyants, Yury A.
8
1997
On density estimation by the observations of ergodic diffusion processes. Zbl 0938.62086
Kutoyants, Yu. A.
5
1997
On minimum distance estimation in recurrent Markov step processes. I. Zbl 0922.62082
Höpfner, R.; Kutoyants, Yu.
2
1997
On unbiased density estimation for ergodic diffusion. Zbl 0899.62104
Kutoyants, Yu. A.
2
1997
On semiparametric estimation for ergodic diffusion. Zbl 0905.62082
Kutoyants, Yu. A.
1
1997
A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015
Bertrand, Pierre; Kutoyants, Yury A.
1
1996
Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation. Zbl 0852.62075
Dermoune, A.; Kutoyants, Yu.
5
1995
Identification of dynamical systems with small noise. Zbl 0831.62058
Kutoyants, Yu.
108
1994
On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process. Zbl 0802.62081
Kutoyants, Y.; Pilibossian, P.
9
1994
On minimum uniform metric estimate of parameters of diffusion-type processes. Zbl 0801.62076
Kutoyants, Yury; Pilibossian, Philippe
6
1994
Parameter estimation for Kalman-Bucy filter with small noise. Zbl 0811.62082
Kutoyants, Yu.; Pohlmann, H.
3
1994
Parametric estimation of a diffusion process with delays. (Estimation paramétrique d’un processus de diffusion avec retards.) Zbl 0757.62042
Kutoyants, Yu. A.; Mourid, T.; Bosq, D.
1
1992
Minimum distance parameter estimation for diffusion type observations. Zbl 0717.62075
Kutoyants, Yurii
16
1991
An example of estimating a parameter of a nondifferentiable drift coefficient. Zbl 0665.62087
Kutoyants, Yu. A.
2
1988
On nonparametric estimation of trend coefficients in a diffusion process. Zbl 0591.62075
Kutoyants, Yu. A.
4
1985
Expansion of a maximum likelihood estimate by diffusion powers. Zbl 0604.62080
Kutoyants, Yu. A.
4
1985
Parameter estimation for stochastic processes. Transl. from the Russian and ed. by B. L. S. Prakasa Rao. Zbl 0542.62073
Kutoyants, Yu. A.
117
1984
On nonparametric estimation of intensity function of inhomogeneous Poisson process. Zbl 0555.62068
Kutoyants, Yu. A.
6
1984
Parameter estimation for diffusion type processes of observation. Zbl 0566.62070
Kutoyants, Yu. A.
3
1984
Estimation of parameters of processes of Poisson type. Zbl 0599.62100
Kutoyants, Yu. A.
1
1984
Asymptotic expansion of the maximum likelihood estimate of the intensity parameter for inhomogeneous Poisson observations. Zbl 0541.62067
Kutoyants, Yurij
1
1983
Multidimensional parameter estimation of the intensity function of inhomogeneous Poisson processes. Zbl 0499.62073
Kutoyants, Yu. A.
3
1982
Estimating the parameters of random processes. (Otsenivanie parametrov sluchajnykh protsessov). Zbl 0432.62057
Kutoyants, Yu. A.
3
1980
Estimation of a parameter of a diffusion process. Zbl 0428.62053
Kutoyants, Yu. A.
7
1979
Intensity parameter estimation of inhomogeneous Poisson process. Zbl 0413.62067
Kutoyants, Yu. A.
6
1979
Local asymptotic normality for Poisson type processes. Zbl 0406.60044
Kutoyants, Yu. A.
2
1979
...and 6 more Documents
all top 5

Cited by 698 Authors

61 Kutoyants, Yury A.
27 Yoshida, Nakahiro
18 Uchida, Masayuki
17 Dachian, Sergueï
13 Nishiyama, Yoichi
13 Prakasa Rao, B. L. S.
11 Shu, Huisheng
11 Zhang, Xuekang
10 Negri, Ilia
9 Bishwal, Jaya P. N.
9 Chernoyarov, Oleg V.
9 Genon-Catalot, Valentine
9 Höpfner, Reinhard
9 Iacus, Stefano Maria
9 Reiß, Markus
8 Jiang, Hui
8 Mishra, Mahendra Nath
8 Shimizu, Yasutaka
8 van Zanten, Harry
7 Bosq, Denis
7 Comte, Fabienne
7 Farinetto, Christian
7 Kaino, Yusuke
7 Spiliopoulos, Konstantinos V.
6 Baddeley, Adrian John
6 Brouste, Alexandre
6 Dalalyan, Arnak S.
6 De Gregorio, Alessandro
6 Es-Sebaiy, Khalifa
6 Jiang, Daqing
6 Löcherbach, Eva
6 Nkurunziza, Sévérien
6 Pergamenshchikov, Sergeĭ Markovich
6 Strauch, Claudia
5 Blanke, Delphine
5 Fujii, Takayuki
5 Helmers, Roelof
5 Küchler, Uwe
5 Laredo, Catherine F.
5 Lee, Sangyeol
5 Long, Hongwei
5 Marie, Nicolas
5 Ralchenko, Kostiantyn V.
5 Tudor, Ciprian A.
5 Yang, Lin
5 Yi, Haoran
4 Al-Foraih, Mishari
4 Burnashev, Marat V.
4 Cialenco, Igor
4 Dabye, Ali Souleymane
4 Dehay, Dominique
4 Gassem, Anis
4 Gloter, Arnaud
4 Hu, Yaozhong
4 Khas’minskiĭ, Rafail Zalmanovich
4 Kleptsyna, Marina L.
4 Leonenko, Nikolai N.
4 Mangku, I. Wayan
4 Masuda, Hiroki
4 Pchelintsev, Evgeniĭ Anatol’evich
4 Samson, Adeline
4 Schick, Anton
4 Shen, Guangjun
4 Sorensen, Michael
4 Šuvak, Nenad
4 Wang, Kai
4 Wefelmeyer, Wolfgang
4 Wu, Jianglun
4 Yang, Qingshan
4 Zhang, Chongqi
4 Zhao, Huiyan
4 Zitikis, Ričardas
3 Alazemi, Fares
3 Amorino, Chiara
3 Chan, Ngai Hang
3 Chigansky, Pavel
3 Dehling, Herold G.
3 Fazli, Khosrow
3 Feng, Xiaomei
3 Franke, Brice
3 Fromont, Magalie
3 Gailus, Siragan
3 Galtchouk, Leonid I.
3 Ibragimov, Il’dar Abdullovich
3 Ingster, Yuriĭ Izmaĭlovich
3 Liese, Friedrich
3 Lototsky, Sergey V.
3 Merlevède, Florence
3 Nakajima, Shohei
3 Ogihara, Teppei
3 Pap, Gyula
3 Papanicolaou, Andrew
3 Pavliotis, Grigorios A.
3 Reynaud-Bouret, Patricia
3 Shevchenko, Radomyra
3 Stuart, Andrew M.
3 Tsybakov, Alexandre B.
3 van der Meulen, Frank Henri
3 Wang, Lei
3 Zang, Qingpei
...and 598 more Authors
all top 5

Cited in 142 Serials

83 Statistical Inference for Stochastic Processes
43 Stochastic Processes and their Applications
42 Statistics & Probability Letters
32 Annals of the Institute of Statistical Mathematics
28 Journal of Statistical Planning and Inference
24 Electronic Journal of Statistics
22 Communications in Statistics. Theory and Methods
19 The Annals of Statistics
18 Bernoulli
14 Stochastic Analysis and Applications
13 Journal of Multivariate Analysis
12 Statistics
10 Metrika
10 Probability Theory and Related Fields
9 Scandinavian Journal of Statistics
9 Journal of Nonparametric Statistics
8 Journal of Econometrics
8 Journal of Mathematical Sciences (New York)
7 Journal of Applied Probability
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Mathematical Methods of Statistics
7 Methodology and Computing in Applied Probability
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Japanese Journal of Statistics and Data Science
5 The Annals of Applied Probability
5 Random Operators and Stochastic Equations
5 Mathematical Problems in Engineering
5 Advances in Difference Equations
5 Stochastics
4 Journal of Mathematical Analysis and Applications
4 Journal of Mathematical Biology
4 Brazilian Journal of Probability and Statistics
4 Acta Mathematica Scientia. Series B. (English Edition)
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Stochastics and Dynamics
4 Modern Stochastics. Theory and Applications
3 Journal of Statistical Physics
3 Physica A
3 Theory of Probability and its Applications
3 Acta Applicandae Mathematicae
3 Journal of Theoretical Probability
3 Statistical Papers
3 Multiscale Modeling & Simulation
3 Mathematical Biosciences and Engineering
3 Statistics and Computing
2 Journal of Computational Physics
2 Mathematical Biosciences
2 Problems of Information Transmission
2 Bulletin of Mathematical Biology
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Kybernetika
2 Mathematics and Computers in Simulation
2 Sequential Analysis
2 Statistical Science
2 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
2 Automation and Remote Control
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Computational Statistics and Data Analysis
2 Cybernetics and Systems Analysis
2 Test
2 Abstract and Applied Analysis
2 Journal of Inequalities and Applications
2 Discrete Dynamics in Nature and Society
2 International Journal of Theoretical and Applied Finance
2 Journal of Systems Science and Complexity
2 Journal of Statistical Theory and Practice
2 Journal of Nonlinear Science and Applications
2 Journal of the Italian Statistical Society
2 Sankhyā. Series A
2 SIAM/ASA Journal on Uncertainty Quantification
2 AIMS Mathematics
1 Advances in Applied Probability
1 Biological Cybernetics
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Molecular Simulation
1 Mathematics of Computation
1 Chaos, Solitons and Fractals
1 The Annals of Probability
1 Automatica
1 Journal of Computational and Applied Mathematics
1 Journal of Functional Analysis
1 Journal of the Korean Mathematical Society
1 Journal of Soviet Mathematics
1 Proceedings of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Physica D
1 Econometric Reviews
1 Mathematical and Computer Modelling
1 Trabajos de Estadistica
1 Stochastic Hydrology and Hydraulics
1 Annals of Operations Research
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Computational Statistics
1 Applied Mathematical Modelling
1 SIAM Journal on Applied Mathematics
1 Stochastics and Stochastics Reports
1 Journal of Nonlinear Science
...and 42 more Serials

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