Edit Profile (opens in new tab) Kutoyants, Yury A. Co-Author Distance Author ID: 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. more...less Homepage: http://lmm.univ-lemans.fr/fr/le-laboratoire/les-membres-du-laboratoire/kutoyants... External Links: MGP · Math-Net.Ru Documents Indexed: 148 Publications since 1975, including 5 Books and 11 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 62 Co-Authors with 85 Joint Publications 1,326 Co-Co-Authors all top 5 Co-Authors 64 single-authored 13 Dachian, Sergueï 12 Chernoyarov, Oleg V. 8 Höpfner, Reinhard 5 Dabye, Ali Souleymane 4 Burnashev, Marat V. 4 Farinetto, Christian 4 Mourid, Tahar 4 Pilibossian, Philippe 3 Novikov, Aleksandr Aleksandrovich 3 Zhou, Li 2 Apoyan, G. T. 2 Bosq, Denis 2 Chigansky, Pavel 2 Dalalyan, Arnak S. 2 Dietz, Hans Michael 2 Hin, Lin-Yee 2 Liese, Friedrich 2 Spokoiny, Vladimir G. 2 Top, A. 2 Yang, Lin 1 Arakelyan, N. V. 1 Avetisyan, S. S. 1 Bertrand, Pierre Raphael 1 Borodin, Andreĭ Nikolaevich 1 Campillo, Fabien 1 Chan, Ngai Hang 1 Dehay, Dominique 1 Dermoune, Azzouz 1 Diop, F. N. 1 Ebady, A. M. N. 1 Ermakov, Mikhaĭl Sergeevich 1 Fazli, Khosrow 1 Gasparyan, S. B. 1 Gasparyan, Samvel 1 Golubev, Yuriĭ K. 1 Gounoung, A. A. 1 Hallin, Marc 1 Iacus, Stefano Maria 1 Ibragimov, Il’dar Abdullovich 1 Ingster, Yuriĭ Izmaĭlovich 1 Khas’minskiĭ, Rafail Zalmanovich 1 Kleptsyna, Marina L. 1 Kordzakhia, Nino E. 1 Küchler, Uwe 1 Le Gland, François 1 Lepskiĭ, Oleg Vital’evich 1 Lessi, Oliviero 1 Liese, I. 1 Lifshits, Mikhail A. 1 Motrunich, A. 1 Negri, Ilia 1 Nercessian, A. 1 Nikitin, Yakov Yur’evich 1 Pilyugin, Sergeĭ Yur’evich 1 Pohlmann, H. 1 Stepanova, Natalia A. 1 Tanguep, E. D. 1 Trifonov, Andrei P. 1 Tsybakov, Alexandre B. 1 Vostrikova, Lioudmila 1 Yoshida, Nakahiro 1 Zaitsev, Andrei Yu. 1 Zyulkov, A. V. all top 5 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 all top 5 Fields 136 Statistics (62-XX) 51 Probability theory and stochastic processes (60-XX) 8 Systems theory; control (93-XX) 6 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Ordinary differential equations (34-XX) 1 Field theory and polynomials (12-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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. 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