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Kutoyants, Yurii Artemovich

Statistics Math-Net.Ru
Total publications: 18
Scientific articles: 18
Presentations: 3

Number of views:
This page:1807
Abstract pages:4176
Full texts:1430
References:329
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https://www.mathnet.ru/eng/person36650
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/212871

Publications in Math-Net.Ru Citations
2021
1. O. V. Chernoyarov, S. Dachian, Yu. A. Kutoyants, A. V. Zyulkov, “On estimation errors in optical communication and location”, Avtomat. i Telemekh., 2021, no. 12,  8–47  mathnet; Autom. Remote Control, 82:12 (2021), 2041–2075  isi  scopus 1
2020
2. Yu. A. Kutoyants, “Parameter estimation for continuous time hidden Markov processes”, Avtomat. i Telemekh., 2020, no. 3,  86–113  mathnet  elib; Autom. Remote Control, 81:3 (2020), 445–468  isi  scopus 3
2019
3. N. V. Arakelyan, Yu. A. Kutoyants, “On the identification of the source of emission on the plane”, Proceedings of the YSU, Physical and Mathematical Sciences, 53:2 (2019),  75–81  mathnet
2018
4. Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov, Lin-Yee Hin, “On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion”, Statist. Probab. Lett., 139 (2018),  141–151  mathnet  mathscinet  isi  scopus 3
2014
5. Yury A. Kutoyants, “Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases”, Trudy Mat. Inst. Steklova, 287 (2014),  140–161  mathnet  elib; Proc. Steklov Inst. Math., 287:1 (2014), 133–154  isi  elib  scopus 9
2012
6. R. Höpfner, Yu. A. Kutoyants, “On frequency estimation for a periodic ergodic diffusion process”, Probl. Peredachi Inf., 48:2 (2012),  48–64  mathnet; Problems Inform. Transmission, 48:2 (2012), 127–141  isi  scopus 4
7. M. V. Burnashev, Yu. A. Kutoyants, “On large deviations for Poisson stochastic integrals”, Probl. Peredachi Inf., 48:1 (2012),  64–79  mathnet; Problems Inform. Transmission, 48:1 (2012), 56–69  isi  scopus 1
8. M. V. Burnashev, Yu. A. Kutoyants, “On minimax detection of the intensity of Poisson process”, Teor. Veroyatnost. i Primenen., 57:2 (2012),  209–224  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 57:2 (2013), 183–195  isi  elib  scopus 1
2009
9. Y. A. Kutoyants, “On properties of estimators in nonregular situations for Poisson processes”, Zap. Nauchn. Sem. POMI, 363 (2009),  26–47  mathnet; J. Math. Sci. (N. Y.), 163:3 (2010), 213–226 1
2001
10. Yu. A. Kutoyants, I. Negri, “On $L_2$ Efficiency of an Empiric Distribution for Ergodic Diffusion Processes”, Teor. Veroyatnost. i Primenen., 46:1 (2001),  164–169  mathnet  mathscinet  zmath; Theory Probab. Appl., 46:1 (2002), 140–146  isi 3
1999
11. M. V. Burnashev, Yu. A. Kutoyants, “On the Sphere-Packing Bound, Capacity, and Similar Results for Poisson Channels”, Probl. Peredachi Inf., 35:2 (1999),  3–22  mathnet  mathscinet  zmath; Problems Inform. Transmission, 35:2 (1999), 95–111 13
1991
12. A. M. Ebady, Yu. A. Kutoyants, “On consistency of minimal distance estimate for diffusion observations”, Proceedings of the YSU, Physical and Mathematical Sciences, 1991, no. 1,  11–16  mathnet
1988
13. Yu. A. Kutoyantz, “An Example of Estimation of a Parameter of Non-Differentiable Drift Coefficient”, Teor. Veroyatnost. i Primenen., 33:1 (1988),  188–192  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:1 (1988), 175–179  isi 3
1984
14. Yu. A. Kutoyants, “The expansion of the maximum likelihood estimate by the powers of diffusion”, Teor. Veroyatnost. i Primenen., 29:3 (1984),  452–463  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:3 (1985), 465–477  isi 5
1978
15. Yu. A. Kutoyanc, “Estimation of a parameter of a diffusion type process”, Teor. Veroyatnost. i Primenen., 23:3 (1978),  665–672  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:3 (1979), 641–649 11
1977
16. Yu. A. Kutoyants, “Estimation of Signal Parameter in Gaussian Noise”, Probl. Peredachi Inf., 13:4 (1977),  29–36  mathnet  mathscinet  zmath; Problems Inform. Transmission, 13:4 (1977), 266–271
17. Yu. A. Kutoyanc, “Estimation of the trend parameter of a diffusion process in the smooth case”, Teor. Veroyatnost. i Primenen., 22:2 (1977),  409–415  mathnet  mathscinet  zmath; Theory Probab. Appl., 22:2 (1978), 399–405 15
1975
18. Yu. A. Kutoyants, “On a hypotheses testing problem and asymptotical normality of stochastic integrals”, Teor. Veroyatnost. i Primenen., 20:2 (1975),  385–393  mathnet  mathscinet  zmath; Theory Probab. Appl., 20:2 (1976), 376–384 9

Presentations in Math-Net.Ru
1. On misspecification in regularity and properties of estimators
Yu. Kutoyants
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 11:15   
2. On multi-step MLE-processes in the problems of estimation of the solution of BSDE
Yu. A. Kutoyants
School on Stochastics and Financial Mathematics
September 10, 2015 14:30   
3. On goodness-of-fit tests for stochastic processes
Yu. A. Kutoyants
Principle Seminar of the Department of Probability Theory, Moscow State University
December 4, 2013 16:45   

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