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Yury Kutoyants
Yury Kutoyants
Le Mans University
Dirección de correo verificada de univ-lemans.fr - Página principal
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Año
Statistical inference for ergodic diffusion processes
YA Kutoyants
Springer Science & Business Media, 2013
10262013
Parameter estimation for stochastic processes
YA Kutoyants
(No Title), 1984
5451984
Identification of dynamical systems with small noise
YA Kutoyants
Springer Science & Business Media, 2012
3452012
Statistical inference for spatial Poisson processes
YA Kutoyants
Springer Science & Business Media, 2012
2902012
Efficient density estimation for ergodic diffusion processes
YA Kutoyants
Statistical Inference for Stochastic Processes 1, 131-155, 1998
781998
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
R Höpfner, Y Kutoyants
Statistical Inference for Stochastic Processes 13 (3), 193-230, 2010
652010
Delay Estimation for Some Stationary Diffusion‐type Processes
U Kuchler, YA Kutoyants
Scandinavian Journal of Statistics 27 (3), 405-414, 2000
582000
Parameter estimation for some non-recurrent solutions of SDE
HM Dietz, YA Kutoyants
Statistics & Decisions 21 (1), 29-46, 2003
502003
Minimum distance parameter estimation for diffusion type observations
Y Kutoyants
Comptes rendus de l'Académie des sciences. Série 1, Mathématique 312 (8 …, 1991
501991
Some problems of nonparametric estimation by observations of ergodic diffusion process
YA Kutoyants
Statistics & Probability Letters 32 (3), 311-320, 1997
481997
Asymptotically efficient trend coefficient estimation for ergodic diffusion
AS Dalalyan, YA Kutoyants
Mathematical Methods of Statistics 11 (4), 402-427, 2002
472002
On the goodness-of-fit tests for some continuous time processes
S Dachian, YA Kutoyants
Statistical models and methods for biomedical and technical systems, 385-403, 2008
432008
On minimum L1-norm estimate of the parameter of the Ornstein—Uhlenbeck process
Y Kutoyants, P Pilibossian
Statistics & Probability Letters 20 (2), 117-123, 1994
361994
Nonparametric hypothesis testing for intensity of the Poisson process
YI Ingster, YA Kutoyants
Mathematical Methods of Statistics 16, 217-245, 2007
342007
A class of minimum-distance estimators for diffusion processes with ergodic properties
HM Dietz, YA Kutoyants
Statistics & Risk Modeling 15 (3), 211-228, 1997
341997
On parameter estimation of threshold autoregressive models
NH Chan, YA Kutoyants
Statistical inference for stochastic processes 15, 81-104, 2012
302012
Hypotheses Testing: Poisson Versus Self‐exciting
S Dachian, YA Kutoyants
Scandinavian Journal of Statistics 33 (2), 391-408, 2006
302006
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
R Höpfner, YA Kutoyants
Statistics & Decisions 27 (4), 309-326, 2009
292009
On a problem of statistical inference in null recurrent diffusions
R Höpfner, Y Kutoyants
Statistical Inference for Stochastic Processes 6, 25-42, 2003
292003
On nonparametric estimation of trend coefficients in a diffusion process
YA Kutoyants
Statistics and Control of Stochastic Processes 230, 250, 1984
281984
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