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Kutoyants, Yurii Artemovich

Statistics Math-Net.Ru
Total publications: 13
Scientific articles: 13
Presentations: 3

Number of views:
This page:484
Abstract pages:1990
Full texts:569
References:136
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http://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
2019
1. N. V. Arakelyan, Yu. A. Kutoyants, “On identification of the source of emission on the plane”, Proceedings of the YSU, Physical and Mathematial Scineces, 53:2 (2019),  75–81  mathnet
2018
2. 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  isi  scopus
2014
3. Yury A. Kutoyants, “Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases”, Tr. Mat. Inst. Steklova, 287 (2014),  140–161  mathnet  elib; Proc. Steklov Inst. Math., 287:1 (2014), 133–154  isi  elib  scopus
2012
4. 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
5. 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
6. 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
2009
7. 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
2001
8. 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
1999
9. 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
1988
10. 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
1984
11. 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
1978
12. 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
1977
13. 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
14. 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
1975
15. 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

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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