Laboratoire Manceau
de Mathématiques
Equipe d'Accueil N° 3263
Membre de la Fédération de mathématiques des Pays de Loire
Faculté des Sciences et Techniques - Université du Maine
KUTOYANTS Yury
Membres BEN HARIZ Samir BROUSTE Alexandre DENIS Laurent DUTANG Christophe FARINETTO Christian HAMADENE Saïd KLEPTSYNA Marina KUTOYANTS Yury MATOUSSI Anis MAUGEAIS Sylvain MORLAIS Marie-Amélie POPIER Alexandre VOTSI Irène

Professor emeritus

Tel : +(33) 2 43 83 32 19
Fax : +(33) 2 43 83 35 79
e-mail : kutoyants@univ-lemans.fr

Research interests

Statistics of stochastic processes

Links

to Statistical Inference for Stochastic Processes journal

to Statistique Asymptotique des Processus Stochastiques (SAPS) workshops

Books

Kutoyants Yu. A., Parameter Estmation for Stochastic Processes, (Russian ediition 1980), Heldermann, Berlin, 1984, 206p

Kutoyants Yu. A., Identification of Dynamical Systems with Small Noise, Kluwer, Dordrecht, 1994, 298p.

Kutoyants Yu. A., Statistical Inference for Spatial Poisson Processes, Lect. Notes Statist. 134, Springer, New York, 1998, 276p.

Kutoyants Yu. A., Statistical Inference for Ergodic Diffusion Processes, Springer Series in Statistics, London, 2004, 496p.

Kutoyants Yu. A., Introduction to Statistics of Poisson Processes,
to appear.

Articles

Published articles

  1. Kutoyants Yu. A., Smirnov V.M. "On range of particles attraction by magnetic dipole", Plasma Physics, 1971, 3, 77-79.
  2. Kutoyants Yu. A. "On signal detection in the presence of noise", Radiotekhnika i Electronika, 1974, 19, 5, 1099-1104.
  3. Kutoyants Yu. A. " Local Asymptotic Normality for Stochastic Processes and its Applications in Statistics ", Dissertation(PhD), Moscow Phys-Techn. Inst., 1975.
  4. Kutoyants Yu. A. "On a class of asymptotically optimal analog algorithms of signal detection", Radiotekhnika i Elektronika, 1975, 20,4, 845-847.
  5. Kutoyants Yu. A. " Local asymptotic normality for processes of diffusion type", Izv.Akad.Nauk Arm.SSR, Mathematika, 1975, 10, 103-112.
  6. Kutoyants Yu. A. " On a problem of testing hypotheses and asymptotic normality of stochastic integrals", Theory Probab. Appl., 1975, 20, 376-384.
  7. Kutoyants Yu. A. "On asymptotic theory of signal detection ", Radiotekhnika i Elektronika, 1976, 21, 1458-1466.
  8. Kutoyants Yu. A. "Estimation of the trend parameter of a diffusion process", Theory Probab. Appl., 1977, 22, 399-405.
  9. Kutoyants Yu. A. " On a property of estimator of parameter of trend coefficient.", Izv. Akad. Nauk Arm. SSR., Mathematika, 1977, 12, 245-251.
  10. Kutoyants Yu. A. "Estimation of signal parameter in Gaussian noise ", Problems of Information Transmission, 1977, 13, 266-271.
  11. Kutoyants Yu. A. "Asymptotically optimal algorithm of detecting Poisson signals", Radiotehnika i Elektronika, 1977, 22, 3, 621-625.
  12. Kutoyants Yu. A. "Estimation of parameter of a diffusion type process", Theory Prob.Appl. 1978, 23, 641-649.
  13. Kutoyants Yu. A. "Parameter estimation of intensity of inhomogeneous Poisson processes", Problems of Control and Information Theory, 1979, 8, 137-149.
  14. Kutoyants Yu. A. "Local asymptotic normality for processes of Poisson type", Soviet J. of Contemporary Mathematical Analysis, 1979, 14, 1-18.
  15. Avetissian S.S., Kutoyants Yu. A. "On reliability index in preventive maintenance. ", Izv. Akad. Nauk Arm. SSR, ser. Tekhnitcheskaya, 1981, 34, 1, 24-29.
  16. Kutoyants Yu. A. "Multidimensional parameter estimation of intensity function of inhomogeneous Poisson process", Problems of Control and Information Theory, 1982, 11, 325-334.
  17. Avetissian S.S., Kutoyants Yu. A. " On evaluation of reliability index in preventive maintenance", Izv. Akad. Nauk Arm. SSR, 1982, 35, 1, 47-51.
  18. Kutoyants Yu. A. "Estimation of multidimensional parameter of diffusion process" Université d’Erevan, Mathematika, 1982, 12-33.
  19. Kutoyants Yu. A. "Asymptotic expansion of the maximum likelihood estimate of the intensity parameter for inhomogeneous Poisson observations", Transactions of the Ninth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes, Prague, 1983, 35-40.
  20. Kutoyants Yu. A. "On nonparametric estimation of intensity function of inhomogeneous Poisson process", Problems of Control and Information Theory, 1984, 13,4, 253 - 258.
  21. Kutoyants Yu. A. "Expansion of a maximum likelihood estimate by diffusion powers},", Theory Probab. Appl., 1984, 29, 465-477.
  22. Avetissian S.S., Kutoyants Yu. A. "On some models of point processes in the problem of prophylaxis", Izv. Akad. Nauk Arm. SSR, ser. Tekhnitcheskaya, 1984, 37, 1, 25-30.
  23. Kutoyants Yu. A. "Parameter estimation for diffusion type processes of observations ", Math. Operationsforsch. u. Statist., ser. Statistics, 1984, 15, 4, 541-551.
  24. Kutoyants Yu. A. "Estimating of parameters of process of Poisson type ", Soviet J. of Contemporary Mathematical Analysis, 1984, 19, 3, 47-55.
  25. Kutoyants Yu. A. "On nonparametric estimation of the trend coefficient of the diffusion process", Statistics and Control of Stochastic Processes (Steklov Seminar 1984), Optimization Software, New York, 1985, 230-250.
  26. Apoyan G., Kutoyants Yu. A. "On state estimation of dynamical system perturbed by small noise", Proc. 5-th Pannonian Symp. Math. Statist., Visegrád, 1985, 247-253.
  27. Avetissian S.S., Kutoyants Yu. A. "On a model of prophylaxis", Problems of Control and Information Theory, 1987, 16, 1, 41-47.
  28. Apoyan G., Kutoyants Yu. A. "On compensator estimation of inhomogeneous Poisson process", Problems of Control and Information Theory, 1987, 16, 2, 135-142.
  29. Kutoyants Yu. A. "On efficient nonparametric estimation of trend coefficient", Statistics and Control of Stochastic Processes (Steklov Seminar 1985), Optimization Software, New York, 1988, 196-207.
  30. Kutoyants Yu. A. "An example of estimating a parameter of a nondifferentiable drift coefficient", Theory Probab. Appl., 1988, 33, 1, 175-179.
  31. Kutoyants Yu. A. "Parameter Estimation for Stochastic Processes. Asymptotic Theory", Dissertation (These d’Etat), Leningrad State University, Leningrad, 1988, 301p.
  32. Kutoyants Yu. A. " On identification problem of dynamical system with small noise", Soviet J. of Contemp. Math. Analysis, 1988, 23, 3, 79-95.
  33. Ebady A.M., Kutoyants Yu. A. " On consistency of a MDE for diffusion observations", Utchen. Zap. Erev. Univ., 1991, 1, 17-21.
  34. Kutoyants Yu. A., Liese F. " Minimax bounds in the problem of intensity estimation of spatial Poisson process", Soviet J. of Contemporary Mathematical Analysis, 1991, 26, 3, 39-52.
  35. Kutoyants Yu. A. "Minimum distance parameter estimation for diffusion type observations", C.R.Acad.Paris 1991, 312, sér I, 637-642.
  36. Ebady A.M., Kutoyants Yu. A. "On minimum distance estimator of parameter of Kalman filter", Utchen. Zap. Erev. Univ., 1992, 2, 89 - 94.
  37. Kutoyants Yu. A., Mourid T., Bosq D. "Estimation paramétrique d’un processus de diffusion avec retards", Ann.Inst. Henri Poincaré, 1992, 28, 1, 95-106.
  38. Kutoyants Yu. A., Mourid T. "Estimation dans un modèle autorégressif avec retards", C.R.Acad.Paris, 1992, 315, sér I, 455-458.
  39. Kutoyants Yu. A., Liese F. "On minimum distance estimation for spatial Poisson processes", Ann. Academiae Scient. Fennicae, 1992, ser.A, I, v.17,65-71.
  40. Kutoyants Yu. A., Pilibossian P. "Estimation des paramètres d’un processus de diffusion dans les Banach d’après le critère de la norme minimale", C.R.Acad.Paris, 1993, t.316, ser.I, 939-942.
  41. Kutoyants Yu. A., Nercessian A., Pilibossian P. "On limit distribution of the minimum $\sup$-norm estimate of the parameter of the Ornstein-Uhlenbeck process ", Revue Roumaine de Mathematiques Pures et Appliquees, 1994, 39, 2, 119-129.
  42. Kutoyants Yu. A., Pilibossian P. "On minimum uniform metric estimate of parameters of diffusion type processes ", Stochastic Processes and their Applications, 1994, 51, 259-267.
  43. Kutoyants Yu. A., Pohlmann H. " Parameter estimation for Kalman-Bucy filter with small noise", Statistics, 1994, 25, 307-323.
  44. Kutoyants Yu. A., Pilibossian P. "On minimum $L_1$-norm estimates of the parameter of Ornstein-Uhlenbeck process ", Statistics and Probability Letters, 1994, 20, 117-123.
  45. Kutoyants Yu. A., Mourid T. "Estimation par la distance minimale pour un processus de type diffusion avec retards ", Publications de l’ISUP, 1994, 38 , 2, 3-18.
  46. Kutoyants Yu. A. "Nonconsistent estimation by diffusion type observations ", Statistics and Probability letters, 1994, 20, 1-7.
  47. Kutoyants Yu. A., Lessi O., "Minimum distance estimation for diffusion fields", Publ. Inst. Stat. Univ. Paris, 1995, XXXIX, fasc.3, 3-20.
  48. Kutoyants Yu. A., Vostrikova L.Yu., "On non-consistency of estimators", Stochastics and Stochastic Reports, 1995, 53, 53-80.
  49. Dermoune A., Yu. A. Kutoyants, "Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation", Stochastics and Stochastics Reports, 1995, vol.52, 121-145.
  50. Bertrand P., Kutoyants Yu. A., "A minimum distance estimator for partially observed linear stochastic systems", Statistics & Decisions, 1996, 14, 323-342.
  51. Kutoyants Yu. A., "Minimum distance approach in parametric estimation for diffusion processes", in Applications of Time Series Analysis in Astronomy and Meteorology, editors : T. Subba Rao, B. M. Priestly and O. Lessi, Chapman and Hall, London, 1997, 103-118.
  52. Kutoyants Yu. A., "Some problems of nonparametric estimation by observations of ergodic diffusion process", Statistics and Probability Letters, 1997, 32, 311-320.
  53. Höpfner R., Kutoyants Yu. A., "On minimum distance estimation in recurrent Markov step processes I", Scandinavian J. of Statistics, 1997, 24, 1, 61-79.
  54. Kutoyants Yu. A., "On unbiased density estimation for ergodic diffusion", Statistics and Probability Letters, 1997, 34, 133-140.
  55. Kutoyants Yu. A., "Efficiency of empirical distribution for ergodic diffusion process", Bernoulli, 1997, 3(4), 445-456.
  56. Dietz H.M., Kutoyants Yu. A., "A class of minimum distance estimators for diffusion processes with ergodic properties", Statistics and Decisions, 1997, 15, 211-227.
  57. Kutoyants Yu. A., Lessi O., "Asymptotic efficiency of MDE for diffusion fields", Proceedings of the meeting in honor of Oliviero Lessi, Padova, March 25-26, 1996, University of Padova, 1997, 143-152.
  58. Kutoyants Yu. A., "On semiparametric estimation for ergodic diffusion", Proceedings of A.Razmadze Mathematical Institute, Tbilisi, 1997, 115, 45-58.
  59. Kutoyants Yu. A., "On density estimation by the observations of ergodic diffusion processes", in "Statistic and Control of Stochastic Processes", the -#Liptser Festschrift, eds. Yu.M. Kabanov, B.L. Rozovskii, A.N. Shiryayev, World Scientific, Singapore, 1997, 253-274.
  60. Kutoyants Yu. A., Liese F., "Estimation of linear functionals of Poisson processes", Statistics and Probability Letters, 1998, 40, 43-55.
  61. Höpfner R., Kutoyants Yu. A., "On minimum distance estimation in recurrent Markov step processes II", Annals of the Institute of Statistical Mathematics, 1998, 50, 3, 493-502.
  62. Kutoyants Yu. A., "Semiparametric estimation for dynamical systems with small noise", Mathematical Methods of Statistics, 1998, 4, 457-465.
  63. Kutoyants Yu. A., "Efficient density estimation for ergodic diffusion process", Statistical Inference for Stochastic Processes, 1998, 1, 2, 131-155.
  64. Burnashev M. V., Kutoyants Yu. A., "Optimal signal selection for a Poisson channel", Radio and Communication Technology, 1999, 4, 5, 45-58.
  65. Kutoyants Yu. A., Spokoiny V., "Optimal choice of observation window for Poisson observations", Statistics and Probability Letters, 1999, 44, 291-298.
  66. Burnashev M. V., Kutoyants Yu. A., "On sphere-packing bound, capacity and related results for Poisson channel", Problems of Information Transmission, 1999, 35, 2, 3-22.
  67. Campillo F., Le Gland F., Kutoyants Yu. A. " Small noise asymptotics of the GLR Test for off-line change detection in misspecified diffusion processes ; Stochastics and Stochastic Reports, 2000, 70, 109-129.
  68. Kutoyants Yu. A.," On parameter estimation for switching ergodic diffusion processes ;, CRAS Paris, 2000, t. 330, Série 1, 925-930.
  69. Küchler U., Kutoyants Yu. A.," Delay estimation for some stationary diffusion-type processes", Scandinavian Journal of Statistics, 2000, 27, 3, 405-414.
  70. Kutoyants Yu. A., Negri I., "On L2 efficiency of empiric distribution of ergodic diffusion processes", Theory of Probability and Applications, 2001, 46, 1, 164-169.
  71. Dabye A.S., Kutoyants Yu. A., "Misspecified change-point estimation problem for a Poisson process", Journal of Applied Probability, 2001, 38A, 705-709.
  72. Iacus S., Kutoyants Yu. A., , " Semiparametric hypotheses testing for dynamical systems with small noise ", Mathematical Methods of Statistics, 2001, 10, 1, 105-120.
  73. Burnashev M. V., Kutoyants Yu. A., "On minimal a-mean error parameter transmission over Poisson channel", IEEE Information Theory, 2001, vol. 47, 6, 2505-2515.
  74. Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient trend coefficient estimation for ergodic diffusion " Mathematical Methods of Statistics, 2002, 11, 4, 402-427.
  75. Dabye A.S., Farinetto C., Kutoyants Yu. A., "On Bayesian estimators in misspecified change-point problem for a Poisson process", Statistics and Probability Letters, 2003, 61, 1, 17-30.
  76. Höpfner, R., Kutoyants Yu. A., "On a problem of statistical inference in null recurrent diffusion", Statistical Inference for Stochastic Processes, 2003, 6, 1, 25-42.
  77. Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient estimation of the derivative of invariant density", Statistical Inference for Stochastic Processes, 2003, 6, 1, 89-107.
  78. Dietz H.M., Kutoyants Yu.A., "Parameter estimation for some non-recurrent solutions of SDE", Statistics and Risk Modeling, 2003, 21, 1, 29-46.
  79. Dachian S., Kutoyants Yu.A., " On cusp estimation for ergodic diffusions processes", Journal of Statistical Planning and Inference, 2003, 117, 153-166.
  80. Dalalyan A., Kutoyants Yu. A., "On second order asymptotically efficient estimation of invariant density for ergodic diffusion " Statistics and Decisions., 2004, 22, 1, 17-42.
  81. Dehay D., Kutoyants Yu.A., "On confidence intervals for distribution function and density of ergodic diffusion process", Journal of Statistical Planning and Inference. 2004, 124, 63-73
  82. Kutoyants Yu. A., "On parameter estimation by contaminated observations of ergodic diffusion processes", Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life M.S. Nikulin et al. (Eds), Birkhauser, Boston, 2004, 461-472.
  83. Kutoyants Yu. A., "On invariant density estimation for ergodic diffusion processes", SORT. 2004, 28(2), 111-124.
  84. Kutoyants Yu. A., "On delay estimation for stochastic differential equations", Stochastics and Dynamicss., 2005, 5, 2, 333-342.
  85. Fazli K., Kutoyants Yu. A., "Two simple hypotheses testing for Poisson process", Far East J. of Theoretical Statistics, 2005, 15, 2, 251-290
  86. Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus self-exciting", Scandinavian J. of Statistics, 2006, 33, 391-408.
  87. Kutoyants Yu. A., Yoshida N., "Moment estimation for ergodic diffusion processes", Bernoulli, 2007, 13 (4), 933-951.
  88. Kutoyants Yu. A., "On delay estimation and testing for diffusion type processes", Stochastic Differential Equations : Theory and Applications, a volume in Honor of Prof. B. Rozovskii, Edt.’s P.H. Baxendale and S.V. -Lototsky, World Scientific, Singapore, 2007, 339-356.
  89. Ingster Yu. I., Kutoyants Yu. A. "Nonparametric hypothesis testing for intensity of the Poisson process", Mathem. Methods Statist, 2007,16, 217-245
  90. Dachian S., Kutoyants Yu. A., "On the goodness-of-fit testing for some continuous time processes". Statistical Models and Methods for Biomedical and Technical Systems, F.Vonta et al. (Eds), Birkhäuser, Boston, 2008, 385-403.
  91. Kutoyants Yu. A., "On regular and singular estimation for ergodic diffusion", Journal of the Japan Statistical Society, (JJSS), 2008, 38, 1, 51-63.
  92. Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus stress-release", J. Statist. Plan. Inference, 2009, 139, 1668-1684.
  93. Höpfner R., Kutoyants Yu. A., "On LAN for parametrized continuous periodic signals in a time nonhomogeneous diffusion", Statistics & Decisions, 2009, 27, 309—326.
  94. Kutoyants Yu. A., "On properties of estimators in nonregular situations for Poisson processes", Journal of Mathematical Sciences, 2009, 163, 3, 213-226.
  95. Höpfner, R., Kutoyants Yu. A. , "Estimating discontinuous periodic signals in a time inhomogeneous diffusion", Statistical Inference for Stochastic Processes, 2010, 13, 3, 193-230.
  96. Chan N.H., Kutoyants Yu. A., "Recent developments of threshold estimation for nonlinear time series", Journal of the Japan Statistical Society, 2010, 40, 2, 277-308.
  97. Kutoyants Yu. A., "On the goodness-of-fit testing for ergodic diffusion processes", Journal of Nonparametric Statistics, 2010, 22, 4, 529-543.
  98. Maunoury, F., Derouineau, J., Farinetto, C., Brouste, A. Kutoyants, Y., Engler, J.Y. "Evaluation économique du Club Santé Active proposé par la Caisse Primaire d’Assurance Maladie de la Sarthe", Journal de Gestion et d’Economie Médicales, 2011, 8, 29, 409-421.
  99. Kutoyants Yu. A., "Goodness-of-fit tests for perturbed dynamical systems".
    Journal of Statistical Planning and Inference, 2011, 141, 1655—1666.
  100. Höpfner R., Kutoyants Yu. A., " Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion", Mathematical Methods of Statistics, 2011, 20, 1, 58—74
  101. Kutoyants Yu. A., "On identification of the threshold diffusion processes ", Annals of the Institute of Statistical Mathematics, 2012, 64, 2, 383-413. (arXiv:1003.3539)
  102. Burnashev M. V., Kutoyants Yu. A., "On large deviations for Poissonian stochastic integrals", Problems of Information Transmission, 2012, 48, 1, 52-67.
  103. Chan N.H., Kutoyants Yu. A., "On parameter estimations of threshold autoregressive models". Statistical Inference for Stochastic Processes,
    2012, 1, 81-104.
  104. Chigansky P., Kutoyants Yu. A., "On nonlinear TAR processes and threshold estimation", Mathematical Methods of Statistics, 2012, 21, 2, 142-152. (arXiv:1110.0932)
  105. Burnashev M. V., Kutoyants Yu. A., "On minimax detection of Poisson process intensity", Probability Theory and its Applications, 2012, 57, 2, 209-224.
  106. Höpfner R., Kutoyants Yu. A., " On frequency estimation of periodic ergodic diffusion process", Problems of Information Transmission, 2012, 48, 2, 127-141. (arXiv:1108.5314)
  107. Chigansky P., Kutoyants Yu. A., "Estimation in threshold autoregressive models with correlated innovations", Annals of the Institute of Statistical Mathematics, 2013, 65, 959-992. (arXiv:1108.1536)
  108. Kutoyants Yu. A., "On asymptotic distribution of parameter free tests for ergodic diffusion processes", Statistical Inference for Stochastic Processes, 2014, 17, 2, 139-161. (arXiv:1302.1026)
  109. Kleptsyna, M., Kutoyants, Yu. A. "On asymptotically distribution-free tests with parametric hypothesis for ergodic diffusion processes", Statistical Inference for Stochastic Processes, 2014, 17, 3, 295-319.(arXiv:1305.3382)
  110. Kutoyants Yu. A., Zhou L., "On approximation of the backward stochastic differential equation." Journal of Statistical Planning and Inference, 2014, 150, 111-123. (arXiv:1305.3728)
  111. Kutoyants Yu. A., Zhou L., "On asymptotically parameter free tests for ergodic diffusion processes." in Statistical Models and Methods for Reliability and Survival Analysis V. Couallier, L. Gerville-Reache, C. Huber-Carol, N. Limnios, M. Mesbah (Ed’s), Wiley-ISTE, 2014, 161-175.
  112. Kutoyants Yu. A., "On ADF goodness-of-fit tests for stochastic processes". New Perspectives on Stochastic Modeling and Data Analysis. J. R. Bozeman, V. Girardin, and C. H. Skiadas (Ed’s), ISAST, Athens, 2014, 3-18.
  113. Kutoyants Yu. A., "On ADF goodness-of-fit tests for perturbed dynamical systems", Bernoulli, 2015, 21(4), 2430-2456. (arXiv:1403.7713)
  114. Kutoyants Yu. A., " Approximation of the backward stochastic differential equation. Small noise, large samples and high frequency cases", "Proceedings of the Steklov Institute of Mathematics", 2014, v. 287, 140-161.
  115. Gasparyan, S.B. and Kutoyants Yu. A. " On approximation of the BSDE with unknown volatility in a forward equation". Armenian Journal of Mathematics, 2015, 7, 1, 59-79.
  116. Gasparyan, S.B. and Kutoyants Yu. A. " An example of one-step MLE-process in volatility estimation problem". Izvestiya Natsionalnoi Akademii Nauk, Armenia : Matematika, 2015, 50, 3, 71-76.
  117. Dachian, S., Kutoyants Yu. A., Yang, L. "On hypothesis testing for Poisson processes. Regular case", Communications in Statistics. Theory and Methods, 2016, 45(23), 6816-6832. (arXiv:1403.7867)
  118. Dachian, S., Kutoyants Yu. A., Yang, L. "On hypothesis testing for Poisson processes. Singular cases", Communications in Statistics. Theory and Methods, 2016, 45(23), 6833-6859. (arXiv:1403.7868)
  119. Kutoyants Yu. A., "On score-functions and goodness-of-fit tests for stochastic processes", (arXiv:1403.7715) Mathematical Methods of Statistics, 2016, 25, 2, 99-120.
  120. Kutoyants, Yu. A. and Motrunich, A. "On multi-step MLE-process for Markov sequences". Metrika, 2016, 79, 6, 705-724 (arXiv:1601.08174 ).
  121. Kutoyants Yu. A. " On approximation of BSDE and Multi-step MLE-processes". 2016, Probability, Uncertainty, and Quantitative Risk, 1, 1, 1-22.
  122. Chernoyarov, O.V., Kutoyants, Yu. A., and Trifonov, A.P. "On misspecifications in regularity and properties of estimators". 2015, (arXiv:1509.02715) submitted
  123. Chernoyarov, O.V., Dachian, S. Yu. and Kutoyants, Yu. A., "On parameter estimation for cusp-type signals". 2015, to appear in the Annals of the Institute of Statistical Mathematics (arXiv:1509.02880)
  124. Khasminskii, R. Z. and Kutoyants, Yu. A. "On parameter estimation of hidden telegraph process". 2015, (arXiv:1509.02704 ) To appear in Bernoulli.
  125. Gasparyan, S. B. and Kutoyants, Yu. A. "On the lower bound in second order asymptotically efficient estimation for Poisson processes". Mathematical Methods of Statistics, 2017, 27, 1, 1-19.
  126. Dabye, A. S., Gounoung, A.A. and Kutoyants, Yu. A. "Method of moments estimators and Multi-step MLE for Poisson processes". 2016, to appear in the Journal of Contemporary Mathematical Analysis.
  127. Kutoyants Yu. A., " On the multi-step MLE-process for ergodic diffusion", (arXiv 1504.01869) to appear in Stochastic Processes and their Applications.
  128. Kutoyants Yu. A., "On misspecification in regularity and properties of MLE for some stochastic processes", 2017, to appear in Statistical Inference for Stochastic Processes.
  129. Kordzakhia N., Kutoyants Yu., Novikov A., Hin L.-Y. "On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models", (arXiv 1705.01287) submitted.
  130. Chernoyarov, O.V., Kutoyants, Yu. A., and Top, A. "On Multiple Change-Point Estimation For Poisson Process" , 2017, to appear in Communications in Statistics. Theory and Methods,
  131. Kutoyants Yu. A., "On cusp location estimation for perturbed dynamical system", 2017, submitted.
Laboratoire Manceau de Mathématiques
Université du Maine - Faculté des Sciences et Techniques
Avenue Olivier Messiaen - 72085 Le Mans Cedex 9 (France)
Tel : +(33) 2 43 83 32 19
[ Contacts ]