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KUTOYANTS Yury A.

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  4. KUTOYANTS Yury A.

KUTOYANTS Yury A.

 

 

 

Professeur émérite

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

Research interests

Statistics of stochastic processes

Links

to Statistique Asymptotique des Processus Stochastiques (SAPS) workshops

to Advances in Stochastics and Statistics conference

Books

1. Кутоянц Ю. А.  Оценивание Параметров Случайных  Процессов. Изд. АН Арм. ССР, Ереван, 1980, 254p. (in Russian)

2. Kutoyants Yu. A., Parameter Estmation for Stochastic Processes, (Translation of extended Russian edition 1980), Heldermann, Berlin, 1984, 206p

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

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

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

6. Kutoyants Yu. A., Introduction to the Statistics of Poisson Processes and Applications, Springer,  Cham,  2023, 666p.

7. Kutoyants Yu. A.,   Hidden Markov Processes and Adaptive Filtering,  submitted, 2024

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. Кутоянц Ю. "Про застосування "чистоï математики" ",  У Cвiтi  Математики (укр. мат. журн. для школярiв  i студентiв), Киïв: ТВiМС, 1995, 18, 3,  99. 
  50. 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.
  51. Bertrand P., Kutoyants Yu. A., "A minimum distance estimator for partially observed linear stochastic systems", Statistics & Decisions, 1996, 14, 323-342.
  52. 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.
  53. Kutoyants Yu. A., "Some problems of nonparametric estimation by observations of ergodic diffusion process", Statistics and Probability Letters, 1997, 32, 311-320.
  54. Höpfner R., Kutoyants Yu. A., "On minimum distance estimation in recurrent Markov step processes I", Scandinavian J. of Statistics, 1997, 24, 1, 61-79.
  55. Kutoyants Yu. A., "On unbiased density estimation for ergodic diffusion", Statistics and Probability Letters, 1997, 34, 133-140.
  56. Kutoyants Yu. A., "Efficiency of empirical distribution for ergodic diffusion process", Bernoulli, 1997, 3(4), 445-456.
  57. 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.
  58. 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.
  59. Kutoyants Yu. A., "On semiparametric estimation for ergodic diffusion", Proceedings of A.Razmadze Mathematical Institute, Tbilisi, 1997, 115, 45-58.
  60. 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.
  61. Kutoyants Yu. A., Liese F., "Estimation of linear functionals of Poisson processes", Statistics and Probability Letters, 1998, 40, 43-55.
  62. 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.
  63. Kutoyants Yu. A., "Semiparametric estimation for dynamical systems with small noise", Mathematical Methods of Statistics, 1998, 4, 457-465.
  64. Kutoyants Yu. A., "Efficient density estimation for ergodic diffusion process", Statistical Inference for Stochastic Processes, 1998, 1, 2, 131-155.
  65. Burnashev M. V., Kutoyants Yu. A., "Optimal signal selection for a Poisson channel", Radio and Communication Technology, 1999, 4, 5, 45-58.
  66. Kutoyants Yu. A., Spokoiny V., "Optimal choice of observation window for Poisson observations", Statistics and Probability Letters, 1999, 44, 291-298.
  67. 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.
  68. 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.
  69. Kutoyants Yu. A.," On parameter estimation for switching ergodic diffusion processes ;, CRAS Paris, 2000, t. 330, Série 1, 925-930.
  70. Küchler U., Kutoyants Yu. A.," Delay estimation for some stationary diffusion-type processes", Scandinavian Journal of Statistics, 2000, 27, 3, 405-414.
  71. 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.
  72. Dabye A.S., Kutoyants Yu. A., "Misspecified change-point estimation problem for a Poisson process", Journal of Applied Probability, 2001, 38A, 705-709.
  73. Iacus S., Kutoyants Yu. A., , " Semiparametric hypotheses testing for dynamical systems with small noise ", Mathematical Methods of Statistics, 2001, 10, 1, 105-120.
  74. 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.
  75. Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient trend coefficient estimation for ergodic diffusion " Mathematical Methods of Statistics, 2002, 11, 4, 402-427.
  76. 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.
  77. 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.
  78. Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient estimation of the derivative of invariant density", Statistical Inference for Stochastic Processes, 2003, 6, 1, 89-107.
  79. Dietz H.M., Kutoyants Yu.A., "Parameter estimation for some non-recurrent solutions of SDE", Statistics and Risk Modeling, 2003, 21, 1, 29-46.
  80. Dachian S., Kutoyants Yu.A., " On cusp estimation for ergodic diffusions processes", Journal of Statistical Planning and Inference, 2003, 117, 153-166.
  81. 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.
  82. 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
  83. 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.
  84. Kutoyants Yu. A., "On invariant density estimation for ergodic diffusion processes", SORT. 2004, 28(2), 111-124.
  85. Kutoyants Yu. A., "On delay estimation for stochastic differential equations", Stochastics and Dynamics., 2005, 5, 2, 333-342.
  86. Fazli K., Kutoyants Yu. A., "Two simple hypotheses testing for Poisson process", Far East J. of Theoretical Statistics, 2005, 15, 2, 251-290
  87. Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus self-exciting", Scandinavian J. of Statistics, 2006, 33, 391-408.
  88. Kutoyants Yu. A., Yoshida N., "Moment estimation for ergodic diffusion processes", Bernoulli, 2007, 13 (4), 933-951.
  89. 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.
  90. Ingster Yu. I., Kutoyants Yu. A. "Nonparametric hypothesis testing for intensity of the Poisson process", Mathem. Methods Statist, 2007,16, 217-245
  91. 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.
  92. Kutoyants Yu. A., "On regular and singular estimation for ergodic diffusion", Journal of the Japan Statistical Society, (JJSS), 2008, 38, 1, 51-63.
  93. Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus stress-release", J. Statist. Plan. Inference, 2009, 139, 1668-1684.
  94. Höpfner R., Kutoyants Yu. A., "On LAN for parametrized continuous periodic signals in a time nonhomogeneous diffusion", Statistics & Decisions, 2009, 27, 309—326.
  95. Kutoyants Yu. A., "On properties of estimators in nonregular situations for Poisson processes", Journal of Mathematical Sciences, 2009, 163, 3, 213-226.
  96. Höpfner, R., Kutoyants Yu. A. , "Estimating discontinuous periodic signals in a time inhomogeneous diffusion", Statistical Inference for Stochastic Processes, 2010, 13, 3, 193-230.
  97. 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.
  98. Kutoyants Yu. A., "On the goodness-of-fit testing for ergodic diffusion processes", Journal of Nonparametric Statistics, 2010, 22, 4, 529-543.
  99. 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.
  100. Kutoyants Yu. A., "Goodness-of-fit tests for perturbed dynamical systems".
    Journal of Statistical Planning and Inference, 2011, 141, 1655—1666.
  101. 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
  102. 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)
  103. Burnashev M. V., Kutoyants Yu. A., "On large deviations for Poissonian stochastic integrals", Problems of Information Transmission, 2012, 48, 1, 52-67.
  104. Chan N.H., Kutoyants Yu. A., "On parameter estimations of threshold autoregressive models". Statistical Inference for Stochastic Processes, 2012, 1, 81-104.
  105. Chigansky P., Kutoyants Yu. A., "On nonlinear TAR processes and threshold estimation", Mathematical Methods of Statistics, 2012, 21, 2, 142-152.
  106. Burnashev M. V., Kutoyants Yu. A., "On minimax detection of Poisson process intensity", Probability Theory and its Applications, 2012, 57, 2, 209-224.
  107. 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)
  108. 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)
  109. 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)
  110. 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)
  111. 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)
  112. 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.
  113. 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.
  114. Kutoyants Yu. A., "On ADF goodness-of-fit tests for perturbed dynamical systems", Bernoulli, 2015, 21(4), 2430-2456. (arXiv:1403.7713)
  115. 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.
  116. 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.
  117. 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.
  118. 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)
  119. 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)
  120. 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.
  121. Chernoyarov, O.V., Kutoyants, Yu. A., and Shakhtarin, B.I. "The new approach to the synthesis of single-channel consistent estimates of the time signal parameters", MMME 2016, MATEC Web of Conferences 63, 05031. DOI : 10. 1051 /matecconf/ 20166305031
  122. Kutoyants, Yu. A. and Motrunich, A. "On multi-step MLE-process for Markov sequences". Metrika, 2016, 79, 6, 705-724 (arXiv:1601.08174 ).
  123. Kutoyants Yu. A. " On approximation of BSDE and Multi-step MLE-processes". Probability, Uncertainty, and Quantitative Risk, 2016, 1, 1, 1-22.
  124. 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.
  125. Kutoyants Yu. A., " On the multi-step MLE-process for ergodic diffusion", (arXiv 1504.01869) Stochastic Processes and their Applications, 2017, 127, 2243-2261.
  126. Kutoyants Yu. A., "The asymptotics of misspecified MLEs for some stochastic processes : a survey", Stat. Inference Stoch. Process. 2017, 20, 3, 347-368.
  127. Kordzakhia N., Kutoyants Yu., Novikov A., Hin L.-Y. "On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion", (arXiv 1705.01287) Statist. Probab. Letters . 2018, 139, 141-151.
  128. Chernoyarov, O.V., Kutoyants, Yu. A., and Top, A. "On multiple change-point estimation for Poisson process" , Communications in Statistics — Theory and Methods, 2018, 47, 5, 1215-1233.
  129. Khasminskii, R. Z. and Kutoyants, Yu. A. "On parameter estimation of hidden telegraph process". (arXiv:1509.02704 ) Bernoulli, 2018, 24, 3, 2064-2090.
  130. Dachian, S., Kordzakhia N., Kutoyants, Yu. A. and Novikov A., "Estimation of cusp location of stochastic processes : a survey"., Stat. Inference Stoch. Process. 2018, 21, 2, 345-362.
  131. Dabye, A. S., Gounoung, A.A. and Kutoyants, Yu. A. "Method of moments estimators and Multi-step MLE for Poisson processes". Journal of Contemporary Mathematical Analysis, 2018, 53, 4, 31-45.
  132. Chernoyarov, O.V., Kutoyants, Yu. A. and Marcokova, M. "On frequency estimation for partially observed system with small noises in state and observation equations", Komunikacie, 2018, 20, 1, 66-71.
  133. Chernoyarov, O.V., Kutoyants, Yu. A. "On consistent estimation of the frequency of stationary process observed in small noise", Proceedings of the Conference on "Robust Statistics and Financial Mathematics", Tomsk State University, 2018, 16-21.
  134. Chernoyarov, O.V., Dachian, S. Yu. and Kutoyants, Yu. A., "On parameter estimation for cusp-type signals". Annals of the Institute of Statistical Mathematics, 2018, 70, 1, 39-62 (arXiv:1509.02880)
  135. Chernoyarov, O.V., Kutoyants, Yu. A., and Trifonov, A.P. "On misspecifications in regularity and properties of estimators". Electronic J. of Statistics, 2018, 12, 1, 80-106.
  136. Dabye, A. S., Kutoyants, Yu. A. and Tanguep, E.D. "On APF test for Poisson process with shift and scale parameters", Statist. Probab. Letters, 2019, 145, 28-36.
  137. Kutoyants, Yu. A. "On parameter estimation of hidden Ornstein-Uhlenbeck process", Journal of Multivariate Analysis. 2019, 169, 1, 248-263.
  138. Kutoyants Yu. A., "On cusp location estimation for perturbed dynamical systems", Scand. J. Statist. 2019, 46, 1206-1226.
  139. Kutoyants, Yu. A. "On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process", Electronic J. of Statistics, 2019, 13, 4508-4526.
  140. Arakelyan, N., Kutoyants, Yu. A. "On the identification of the source of emission on the plane". Proceedings of the Yerevan State University, Phys. and Math. Sciences, 2019, 53, 2, 75-81.
  141. Chernoyarov, O.V., Kutoyants, Yu.A., Zyulkov, A.V. "On estimation errors when dealing with the problems of optical telecommunications" 2019,  the Proceedings The European Modeling and Simulation Symposium, Lisbon,
  142. Kutoyants, Yu. A. "On nonparametric estmation for SDE with delay.",  Annales de l'ISUP,     2019, 63, 2-3, 11-20.
  143. Chernoyarov, O.V., Dachian, S. Yu. and Kutoyants, Yu. A. "Poisson source localization on the plane : cusp case". Annals of the Institute of Statistical Mathematics, 2020,  72, 5, 1137-1157.
  144. Chernoyarov, O.V., Kutoyants, Yu. A. "Poisson source localization on the plane : the smooth case".  Metrika, 2020, 83, 4, 411-435.
  145.  Kutoyants, Yu. A.     "Hidden Markov model where higher   noise makes smaller errors." 2020, ArXiv: 2010.07596, 1-32.
  146. Farinetto, C.,  Kutoyants, Yu. A. and Top, A. "Poisson source localization on the plane : change-point case".  Annals of the Institute of Statistical Mathematics, 2020, 72, 3, 675-698.
  147. Kutoyants, Yu. A. "Parameter estimation for continuous time hidden Markov processes", Automation and Remote Control, 2020,  81, 3, 446-469 (in English). (Avtomatika i Telemekhanika, 2020, 3, 86-113 (in Russian))
  148. Chernoyarov, O.V., Dachian, S.Yu., Kutoyants, Yu.A. and Zulkov, A.V. ``Pulse signals models in optical communication and location’’, (in Russian) Proceedings of the international conference RLNC*2020 (Radiolocation, Navigation, and Communications), Voronezh State University, 2020, vol. 1, 237-242. https://rlnc.ru
  149. Kutoyants, Yu. A. "On localization of source by hidden Gaussian processes with small noise",   Annals of the Institute of Statistical Mathematics, 2021, 73, 4, 671-702.
  150. Chernoyarov, O.V., Dachian, S. Yu., Kutoyants, Yu.A., Zyulkov, A.V. "On estimation errors in optical telecommunication and location: a survey",  Automation and Remote Control, 2021, 82, 12, 8-47.
  151. Kutoyants, Yu. A. "On Multi—step estmation of delay for SDE ",  Bernoulli, 2021,  27, 3, 2069-2090. 
  152. Chernoyarov, O.V., Faulgaber, A.,  Kutoyants, Yu.A. "The characteristics of the Poisson signal source localization estimates in the regular case and in the presence of the cusp-type and change-point singularities." Proceedings of 33rd European Modeling & Simulation Symposium, 18th International Multidisciplinary Modeling & Simulation Multiconference. 15-17 September, 2021,  59-65.
  153. Kutoyants, Yu. A., Zhou, L. "On parameter estimation of the hidden Gaussian process in perturbed SDE". Electronic J. of Statistics,  2021, 15, 211-234.
  154. Chernoyarov, O.V., Dabye, A.S., Diop, F.N., Kutoyants, Yu.A. "Non asymptotic expansions of the MME in the case of Poisson observations", 2022,  Metrika, 85, 927-950. 
  155. Chernoyarov, O.V., Dachian, S., Farinetto, C., Kutoyants, Yu.A. "Estimation of the position and time of emission of a source",  Statistical Inference for Stochastic Processes. 2022, 25, 1,  61-82.
  156. Chernoyarov, O.V., Dachian, S.Yu., Farinetto, C., Kutoyants, Yu.A. "Localization of two radioactive sources on the plane",    Statistical Inference for Stochastic Processes, 2024, 27, 1, 1-23.
  157. Chernoyarov, O.V., Dachian, S.Yu., Kutoyants, Yu.A. "Misspecification in cusp-type change point models", 2022, submitted.
  158. Chernoyarov,  O.V., Kutoyants, Yu. A., San, K.M. "Adaptive Kalman filtration for low  noise systems", Transportation Research Procedia,  2023 74,  924–930.  
  159. Chernoyarov, O.V., Kutoyants, Yu. A. "Approximation of BSDE with hidden forward equation and unknown volatility",  Econometrics and Statistics,  on-line 15.01.2023 (https://doi.org/10.1016/j.ecosta.2023.01.002). 
  160. Kutoyants, Yu. A. "Volatility estimation of hidden Markov processes and adaptive filtration",   Stoch. Processes Appl., 2024, July, 173, 104381. 
  161. Kutoyants, Yu. A. "Hidden ergodic  Ornstein-Uhlenbeck process and adaptive filter." 2024, (arXiv    2304.08857) 
  162. Kutoyants, Yu. A. "Hidden AR process and adaptive Kalman filter."  Annals of the Institute of Statistical Mathematics, 2024,  on-line 25.07.2024, doi.org/10.1007/s10463-024-00908-7
  163.  Chernoyarov, O.V., Dachian, S.Yu., Kutoyants, Yu.A. "Localization of moving Poisson source on the plane", 2023, submitted.
  164.   Kutoyants, Yu. A. "Adaptive Kalman filter for  systems with unknown initial values", 2024,  submitted

Publié le 20 octobre 2024

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