Yury Kutoyants
Yury Kutoyants
Le Mans University
Bestätigte E-Mail-Adresse bei univ-lemans.fr - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Statistical inference for ergodic diffusion processes
YA Kutoyants
Springer Science & Business Media, 2013
8042013
Parameter estimation for stochastic processes
YA Kutoyants
Heldermann, 1984
4751984
Identification of dynamical systems with small noise
YA Kutoyants
Springer Science & Business Media, 2012
2932012
Statistical inference for spatial Poisson processes
YA Kutoyants
Springer Science & Business Media, 2012
2522012
Spectral properties of chimera states
M Wolfrum, OE Omel’chenko, S Yanchuk, YL Maistrenko
Chaos: An Interdisciplinary Journal of Nonlinear Science 21 (1), 013112, 2011
1662011
Efficient density estimation for ergodic diffusion processes
YA Kutoyants
Statistical Inference for Stochastic Processes 1 (2), 131-155, 1998
721998
Sobolev spaces of infinite order and the behavior of solutions of some boundary value problems with unbounded increase of the order of the equation
YA Dubinskii
Matematicheskii Sbornik 140 (2), 163-184, 1975
651975
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
R Höpfner, Y Kutoyants
Statistical Inference for Stochastic Processes 13 (3), 193-230, 2010
612010
Delay Estimation for Some Stationary Diffusion‐type Processes
U Kuchler, YA Kutoyants
Scandinavian Journal of Statistics 27 (3), 405-414, 2000
512000
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
422002
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
412008
Parameter estimation for some non-recurrent solutions of SDE
HM Dietz, YA Kutoyants
Statistics & Decisions 21 (1), 29-46, 2003
392003
Minimum distance parameter estimation for diffusion type observations
Y Kutoyants
Comptes rendus de l'Académie des sciences. Série 1, Mathématique 312 (8 …, 1991
361991
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
321994
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
R Höpfner, YA Kutoyants
Statistics & Decisions 27 (4), 309-326, 2009
282009
On parameter estimation of threshold autoregressive models
NH Chan, YA Kutoyants
Statistical inference for stochastic processes 15 (1), 81-104, 2012
272012
Nonparametric hypothesis testing for intensity of the Poisson process
YI Ingster, YA Kutoyants
Mathematical Methods of Statistics 16 (3), 217-245, 2007
262007
Hypotheses testing: Poisson versus self‐exciting
S Dachian, YA Kutoyants
Scandinavian journal of statistics 33 (2), 391-408, 2006
262006
A class of minimum-distance estimators for diffusion processes with ergodic properties
HM Dietz, YA Kutoyants
Statistics & Risk Modeling 15 (3), 211-228, 1997
251997
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20