Articles

Published articles

• Kutoyants Yu. A., Smirnov V.M. "On range of particles attraction by magnetic dipole", Plasma Physics, 1971, 3, 77-79.
• Kutoyants Yu. A. "On signal detection in the presence of noise", Radiotekhnika i Electronika, 1974, 19, 5, 1099-1104.
• Kutoyants Yu. A. " Local Asymptotic Normality for Stochastic Processes and its Applications in Statistics ", Dissertation(PhD), Moscow Phys-Techn. Inst., 1975.
• Kutoyants Yu. A. "On a class of asymptotically optimal analog algorithms of signal detection", Radiotekhnika i Elektronika, 1975, 20,4, 845-847.
• Kutoyants Yu. A. " Local asymptotic normality for processes of diffusion type", Izv.Akad.Nauk Arm.SSR, Mathematika, 1975, 10, 103-112.
• Kutoyants Yu. A. " On a problem of testing hypotheses and asymptotic normality of stochastic integrals", Theory Probab. Appl., 1975, 20, 376-384.
• Kutoyants Yu. A. "On asymptotic theory of signal detection ", Radiotekhnika i Elektronika, 1976, 21, 1458-1466.
• Kutoyants Yu. A. "Estimation of the trend parameter of a diffusion process", Theory Probab. Appl., 1977, 22, 399-405.
• Kutoyants Yu. A. " On a property of estimator of parameter of trend coefficient.", Izv. Akad. Nauk Arm. SSR., Mathematika, 1977, 12, 245-251.
• Kutoyants Yu. A. "Estimation of signal parameter in Gaussian noise ", Problems of Information Transmission, 1977, 13, 266-271.
• Kutoyants Yu. A. "Asymptotically optimal algorithm of detecting Poisson signals", Radiotehnika i Elektronika, 1977, 22, 3, 621-625.
• Kutoyants Yu. A. "Estimation of parameter of a diffusion type process", Theory Prob.Appl. 1978, 23, 641-649.
• Kutoyants Yu. A. "Parameter estimation of intensity of inhomogeneous Poisson processes", Problems of Control and Information Theory, 1979, 8, 137-149.
• Kutoyants Yu. A. "Local asymptotic normality for processes of Poisson type", Soviet J. of Contemporary Mathematical Analysis, 1979, 14, 1-18.
• Avetissian S.S., Kutoyants Yu. A. "On reliability index in preventive maintenance. ", Izv. Akad. Nauk Arm. SSR, ser. Tekhnitcheskaya, 1981, 34, 1, 24-29.
• Kutoyants Yu. A. "Multidimensional parameter estimation of intensity function of inhomogeneous Poisson process", Problems of Control and Information Theory, 1982, 11, 325-334.
• Avetissian S.S., Kutoyants Yu. A. " On evaluation of reliability index in preventive maintenance", Izv. Akad. Nauk Arm. SSR, 1982, 35, 1, 47-51.
• Kutoyants Yu. A. "Estimation of multidimensional parameter of diffusion process" Université d'Erevan, Mathematika, 1982, 12-33.
• 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.
• Kutoyants Yu. A. "On nonparametric estimation of intensity function of inhomogeneous Poisson process", Problems of Control and Information Theory, 1984, 13,4, 253 - 258.
• Kutoyants Yu. A. "Expansion of a maximum likelihood estimate by diffusion powers},", Theory Probab. Appl., 1984, 29, 465-477.
• 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.
• Kutoyants Yu. A. "Parameter estimation for diffusion type processes of observations ", Math. Operationsforsch. u. Statist., ser. Statistics, 1984, 15, 4, 541-551.
• Kutoyants Yu. A. "Estimating of parameters of process of Poisson type ", Soviet J. of Contemporary Mathematical Analysis, 1984, 19, 3, 47-55.
• 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.
• 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.
• Avetissian S.S., Kutoyants Yu. A. "On a model of prophylaxis", Problems of Control and Information Theory, 1987, 16, 1, 41-47.
• Apoyan G., Kutoyants Yu. A. "On compensator estimation of inhomogeneous Poisson process", Problems of Control and Information Theory, 1987, 16, 2, 135-142.
• 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.
• Kutoyants Yu. A. "An example of estimating a parameter of a nondifferentiable drift coefficient", Theory Probab. Appl., 1988, 33, 1, 175-179.
• Kutoyants Yu. A. "Parameter Estimation for Stochastic Processes. Asymptotic Theory", Dissertation (These d'Etat), Leningrad State University, Leningrad, 1988, 301p.
• Kutoyants Yu. A. " On identification problem of dynamical system with small noise", Soviet J. of Contemp. Math. Analysis, 1988, 23, 3, 79-95.
• Ebady A.M., Kutoyants Yu. A. " On consistency of a MDE for diffusion observations", Utchen. Zap. Erev. Univ., 1991, 1, 17-21.
• 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.
• Kutoyants Yu. A. "Minimum distance parameter estimation for diffusion type observations", C.R.Acad.Paris 1991, 312, sér I, 637-642.
• Ebady A.M., Kutoyants Yu. A. "On minimum distance estimator of parameter of Kalman filter", Utchen. Zap. Erev. Univ., 1992, 2, 89 - 94.
• 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.
• Kutoyants Yu. A., Mourid T. "Estimation dans un modèle autorégressif avec retards", C.R.Acad.Paris, 1992, 315, sér I, 455-458.
• 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.
• 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.
• 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.
• 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.
• Kutoyants Yu. A., Pohlmann H. " Parameter estimation for Kalman-Bucy filter with small noise", Statistics, 1994, 25, 307-323.
• 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.
• 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.
• Kutoyants Yu. A. "Nonconsistent estimation by diffusion type observations ", Statistics and Probability letters, 1994, 20, 1-7.
• Kutoyants Yu. A., Lessi O., "Minimum distance estimation for diffusion fields", Publ. Inst. Stat. Univ. Paris, 1995, XXXIX, fasc.3, 3-20.
• Kutoyants Yu. A., Vostrikova L.Yu., "On non-consistency of estimators", Stochastics and Stochastic Reports, 1995, 53, 53-80.
• 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.
• Bertrand P., Kutoyants Yu. A., "A minimum distance estimator for partially observed linear stochastic systems", Statistics & Decisions, 1996, 14, 323-342.
• 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.
• Kutoyants Yu. A., "Some problems of nonparametric estimation by observations of ergodic diffusion process", Statistics and Probability Letters, 1997, 32, 311-320.
• Höpfner R., Kutoyants Yu. A., "On minimum distance estimation in recurrent Markov step processes I", Scandinavian J. of Statistics, 1997, 24, 1, 61-79.
• Kutoyants Yu. A., "On unbiased density estimation for ergodic diffusion", Statistics and Probability Letters, 1997, 34, 133-140.
• Kutoyants Yu. A., "Efficiency of empirical distribution for ergodic diffusion process", Bernoulli, 1997, 3(4), 445-456.
• 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.
• 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.
• Kutoyants Yu. A., "On semiparametric estimation for ergodic diffusion", Proceedings of A.Razmadze Mathematical Institute, Tbilisi, 1997, 115, 45-58.
• 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.
• Kutoyants Yu. A., Liese F., "Estimation of  linear functionals of Poisson processes", Statistics and Probability Letters, 1998, 40, 43-55.
• 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.
• Kutoyants Yu. A., "Semiparametric estimation for dynamical systems with small noise", Mathematical  Methods of Statistics, 1998, 4, 457-465.
• Kutoyants Yu. A., "Efficient density estimation for ergodic diffusion process", Statistical Inference for Stochastic Processes, 1998, 1, 2, 131-155.
• Kutoyants Yu. A., Spokoiny V., "Optimal choice of observation window for Poisson observations", Statistics and Probability Letters, 1999, 44, 291-298.
• 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.
• 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.
• Kutoyants Yu. A.," On parameter estimation for switching ergodic diffusion processes;, CRAS Paris, 2000, t. 330, Série 1, 925-930.
• Küchler U., Kutoyants Yu. A.," Delay estimation for some stationary diffusion-type processes", Scandinavian Journal of Statistics, 2000, 27, 3, 405-414.
• Kutoyants Yu. A., Negri I., "On L2 efficiency of empiric distribution of ergodic diffusion processs", Theory of Probability and Applications, 2001, 46, 1, 164-169.
• Dabye A.S., Kutoyants Yu. A., "Misspecified change-point estimation problem for a Poisson process", Journal of Applied Probability, 2001, 38A, 705-709.
• Iacus S., Kutoyants Yu. A., , " Semiparametric hypotheses testing for dynamical systems with small noise ", Mathematical Methods of Statistics, 2001, 10, 1, 105-120.
• 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.
• Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient trend coefficient estimation for ergodic diffusion " Mathematical Methods of Statistics, 2002, 11, 4, 402-427.
• 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.
• 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.
• Dalalyan A., Kutoyants Yu. A., "Asymptotically efficient estimation of the derivative of invariant density", Statistical Inference for Stochastic Processes, 2003, 6, 1, 89-107.
• Dietz H.M., Kutoyants Yu.A., "Parameter estimation for some non-recurrent solutions of SDE", Statistics and Decisions, 2003, 21, 29-45
• Dachian S., Kutoyants Yu.A., " On cusp estimation for ergodic diffusions processes", Journal of Statistical Planning and Inference, 2003, 117, 153-166.
• 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.
• 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
• 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.
• Kutoyants Yu. A., "On invariant density estimation for ergodic diffusion processes", SORT. 2004, 28(2), 111-124.
• Kutoyants Yu. A., "On delay estimation for stochastic differential equations", Stochastics and Dynamicss., 2005, 5, 2, 333-342.
• Fazli K., Kutoyants Yu. A., "Two simple hypotheses testing for Poisson process", Far East J. of Theoretical Statistics, 2005, 15, 2, 251-290
• Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus self-exciting", Scandinavian J. of Statistics, 2006, 33, 391-408.
• Kutoyants Yu. A., Yoshida N., "Moment estimation for ergodic diffusion processes", Bernoulli, 2007, 13 (4), 933-951.
• Kutoyants Yu. A., "On delay estimation and testing for diffusion type proceses", Stochastic Differential Equations: Theory and Applications, a volume in Honor of Prof. B. Rozovskii, Edt.'s P.H. Baxendale and S.V. Lototsky, World Scinetific, Singapore, 2007, 339-356.
• Ingster Yu. I., Kutoyants Yu. A. "Nonparametric hypothesis testing for intensity of the Poisson process", Mathem. Methods Statist, 2007,16, 217-245
• 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.
• Kutoyants Yu. A., "On regular and singular estimation for ergodic diffusion", Journal of the Japan Statistical Society, (JJSS), 2008, 38, 1, 51-63.
• Dachian S., Kutoyants Yu. A., "Hypotheses testing : Poisson versus stress-release", J. Statist. Plan. Inference, 2009, 139, 1668-1684.
• Kutoyants Yu. A., "On properties of estimators in nonregular situations for Poisson processes", Journal of Mathematical Sciences, 2009, 163, 3, 213-226.
• Kutoyants Yu. A., "On the goodness-of-fit testing for ergodic diffusion processes". to appear in the Journal of Nonparametric Statistics

Working papers

• Dachian S., Kutoyants Yu. A., "On cusp estimation for dynamical system with small noise".
• Chan, N.H., Kutoyants Yu. A., "On parameter estimations of threshold autoregressive models". submitted
• Kutoyants Yu. A., "Goodness-of-fit tests for perturbed dynamical systems". submitted
• Höpfner, R., Kutoyants Yu. A., "On periodic signal estimation by observations of diffusion process" submitted
• Kutoyants Yu. A., "On identification of the threshold diffusion Processes ". submitted

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