Chernoyarov, O. V.; Dachian, S.; Farinetto, C.; Kutoyants, Yu. A. Localization of two radioactive sources on the plane. (English) Zbl 07806015 Stat. Inference Stoch. Process. 27, No. 1, 1-23 (2024). MSC: 62M02 62G10 62G20 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Stat. Inference Stoch. Process. 27, No. 1, 1--23 (2024; Zbl 07806015) Full Text: DOI arXiv
Chernoyarov, O. V.; Dabye, A. S.; Diop, F. N.; Kutoyants, Y. A. Non asymptotic expansions of the MME in the case of Poisson observations. (English) Zbl 07596192 Metrika 85, No. 8, 927-950 (2022). MSC: 62M05 62G05 62G20 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Metrika 85, No. 8, 927--950 (2022; Zbl 07596192) Full Text: DOI arXiv
Chernoyarov, O. V.; Dachian, S.; Farinetto, C.; Kutoyants, Yu. A. Estimation of the position and time of emission of a source. (English) Zbl 1493.62497 Stat. Inference Stoch. Process. 25, No. 1, 61-82 (2022). MSC: 62M02 62G10 62G20 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Stat. Inference Stoch. Process. 25, No. 1, 61--82 (2022; Zbl 1493.62497) Full Text: DOI
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.; Zyulkov, A. V. On estimation errors in optical communication and location. (English. Russian original) Zbl 1483.93620 Autom. Remote Control 82, No. 12, 2041-2075 (2021); translation from Avtom. Telemekh. 2021, No. 12, 8-47 (2021). MSC: 93E10 94A12 60G55 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Autom. Remote Control 82, No. 12, 2041--2075 (2021; Zbl 1483.93620); translation from Avtom. Telemekh. 2021, No. 12, 8--47 (2021) Full Text: DOI
Kutoyants, Yury A. On localization of source by hidden Gaussian processes with small noise. (English) Zbl 1469.62326 Ann. Inst. Stat. Math. 73, No. 4, 671-702 (2021). MSC: 62M05 62F15 60H40 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Ann. Inst. Stat. Math. 73, No. 4, 671--702 (2021; Zbl 1469.62326) Full Text: DOI
Kutoyants, Yury A.; Zhou, Li On parameter estimation of the hidden Gaussian process in perturbed SDE. (English) Zbl 1460.62139 Electron. J. Stat. 15, No. 1, 211-234 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M05 62M20 62F12 60H10 60G15 PDFBibTeX XMLCite \textit{Y. A. Kutoyants} and \textit{L. Zhou}, Electron. J. Stat. 15, No. 1, 211--234 (2021; Zbl 1460.62139) Full Text: DOI arXiv Euclid
Kutoyants, Yu. A. Parameter estimation for continuous time hidden Markov processes. (English. Russian original) Zbl 1455.93192 Autom. Remote Control 81, No. 3, 445-468 (2020); translation from Avtom. Telemekh. 2020, No. 3, 86-113 (2020). MSC: 93E10 93E11 68Q17 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Autom. Remote Control 81, No. 3, 445--468 (2020; Zbl 1455.93192); translation from Avtom. Telemekh. 2020, No. 3, 86--113 (2020) Full Text: DOI
Kutoyants, Yury A. On cusp location estimation for perturbed dynamical systems. (English) Zbl 1443.62060 Scand. J. Stat. 46, No. 4, 1206-1226 (2019). MSC: 62F10 60J60 37A50 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Scand. J. Stat. 46, No. 4, 1206--1226 (2019; Zbl 1443.62060) Full Text: DOI arXiv
Arakelyan, N. V.; Kutoyants, Yu. A. On the identification of the source of emission on the plane. (English) Zbl 1433.62334 Proc. Yerevan State Univ., Phys. Math. Sci. 53, No. 2, 75-81 (2019). MSC: 62P35 60G55 62F10 62F12 PDFBibTeX XMLCite \textit{N. V. Arakelyan} and \textit{Yu. A. Kutoyants}, Proc. Yerevan State Univ., Phys. Math. Sci. 53, No. 2, 75--81 (2019; Zbl 1433.62334)
Kutoyants, Yury A. On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. (English) Zbl 1442.62190 Electron. J. Stat. 13, No. 2, 4508-4526 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62M20 62F12 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Electron. J. Stat. 13, No. 2, 4508--4526 (2019; Zbl 1442.62190) Full Text: DOI arXiv Euclid
Kutoyants, Yury A. On parameter estimation of the hidden Ornstein-Uhlenbeck process. (English) Zbl 1408.62143 J. Multivariate Anal. 169, 248-263 (2019). MSC: 62M05 60J60 62F12 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, J. Multivariate Anal. 169, 248--263 (2019; Zbl 1408.62143) Full Text: DOI
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A. On parameter estimation for cusp-type signals. (English) Zbl 1387.62096 Ann. Inst. Stat. Math. 70, No. 1, 39-62 (2018). Reviewer: Pavel Stoynov (Sofia) MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{O. V. Chernoyarov} et al., Ann. Inst. Stat. Math. 70, No. 1, 39--62 (2018; Zbl 1387.62096) Full Text: DOI arXiv
Kutoyants, Yury A. The asymptotics of misspecified MLEs for some stochastic processes: a survey. (English) Zbl 06821280 Stat. Inference Stoch. Process. 20, No. 3, 347-367 (2017). MSC: 62M02 62G10 62G20 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Stat. Inference Stoch. Process. 20, No. 3, 347--367 (2017; Zbl 06821280) Full Text: DOI
Kutoyants, Yu. A. On the multi-step MLE-process for ergodic diffusion. (English) Zbl 1422.62274 Stochastic Processes Appl. 127, No. 7, 2243-2261 (2017). MSC: 62M05 60J60 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Stochastic Processes Appl. 127, No. 7, 2243--2261 (2017; Zbl 1422.62274) Full Text: DOI arXiv
Kutoyants, Yu A. On approximation of BSDE and multi-step MLE-processes. (English) Zbl 1435.62314 Probab. Uncertain. Quant. Risk 1, Paper No. 4, 22 p. (2016). MSC: 62M05 62F12 60H10 60H15 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Probab. Uncertain. Quant. Risk 1, Paper No. 4, 22 p. (2016; Zbl 1435.62314) Full Text: DOI
Kutoyants, Yury A. On identification of the threshold diffusion processes. (English) Zbl 1238.62092 Ann. Inst. Stat. Math. 64, No. 2, 383-413 (2012). MSC: 62M05 62F12 62G10 62F15 62M10 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Ann. Inst. Stat. Math. 64, No. 2, 383--413 (2012; Zbl 1238.62092) Full Text: DOI arXiv
Kutoyants, Yury A. On parameter estimation for switching ergodic diffusion processes. (English. Abridged French version) Zbl 0966.62050 C. R. Acad. Sci., Paris, Sér. I, Math. 330, No. 10, 925-930 (2000). MSC: 62M05 62E20 62F15 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, C. R. Acad. Sci., Paris, Sér. I, Math. 330, No. 10, 925--930 (2000; Zbl 0966.62050) Full Text: DOI
Kutoyants, Yury; Pilibossian, Philippe On minimum uniform metric estimate of parameters of diffusion-type processes. (English) Zbl 0801.62076 Stochastic Processes Appl. 51, No. 2, 259-267 (1994). MSC: 62M05 62M09 62F12 62E20 PDFBibTeX XMLCite \textit{Y. Kutoyants} and \textit{P. Pilibossian}, Stochastic Processes Appl. 51, No. 2, 259--267 (1994; Zbl 0801.62076) Full Text: DOI
Kutoyants, Yu. A. Nonconsistent estimation by diffusion type observations. (English) Zbl 0801.62075 Stat. Probab. Lett. 20, No. 1, 1-7 (1994). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Stat. Probab. Lett. 20, No. 1, 1--7 (1994; Zbl 0801.62075) Full Text: DOI
Kutoyants, Yury; Mourid, Tahar Minimum distance estimation for a diffusion-type process with delays. (Estimation par la distance minimale pour un processus de type diffusion avec retards.) (French) Zbl 0795.62069 Publ. Inst. Stat. Univ. Paris 38, No. 2, 3-18 (1994). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Kutoyants} and \textit{T. Mourid}, Publ. Inst. Stat. Univ. Paris 38, No. 2, 3--18 (1994; Zbl 0795.62069)
Kutoyants, Yurii; Pilibossian, Philippe Parameter estimation of a diffusion process according to minimum norm criterion. (Estimation des paramètres d’un processus de diffusion d’après le critère de la norme minimale.) (French) Zbl 0776.60095 C. R. Acad. Sci., Paris, Sér. I 316, No. 9, 939-942 (1993). MSC: 60J60 60H10 62M05 PDFBibTeX XMLCite \textit{Y. Kutoyants} and \textit{P. Pilibossian}, C. R. Acad. Sci., Paris, Sér. I 316, No. 9, 939--942 (1993; Zbl 0776.60095)
Kutoyants, Yurii; Mourid, Tahar Estimation dans un modèle autorégressif avec retards. (Estimation for an autoregressive model with delays). (French) Zbl 0754.62073 C. R. Acad. Sci., Paris, Sér. I 315, No. 4, 455-458 (1992). MSC: 62M10 62G07 60H10 60H99 62M05 PDFBibTeX XMLCite \textit{Y. Kutoyants} and \textit{T. Mourid}, C. R. Acad. Sci., Paris, Sér. I 315, No. 4, 455--458 (1992; Zbl 0754.62073)
Kutoyants, Yu. A. Multidimensional parameter estimation of the intensity function of inhomogeneous Poisson processes. (English) Zbl 0499.62073 Probl. Control Inf. Theory 11, 325-334 (1982). MSC: 62M05 62F15 62F12 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Probl. Control Inf. Theory 11, 325--334 (1982; Zbl 0499.62073)
Kutoyants, Yu. A. Intensity parameter estimation of inhomogeneous Poisson process. (English) Zbl 0413.62067 Probl. Control Inf. Theory 8, 137-149 (1979). MSC: 62M09 62F12 62F15 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Probl. Control Inf. Theory 8, 137--149 (1979; Zbl 0413.62067)
Kutoyants, Yu. A. Estimation of a parameter of a diffusion type process. (Russian) Zbl 0404.62055 Teor. Veroyatn. Primen. 23, 665-672 (1978). MSC: 62M05 62F10 60J60 60H10 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Teor. Veroyatn. Primen. 23, 665--672 (1978; Zbl 0404.62055)
Kutoyants, Yu. A. Signal-parameter estimation in Gaussian noise. (Russian) Zbl 0443.62069 Probl. Peredaci Inform. 13, No. 4, 29-36 (1977). MSC: 62M09 62F10 62F15 94A15 62F12 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Probl. Peredachi Inf. 13, No. 4, 29--36 (1977; Zbl 0443.62069)
Kutoyants, Yu. A. Signal-parameter estimation in Gaussian noise. (Russian) Zbl 0436.62072 Probl. Peredaci Inform. 13, No. 4, 29-36 (1977). MSC: 62M09 94A15 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Probl. Peredachi Inf. 13, No. 4, 29--36 (1977; Zbl 0436.62072)