Kutoyants Yurii Artemovich

Publications in Math-Net.Ru

1. On estimation errors in optical communication and location
   
   Avtomat. i Telemekh., 2021, no. 12,  8–47
2. Parameter estimation for continuous time hidden Markov processes
   
   Avtomat. i Telemekh., 2020, no. 3,  86–113
3. On the identification of the source of emission on the plane
   
   Proceedings of the YSU, Physical and Mathematical Sciences, 53:2 (2019),  75–81
4. On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
   
   Statist. Probab. Lett., 139 (2018),  141–151
5. Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
   
   Trudy Mat. Inst. Steklova, 287 (2014),  140–161
6. On frequency estimation for a periodic ergodic diffusion process
   
   Probl. Peredachi Inf., 48:2 (2012),  48–64
7. On large deviations for Poisson stochastic integrals
   
   Probl. Peredachi Inf., 48:1 (2012),  64–79
8. On minimax detection of the intensity of Poisson process
   
   Teor. Veroyatnost. i Primenen., 57:2 (2012),  209–224
9. On properties of estimators in nonregular situations for Poisson processes
   
   Zap. Nauchn. Sem. POMI, 363 (2009),  26–47
10. On $L_2$ Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
    
    Teor. Veroyatnost. i Primenen., 46:1 (2001),  164–169
11. On the Sphere-Packing Bound, Capacity, and Similar Results for Poisson Channels
    
    Probl. Peredachi Inf., 35:2 (1999),  3–22
12. On consistency of minimal distance estimate for diffusion observations
    
    Proceedings of the YSU, Physical and Mathematical Sciences, 1991, no. 1,  11–16
13. An Example of Estimation of a Parameter of Non-Differentiable Drift Coefficient
    
    Teor. Veroyatnost. i Primenen., 33:1 (1988),  188–192
14. The expansion of the maximum likelihood estimate by the powers of diffusion
    
    Teor. Veroyatnost. i Primenen., 29:3 (1984),  452–463
15. Estimation of a parameter of a diffusion type process
    
    Teor. Veroyatnost. i Primenen., 23:3 (1978),  665–672
16. Estimation of Signal Parameter in Gaussian Noise
    
    Probl. Peredachi Inf., 13:4 (1977),  29–36
17. Estimation of the trend parameter of a diffusion process in the smooth case
    
    Teor. Veroyatnost. i Primenen., 22:2 (1977),  409–415
18. On a hypotheses testing problem and asymptotical normality of stochastic integrals
    
    Teor. Veroyatnost. i Primenen., 20:2 (1975),  385–393