Kutoyants, Yury A.

1. On Parameter Estimation of Hidden Ergodic Ornstein-Uhlenbeck Process
   2019/02/22 by Kutoyants, Yury A. · 2 citations
   #62G10 #62G20 #62M02 #FOS: Mathematics #Statistics Theory (math.ST)
2. On the Goodness-of-Fit Tests for Some Continuous Time Processes
   2009/03/26 by Sergueï Dachian, Yury A. Kutoyants, Dachian, Serguei +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. On Multi-Step MLE-Process for Ergodic Diffusion
   2015/04/08 by Kutoyants, Yury A. · 1 citation
   #62M05 #FOS: Mathematics #Statistics Theory (math.ST)
4. On Parameter Estimation of the Hidden Gaussian Process in perturbed SDE
   2019/04/22 by Kutoyants, Yury A., Zhou, Li · 1 citation
   #62G10 #62G20 #62M02 #FOS: Mathematics #Statistics Theory (math.ST)
5. Volatility Estimation of Hidden Markov Processes and Adaptive Filtration
   2020/10/15 by Kutoyants, Yury A. · 1 citation
   #62G10 #62G20 #62M02 #FOS: Mathematics #Statistics Theory (math.ST)
6. Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter
   2023/04/18 by Yury A. Kutoyants, Kutoyants, Yury A. · 1 citation
   Computer Science · Economics, Econometrics and Finance · #62G10 #62G20 #62M02 #FOS: Mathematics #Statistics Theory (math.ST) #Stochastic processes and financial applications #Target Tracking and Data Fusion in Sensor Networks
7. Hidden AR Process and Adaptive Kalman Filter
   2023/04/19 by Yury A. Kutoyants, Kutoyants, Yury A. · 1 citation
   Mathematics · #Statistical and numerical algorithms