Introduction to the Statistics of Poisson Processes and Applications von Kutoyants, Yury A

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On identification of the threshold diffusion processes von Kutoyants, Yury A.

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On localization of source by hidden Gaussian processes with small noise von Kutoyants, Yury A.

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On cusp location estimation for perturbed dynamical systems von Kutoyants, Yury A.

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On asymptotic distribution of parameter free tests for ergodic diffusion processes von Kutoyants, Yury A.

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The asymptotics of misspecified MLEs for some stochastic processes: a survey von Kutoyants, Yury A.

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The New Approach to the Synthesis of Single-Channel Consistent Estimates of the Time Signal Parameters von Chernoyarov, Oleg V., Kutoyants, Yury A., Shakhtarin, Boris I.

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On ADF goodness-of-fit tests for perturbed dynamical systems von KUTOYANTS, YURY A.

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On approximation of the backward stochastic differential equation von Kutoyants, Yury A., Zhou, Li

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Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases von Kutoyants, Yury A.

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Goodness-of-fit tests for perturbed dynamical systems von Kutoyants, Yury A.

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Volatility estimation of hidden Markov processes and adaptive filtration von Kutoyants, Yury A.

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Statistical Inference for Ergodic Diffusion Processes von Kutoyants, Yury A

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On Regular and Singular Estimation for Ergodic Diffusion von Kutoyants, Yury A.

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Recent Developments of Threshold Estimation for Nonlinear Time Series von Hang, Ngai, Kutoyants, Yury A.

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Hidden AR process and adaptive Kalman filter von Kutoyants, Yury A.

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On parameter estimation of the hidden Ornstein–Uhlenbeck process von Kutoyants, Yury A.

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On multi-step estimation of delay for SDE von Kutoyants, Yury A.

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On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process von Kutoyants, Yury A.

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On parameter estimation of threshold autoregressive models von Chan, Ngai Hang, Kutoyants, Yury A.

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