Statistical inference for ergodic diffusion processes YA Kutoyants Springer Science & Business Media, 2013 | 1067 | 2013 |
Parameter estimation for stochastic processes YA Kutoyants (No Title), 1984 | 549 | 1984 |
Identification of dynamical systems with small noise YA Kutoyants Springer Science & Business Media, 2012 | 348 | 2012 |
Statistical inference for spatial Poisson processes YA Kutoyants Springer Science & Business Media, 2012 | 295 | 2012 |
Efficient density estimation for ergodic diffusion processes YA Kutoyants Statistical Inference for Stochastic Processes 1, 131-155, 1998 | 79 | 1998 |
Estimating discontinuous periodic signals in a time inhomogeneous diffusion R Höpfner, Y Kutoyants Statistical Inference for Stochastic Processes 13 (3), 193-230, 2010 | 64 | 2010 |
Delay Estimation for Some Stationary Diffusion‐type Processes U Kuchler, YA Kutoyants Scandinavian Journal of Statistics 27 (3), 405-414, 2000 | 58 | 2000 |
Parameter estimation for some non-recurrent solutions of SDE HM Dietz, YA Kutoyants Statistics & Decisions 21 (1), 29-46, 2003 | 51 | 2003 |
Minimum distance parameter estimation for diffusion type observations Y Kutoyants Comptes rendus de l'Académie des sciences. Série 1, Mathématique 312 (8 …, 1991 | 51 | 1991 |
Some problems of nonparametric estimation by observations of ergodic diffusion process YA Kutoyants Statistics & Probability Letters 32 (3), 311-320, 1997 | 48 | 1997 |
Asymptotically efficient trend coefficient estimation for ergodic diffusion AS Dalalyan, YA Kutoyants Mathematical Methods of Statistics 11 (4), 402-427, 2002 | 46 | 2002 |
On the goodness-of-fit tests for some continuous time processes S Dachian, YA Kutoyants Statistical models and methods for biomedical and technical systems, 385-403, 2008 | 43 | 2008 |
On minimum L1-norm estimate of the parameter of the Ornstein—Uhlenbeck process Y Kutoyants, P Pilibossian Statistics & Probability Letters 20 (2), 117-123, 1994 | 38 | 1994 |
A class of minimum-distance estimators for diffusion processes with ergodic properties HM Dietz, YA Kutoyants Statistics & Risk Modeling 15 (3), 211-228, 1997 | 37 | 1997 |
Nonparametric hypothesis testing for intensity of the Poisson process YI Ingster, YA Kutoyants Mathematical Methods of Statistics 16, 217-245, 2007 | 33 | 2007 |
Hypotheses Testing: Poisson Versus Self‐exciting S Dachian, YA Kutoyants Scandinavian Journal of Statistics 33 (2), 391-408, 2006 | 33 | 2006 |
On parameter estimation of threshold autoregressive models NH Chan, YA Kutoyants Statistical inference for stochastic processes 15, 81-104, 2012 | 31 | 2012 |
On a problem of statistical inference in null recurrent diffusions R Höpfner, Y Kutoyants Statistical Inference for Stochastic Processes 6, 25-42, 2003 | 31 | 2003 |
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion R Höpfner, YA Kutoyants Statistics & Decisions 27 (4), 309-326, 2009 | 28 | 2009 |
On density estimation by the observations of ergodic diffusion processes YA Kutoyants Statistics and control of Stochastic Processes, 253-274, 1997 | 28 | 1997 |