Yury A. Kutoyants | DeepAI

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Li Zhou
41 publications
Oleg V. Chernoyarov
2 publications
Christian Farinetto
1 publication
Alioune Top
1 publication
Ali S. Dabye
1 publication
Alix A. Gounoung
1 publication

∙ 04/19/2023

Hidden AR Process and Adaptive Kalman Filter

The model of partially observed linear system depending on some unknown ...

0 Yury A. Kutoyants, et al. ∙

∙ 04/18/2023

Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter

The model of partially observed linear stochastic differential equations...

0 Yury A. Kutoyants, et al. ∙

∙ 10/15/2020

On Multi-step Estimation of Delay for SDE

We consider the problem of delay estimation by the observations of the s...

0 Yury A. Kutoyants, et al. ∙

∙ 10/15/2020

Approximation of BSDE with Hidden Forward Equation and Unknown Volatility

In the present paper the problem of approximating the solution of BSDE i...

0 Oleg V. Chernoyarov, et al. ∙

∙ 10/15/2020

Quadratic Variation Estimation of Hidden Markov Process and Related Problems

The partially observed linear Gaussian system of stochastic differential...

0 Yury A. Kutoyants, et al. ∙

∙ 10/15/2020

Hidden Markov Model Where Higher Noise Makes Smaller Errors

We consider the problem of parameter estimation in a partially observed ...

0 Yury A. Kutoyants, et al. ∙

∙ 04/22/2019

On Parameter Estimation of the Hidden Gaussian Process in perturbed SDE

We present results on parameter estimation and non-parameter estimation ...

0 Yury A. Kutoyants, et al. ∙

∙ 02/22/2019

On Parameter Estimation of Hidden Ergodic Ornstein-Uhlenbeck Process

We consider the problem of parameter estimation for the partially observ...

0 Yury A. Kutoyants, et al. ∙

∙ 06/17/2018

On Cusp Location Estimation for Perturbed Dynamical Systems

We consider the problem of parameter estimation in the case of observati...

0 Yury A. Kutoyants, et al. ∙

∙ 06/17/2018

Poisson Source Localization on the Plane. Smooth Case

We consider the problem of localization of Poisson source by the observa...

0 Oleg V. Chernoyarov, et al. ∙

∙ 06/17/2018

Poisson Source Localization on the Plane. Change-Point Case

We present a detection problem where several spatially distributed senso...

0 Christian Farinetto, et al. ∙

∙ 06/17/2018

Method of Moments Estimators and Multu-step MLE for Poisson Processes

We introduce two types of estimators of the finite-dimensional parameter...

0 Ali S. Dabye, et al. ∙

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