If you are more than 500 feet from any neighboring homes it's a non-issue. If you don't have a hunting license, you don't need one on your own land provided you meet the statutory requirements (below)and you are hunting in the open coyote season. If the coyote is attacking/stalking/preparing to attack you, a family member, your family pet, take the steps necessary for protection. However, don't go chasing the coyote down the road, through the neighbor's back yard, etc. It's kind of hard to claim self defense if the coyote is running away from you. If you (or family member/family pet) are in imminent danger, shooting the coyote would not be an issue provided you are shooting in a safe direction.

Sec. 26-27. Licenses required for hunting, trapping and fishing. Exceptions. (a) Except as provided in subsection (b), (c), (e), (f), (g) or (h) of this section and other provisions of this chapter providing specific license exemption, no person shall take, hunt or trap, or shall attempt to take, hunt or trap, or assist in taking, hunting or trapping, any wild bird or mammal and no person more than sixteen years of age shall take, attempt to take, or assist in taking any fish or bait species in the inland waters or marine district by any method or land marine fish and bait species in the state, regardless of where such marine fish or bait species are taken, without first having obtained a license as provided in this chapter. No person under sixteen years of age shall hunt or trap, except as provided in section 26-38.

(b) Any landowner who has a domiciliary residence in this state, such landowner's spouse or lineal descendants may hunt, trap or fish on land owned by such landowner or on land leased by such landowner and on which such landowner is actually domiciled, which land is not used for club, fishing or hunting purposes, without a license, subject to the provisions of this chapter.