Publications

Working Paper
P. Chigansky, M. Kleptsyna, and D. Marushkevych. Working Paper. “Exact spectral asymptotics of fractional processes”.
Submitted
D. Afterman, P. Chigansky, M. Kleptsyna, and D. Marushkevych. Submitted. “Linear filtering with fractional noises: large time and small noise asymptotics”.
2021
P. Chigansky and M.Kleptsyna. 6/15/2021. “Sharp asymptotics in a fractional Sturm-Liouville problem.” Fractional Calculus and Applied Analysis, 24, 3, Pp. 715-738.
2020
Pavel Chigansky, Marina Kleptsyna, and Dmytro Marushkevych. 4/2020. “On the eigenproblem for Gaussian bridges.” Bernoulli, 26, 3, Pp. 1706-1726.
M. L. Kleptsyna, D. A. Marushkevych, and P. Yu. Chigansky. 2020. “Asymptotic accuracy in estimation of a fractional signal in a small white noise.” Automation and Remote Control, 81, 3, Pp. 411–429.
J. Baker, P. Chigansky, P. Jagers, and F. Klebaner. 2020. “On the establishment of a mutant.” Journal of Mathematical Biology.
Pavel Chigansky, Marina Kleptsyna, and Dmytro Marushkevych. 2020. “Mixed fractional Brownian motion: A spectral take.” Journal of Mathematical Analysis and Applications, 482, 2, Pp. 123558.
2019
Pavel Chigansky, Peter Jagers, and Fima Klebaner. 2019. “Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities.” Stochastic Models, 35, 2, Pp. 108-118.
2018
Pavel Chigansky and Marina Kleptsyna. 2018. “Exact asymptotics in eigenproblems for fractional Brownian covariance operators.” Stochastic Process. Appl., 128, 6, Pp. 2007–2059.
J. Baker, P. Chigansky, K. Hamza, and F. C. Klebaner. 2018. “Persistence of small noise and random initial conditions.” Adv. in Appl. Probab., 50, A, Pp. 67–81.
P. Chigansky and M. Kleptsyna. 2018. “Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process.” Teor. Veroyatn. Primen., 63, 3, Pp. 500–519.
Pavel Chigansky, Peter Jagers, and Fima C. Klebaner. 2018. “What can be observed in real time PCR and when does it show?” J. Math. Biol., 76, 3, Pp. 679–695.
2016
A. D. Barbour, P. Chigansky, and F. C. Klebaner. 2016. “On the emergence of random initial conditions in fluid limits.” J. Appl. Probab., 53, 4, Pp. 1193–1205.
Chunhao Cai, Pavel Chigansky, and Marina Kleptsyna. 2016. “Mixed Gaussian processes: a filtering approach.” Ann. Probab., 44, 4, Pp. 3032–3075.
2013
P. Chigansky and Yu. A. Kutoyants. 2013. “Estimation in threshold autoregressive models with correlated innovations.” Ann. Inst. Statist. Math., 65, 5, Pp. 959–992.
2012
Pavel Chigansky and Fima C. Klebaner. 2012. “Compound Poisson approximation for triangular arrays with application to threshold estimation.” Electron. Commun. Probab., 17, Pp. no. 29, 10.
Pavel Chigansky and Fima C. Klebaner. 2012. “The Euler-Maruyama approximation for the absorption time of the CEV diffusion.” Discrete Contin. Dyn. Syst. Ser. B, 17, 5, Pp. 1455–1471.
P. Chigansky and Yu. A. Kutoyants. 2012. “On nonlinear TAR processes and threshold estimation.” Math. Methods Statist., 21, 2, Pp. 142–152.
2011
P. Chigansky, R. Liptser, and R. Van Handel. 2011. “Intrinsic methods in filter stability.” In The Oxford handbook of nonlinear filtering, Pp. 319–351. Oxford Univ. Press, Oxford.
PDF icon handbook-v08drev8e.pdf
Pavel Chigansky and Yaacov Ritov. 2011. “On the Viterbi process with continuous state space.” Bernoulli, 17, 2, Pp. 609–627.

Pages