Publications

Working Paper
P. Chigansky, M. Kleptsyna, and D. Marushkevych. Working Paper. “Exact spectral asymptotics of fractional processes”.
הוגש
D. Afterman, P. Chigansky, M. Kleptsyna, and D. Marushkevych. הוגש. “Linear filtering with fractional noises: large time and small noise asymptotics”.
2020
Pavel Chigansky, Marina Kleptsyna, and Dmytro Marushkevych. 4/2020. “On the eigenproblem for Gaussian bridges.” Bernoulli, 26, 3, Pp. 1706-1726. Publisher's Version
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. Publisher's Version
J. Baker, P. Chigansky, P. Jagers, and F. Klebaner. 2020. “On the establishment of a mutant.” Journal of Mathematical Biology. Publisher's Version
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. Publisher's Version
2018
Pavel Chigansky and Marina Kleptsyna. 2018. “Exact asymptotics in eigenproblems for fractional Brownian covariance operators.” Stochastic Process. Appl., 128, 6, Pp. 2007–2059. Publisher's Version
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. Publisher's Version
P. Chigansky and M. Kleptsyna. 2018. “Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process.” Teor. Veroyatn. Primen., 63, 3, Pp. 500–519. Publisher's Version
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. Publisher's Version
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. Publisher's Version
Chunhao Cai, Pavel Chigansky, and Marina Kleptsyna. 2016. “Mixed Gaussian processes: a filtering approach.” Ann. Probab., 44, 4, Pp. 3032–3075. Publisher's Version
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. Publisher's Version
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. Publisher's Version
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. Publisher's Version
P. Chigansky and Yu. A. Kutoyants. 2012. “On nonlinear TAR processes and threshold estimation.” Math. Methods Statist., 21, 2, Pp. 142–152. Publisher's Version
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. Publisher's Version

Pages