Publications

Working Paper
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (Working Paper). Exact spectral asymptotics of fractional processes.
Forthcoming
Chigansky, P., & Kleptsyna, M. . (Forthcoming). Asymptotic analysis in problems with fractional processes. In Statistics of Random Processes and Optimal Control, Prof. A. N. Shiryaev Festschrift. Springer.
2024
Bauman, N., Chigansky, P., & Klebaner, F. . (2024). An approximation of populations on a habitat with large carrying capacity. Journal of Mathematical Biology, 88(4), 44. Retrieved from Publisher's Version
2023
Chigansky, P., & Kleptsyna, M. . (2023). Estimation of the Hurst parameter from continuous noisy data. Electron. J. Stat., 17, 2343–2385. doi:10.1214/23-ejs2156 Publisher's Version
2022
Afterman, D., Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2022). Linear filtering with fractional noises: large time and small noise asymptotics. SIAM J. Control Optim., 60, 1463–1487. doi:10.1137/20M1360359 Publisher's Version
2021
Chigansky, P., & Kleptsyna, M. . (2021). Sharp asymptotics in a fractional Sturm-Liouville problem. Fract. Calc. Appl. Anal., 24, 715–738. doi:10.1515/fca-2021-0031 Publisher's Version
2020
Kleptsyna, M. L., Marushkevich, D. A., & P. Chiganski\uı, Y. . (2020). Asymptotics of the estimation accuracy for a fractional signal in small white noise. Avtomat. i Telemekh., 44–66. doi:10.31857/S0005231020030046 Publisher's Version
Abramov, V. M., Miller, B. M., E. Rubinovich, Y., & P. Chiganski\uı, Y. . (2020). Development of the theory of stochastic control and filtering in the work of R. Sh. Liptser. Avtomat. i Telemekh., 3–13. doi:10.31857/S0005231020030010 Publisher's Version
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2020). On the eigenproblem for Gaussian bridges. Bernoulli, 26, 1706–1726. doi:10.3150/19-BEJ1157 Publisher's Version
Baker, J., Chigansky, P., Jagers, P., & Klebaner, F. C. . (2020). On the establishment of a mutant. J. Math. Biol., 80, 1733–1757. doi:10.1007/s00285-020-01478-x Publisher's Version
Chigansky, P., Kleptsyna, M., & Marushkevych, D. . (2020). Mixed fractional Brownian motion: a spectral take. J. Math. Anal. Appl., 482, 123558, 23. doi:10.1016/j.jmaa.2019.123558 Publisher's Version
2019
Chigansky, P., Jagers, P., & Klebaner, F. C. . (2019). Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities. Stoch. Models, 35, 108–118. doi:10.1080/15326349.2019.1575755 Publisher's Version
2018
Chigansky, P., & Kleptsyna, M. . (2018). Exact asymptotics in eigenproblems for fractional Brownian covariance operators. Stochastic Process. Appl., 128, 2007–2059. doi:10.1016/j.spa.2017.08.019 Publisher's Version
Baker, J., Chigansky, P., Hamza, K., & Klebaner, F. C. . (2018). Persistence of small noise and random initial conditions. Adv. in Appl. Probab., 50, 67–81. doi:10.1017/apr.2018.71 Publisher's Version
Chigansky, P., Jagers, P., & Klebaner, F. C. . (2018). What can be observed in real time PCR and when does it show?. J. Math. Biol., 76, 679–695. doi:10.1007/s00285-017-1154-1 Publisher's Version
Chigansky, P., & Kleptsyna, M. . (2018). Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Teor. Veroyatn. Primen., 63, 500–519. doi:10.4213/tvp5178 Publisher's Version
2016
Barbour, A. D., Chigansky, P., & Klebaner, F. C. . (2016). On the emergence of random initial conditions in fluid limits. J. Appl. Probab., 53, 1193–1205. doi:10.1017/jpr.2016.74 Publisher's Version
Cai, C., Chigansky, P., & Kleptsyna, M. . (2016). Mixed Gaussian processes: a filtering approach. Ann. Probab., 44, 3032–3075. doi:10.1214/15-AOP1041 Publisher's Version
2013
Chigansky, P., & Kutoyants, Y. A. . (2013). Estimation in threshold autoregressive models with correlated innovations. Ann. Inst. Statist. Math., 65, 959–992. doi:10.1007/s10463-013-0402-4 Publisher's Version
2012
Chigansky, P., & Klebaner, F. C. . (2012). Compound Poisson approximation for triangular arrays with application to threshold estimation. Electron. Commun. Probab., 17, no. 29, 10. doi:10.1214/ECP.v17-2009 Publisher's Version