# Publications

. Working Paper. “

Sharp asymptotics in a fractional Sturm-Liouville problem.” Fractional Calculus and Applied Analysis, 24, 3, Pp. 715-738.

. 6/15/2021. “On the eigenproblem for Gaussian bridges.” Bernoulli, 26, 3, Pp. 1706-1726.

. 4/2020. “Asymptotic accuracy in estimation of a fractional signal in a small white noise.” Automation and Remote Control, 81, 3, Pp. 411–429.

. 2020. “On the establishment of a mutant.” Journal of Mathematical Biology.

. 2020. “Mixed fractional Brownian motion: A spectral take.” Journal of Mathematical Analysis and Applications, 482, 2, Pp. 123558.

. 2020. “Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities.” Stochastic Models, 35, 2, Pp. 108-118.

. 2019. “Exact asymptotics in eigenproblems for fractional Brownian covariance operators.” Stochastic Process. Appl., 128, 6, Pp. 2007–2059.

. 2018. “Persistence of small noise and random initial conditions.” Adv. in Appl. Probab., 50, A, Pp. 67–81.

. 2018. “Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process.” Teor. Veroyatn. Primen., 63, 3, Pp. 500–519.

. 2018. “What can be observed in real time PCR and when does it show?” J. Math. Biol., 76, 3, Pp. 679–695.

. 2018. “On the emergence of random initial conditions in fluid limits.” J. Appl. Probab., 53, 4, Pp. 1193–1205.

. 2016. “Mixed Gaussian processes: a filtering approach.” Ann. Probab., 44, 4, Pp. 3032–3075.

. 2016. “Estimation in threshold autoregressive models with correlated innovations.” Ann. Inst. Statist. Math., 65, 5, Pp. 959–992.

. 2013. “Compound Poisson approximation for triangular arrays with application to threshold estimation.” Electron. Commun. Probab., 17, Pp. no. 29, 10.

. 2012. “The Euler-Maruyama approximation for the absorption time of the CEV diffusion.” Discrete Contin. Dyn. Syst. Ser. B, 17, 5, Pp. 1455–1471.

. 2012. “On nonlinear TAR processes and threshold estimation.” Math. Methods Statist., 21, 2, Pp. 142–152.

. 2012. “Intrinsic methods in filter stability.” In The Oxford handbook of nonlinear filtering, Pp. 319–351. Oxford Univ. Press, Oxford.

. 2011. “ handbook-v08drev8e.pdfOn the Viterbi process with continuous state space.” Bernoulli, 17, 2, Pp. 609–627.

. 2011. “