Publications

Working Paper
P. Chigansky, Kleptsyna, M. , and Marushkevych, D. . Working Paper. “Exact Spectral Asymptotics Of Fractional Processes”.
Submitted
N. Bauman, Chigansky, P. , and Klebaner, F. . Submitted. “An Approximation Of Populations On A Habitat With Large Carrying Capacity”.
2023
P. Chigansky and Kleptsyna, M. . 2023. “Estimation Of The Hurst Parameter From Continuous Noisy Data”. Electronic Journal Of Statistics, 17, 2, Pp. 2343-2385. https://doi.org/10.1214/23-EJS2156.
2022
D. Afterman, Chigansky, P. , Kleptsyna, M. , and Marushkevych, D. . 2022. “Linear Filtering With Fractional Noises: Large Time And Small Noise Asymptotics”. Siam J. Control Optim., 60, 3, Pp. 1463–1487. https://epubs.siam.org/doi/10.1137/20M1360359.
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. https://www.degruyter.com/document/doi/10.1515/fca-2021-0031/html.
2020
Pavel Chigansky, Kleptsyna, Marina , and Marushkevych, Dmytro . 4/2020. “On The Eigenproblem For Gaussian Bridges”. Bernoulli, 26, 3, Pp. 1706-1726. http://dx.doi.org/10.3150/19-BEJ1157.
M. L. Kleptsyna, Marushkevych, D. A. , and Chigansky, P. Yu. . 2020. “Asymptotic Accuracy In Estimation Of A Fractional Signal In A Small White Noise”. Automation And Remote Control, 81, 3, Pp. 411–429. https://link.springer.com/article/10.1134/S0005117920030030.
J. Baker, Chigansky, P. , Jagers, P. , and Klebaner, F. . 2020. “On The Establishment Of A Mutant”. Journal Of Mathematical Biology. http://link.springer.com/article/10.1007/s00285-020-01478-x.
Pavel Chigansky, Kleptsyna, Marina , and Marushkevych, Dmytro . 2020. “Mixed Fractional Brownian Motion: A Spectral Take”. Journal Of Mathematical Analysis And Applications, 482, 2, Pp. 123558. https://www.sciencedirect.com/science/article/pii/S0022247X19308261?via%3Dihub.
2019
2018
Pavel Chigansky and Kleptsyna, Marina . 2018. “Exact Asymptotics In Eigenproblems For Fractional Brownian Covariance Operators”. Stochastic Process. Appl., 128, 6, Pp. 2007–2059. doi:10.1016/j.spa.2017.08.019.
J. Baker, Chigansky, P. , Hamza, K. , and Klebaner, F. C. . 2018. “Persistence Of Small Noise And Random Initial Conditions”. Adv. In Appl. Probab., 50, A, Pp. 67–81. doi:10.1017/apr.2018.71.
P. Chigansky and Kleptsyna, M. . 2018. “Statistical Analysis Of The Mixed Fractional Ornstein-Uhlenbeck Process”. Teor. Veroyatn. Primen., 63, 3, Pp. 500–519. doi:10.4213/tvp5178.
Pavel Chigansky, Jagers, Peter , and Klebaner, Fima C. . 2018. “What Can Be Observed In Real Time Pcr And When Does It Show?”. J. Math. Biol., 76, 3, Pp. 679–695. doi:10.1007/s00285-017-1154-1.
2016
A. D. Barbour, Chigansky, P. , and Klebaner, F. C. . 2016. “On The Emergence Of Random Initial Conditions In Fluid Limits”. J. Appl. Probab., 53, 4, Pp. 1193–1205. doi:10.1017/jpr.2016.74.
Chunhao Cai, Chigansky, Pavel , and Kleptsyna, Marina . 2016. “Mixed Gaussian Processes: A Filtering Approach”. Ann. Probab., 44, 4, Pp. 3032–3075. doi:10.1214/15-AOP1041.
2013
P. Chigansky and Kutoyants, Yu. A. . 2013. “Estimation In Threshold Autoregressive Models With Correlated Innovations”. Ann. Inst. Statist. Math., 65, 5, Pp. 959–992. doi:10.1007/s10463-013-0402-4.
2012
Pavel Chigansky and Klebaner, Fima C. . 2012. “Compound Poisson Approximation For Triangular Arrays With Application To Threshold Estimation”. Electron. Commun. Probab., 17, Pp. no. 29, 10. doi:10.1214/ECP.v17-2009.
Pavel Chigansky and Klebaner, Fima C. . 2012. “The Euler-Maruyama Approximation For The Absorption Time Of The Cev Diffusion”. Discrete Contin. Dyn. Syst. Ser. B, 17, 5, Pp. 1455–1471. doi:10.3934/dcdsb.2012.17.1455.
P. Chigansky and Kutoyants, Yu. A. . 2012. “On Nonlinear Tar Processes And Threshold Estimation”. Math. Methods Statist., 21, 2, Pp. 142–152. doi:10.3103/S1066530712020056.

Pages