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Pavel Chigansky

Identifiers

  • name variant Pavel Chigansky 0.60 · backfill

Papers (13)

  1. How smooth is the drift of the mixed fractional Brownian motion? math.PR · 2025 · author #1
  2. What can be observed in real time PCR and when does it show? math.PR · 2016 · author #1
  3. Exact asymptotics in eigenproblems for fractional Brownian covariance operators math.PR · 2016 · author #1
  4. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process math.PR · 2015 · author #1
  5. Mixed Gaussian processes: A filtering approach math.PR · 2012 · author #2
  6. On nonlinear TAR processes and threshold estimation math.ST · 2011 · author #1
  7. The Euler-Maruyama approximation for the absorption time of the CEV diffusion math.PR · 2011 · author #1
  8. A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains math.PR · 2009 · author #1
  9. On the Viterbi process with continuous state space math.ST · 2009 · author #1
  10. Maximum Likelihood Estimator for Hidden Markov Models in continuous time math.PR · 2007 · author #1
  11. Model robustness of finite state nonlinear filtering over the infinite time horizon math.PR · 2006 · author #1
  12. The entropy rate of the binary symmetric channel in the rare transitions regime cs.IT · 2006 · author #1
  13. Stability of nonlinear filters in nonmixing case math.PR · 2003 · author #1

Mentions

  • 1507.04194 #1 · backfill · confidence 0.70 Pavel Chigansky
  • 1108.0307 #1 · arxiv_oai · confidence 0.70 Pavel Chigansky
  • 1208.6253 #2 · backfill · confidence 0.70 Pavel Chigansky
  • 1110.0932 #1 · backfill · confidence 0.70 Pavel Chigansky
  • 1108.0307 #1 · backfill · confidence 0.70 Pavel Chigansky
  • 0910.3603 #1 · backfill · confidence 0.70 Pavel Chigansky
  • 0909.2139 #1 · backfill · confidence 0.70 Pavel Chigansky
  • 0707.0271 #1 · backfill · confidence 0.70 Pavel Chigansky

Frequent Coauthors