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Marina Kleptsyna

Identifiers

  • name variant Marina Kleptsyna 0.60 · backfill

Papers (7)

  1. How smooth is the drift of the mixed fractional Brownian motion? math.PR · 2025 · author #2
  2. Asymptotic decomposition of solutions to parabolic equations with a random microstructure math.AP · 2020 · author #1
  3. Exact asymptotics in eigenproblems for fractional Brownian covariance operators math.PR · 2016 · author #2
  4. Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process math.PR · 2015 · author #2
  5. On robustness of discrete time optimal filters math.PR · 2014 · author #1
  6. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise math.ST · 2013 · author #3
  7. Mixed Gaussian processes: A filtering approach math.PR · 2012 · author #3

Mentions

  • 1507.04194 #2 · backfill · confidence 0.70 Marina Kleptsyna
  • 1501.00190 #1 · backfill · confidence 0.70 Marina Kleptsyna
  • 2010.00240 #1 · arxiv_oai · confidence 0.70 Marina Kleptsyna
  • 1304.5929 #3 · backfill · confidence 0.70 Marina Kleptsyna
  • 1208.6253 #3 · backfill · confidence 0.70 Marina Kleptsyna

Frequent Coauthors