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Marina L'vovna Kleptsyna · Study

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Marina L'vovna Kleptsyna

5 works· latest 2016· 2 institutionscluster: provisionalORCID 0000-0002-3459-8413

h-index5

i105

Citations480

Works here5

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16

Most cited in this library

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process2002 · 267 citations
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems2000 · 69 citations
Asymptotic properties of MLE for partially observed fractional diffusion system2009 · 55 citations
Mixed Gaussian processes: A filtering approach2016 · 53 citations
About the linear-quadratic regulator problem under a fractional Brownian perturbation2003 · 36 citations

Works

5 shown

Mixed Gaussian processes: A filtering approach

The Annals of Probability·2016·1 author·Open access

53citations

Asymptotic properties of MLE for partially observed fractional diffusion system

Statistical Inference for Stochastic Processes·2009·2 authors

55citations

About the linear-quadratic regulator problem under a fractional Brownian perturbation

ESAIM Probability and Statistics·2003·3 authors·Open access

36citations

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

Statistical Inference for Stochastic Processes·2002·2 authors

267citations

Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems

Statistical Inference for Stochastic Processes·2000·3 authors

69citations