2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2019★ 2 cited
Linear filtering with fractional noises: large time and small noise asymptotics
D. Afterman, P. Chigansky, M. Kleptsyna +1
The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight functi…
math.ST2013★ 1 cited
On Asymptotically Distribution Free Tests with Parametric Hypothesis for Ergodic Diffusion Processes
M. Kleptsyna, Yu. A. Kutoyants
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposedd that under the basic hypo…