Marina Kleptsyna

Publications

738

Citations

H-Index

1998

Active since

Affiliations

Institute for Information Transmission Problems(Current)

Université Joseph Fourier

Le Mans Université

Institut national de recherche en sciences et technologies du numérique

Université Grenoble Alpes

Marina Kleptsyna is an author at Institute for Information Transmission Problems specializing in engineering, probability theory, and stochastic processes.

ORCID

Top concepts

EngineeringProbabilityStochastic ProcessesSignal ProcessingStochastic AnalysisApproximation TheoryStatisticsBrownian MotionNoiseState Estimation

Publications per year

1998–2019

Publications

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

Marina Kleptsyna, Alain Breton · Statistical Inference for Stochastic Processes · 2002 · 266 citations

Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems

Marina Kleptsyna, Alain Breton, M.C. Roubaud · Statistical Inference for Stochastic Processes · 2000 · 68 citations

Asymptotic properties of MLE for partially observed fractional diffusion system

Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌, Marina Kleptsyna · Statistical Inference for Stochastic Processes · 2009 · 51 citations

Fractional-order System, Diffusion Process, Fractional Diffusion System +3

General approach to filtering with fractional brownian noises — application to linear systems

Marina Kleptsyna, Alain Breton, M.C. Roubaud · Stochastics and stochastics reports · 2000 · 41 citations

Engineering, Fractional-order System, Filtering Technique +14

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

Marina Kleptsyna, Alain Breton, M. Viot · ESAIM Probability and Statistics · 2003 · 38 citations · Full text

Fractional Brownian Motion, Fractional-order System, Singularly Perturbed Problem +9

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