P. Chigansky

408 total citations
21 papers, 262 citations indexed

About

P. Chigansky is a scholar working on Finance, Control and Systems Engineering and Statistics and Probability. According to data from OpenAlex, P. Chigansky has authored 21 papers receiving a total of 262 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 6 papers in Control and Systems Engineering and 6 papers in Statistics and Probability. Recurrent topics in P. Chigansky's work include Stochastic processes and financial applications (12 papers), Financial Risk and Volatility Modeling (9 papers) and Target Tracking and Data Fusion in Sensor Networks (5 papers). P. Chigansky is often cited by papers focused on Stochastic processes and financial applications (12 papers), Financial Risk and Volatility Modeling (9 papers) and Target Tracking and Data Fusion in Sensor Networks (5 papers). P. Chigansky collaborates with scholars based in Israel, France and United States. P. Chigansky's co-authors include Michael Margaliot, Marina Kleptsyna, R. Liptser, Peter H. Baxendale, A. D. Barbour, Fima C. Klebaner, Yury A. Kutoyants, Ya’acov Ritov and B.Z. Bobrovsky and has published in prestigious journals such as IEEE Transactions on Automatic Control, IEEE Transactions on Information Theory and Journal of Mathematical Analysis and Applications.

In The Last Decade

P. Chigansky

20 papers receiving 241 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
P. Chigansky Israel	7	160	74	58	30	26	21	262
Paul Raynaud de Fitte France	8	95 0.6×	28 0.4×	75 1.3×	10 0.3×	39 1.5×	22	217
Onno van Gaans Netherlands	9	60 0.4×	50 0.7×	85 1.5×	20 0.7×	110 4.2×	41	249
Chunrong Feng United Kingdom	9	85 0.5×	22 0.3×	135 2.3×	12 0.4×	62 2.4×	24	249
Xiaoli Wei China	8	30 0.2×	29 0.4×	131 2.3×	41 1.4×	15 0.6×	20	252
Paul H. Bezandry United States	9	190 1.2×	28 0.4×	101 1.7×	7 0.2×	36 1.4×	18	319
Lanying Hu China	11	232 1.4×	54 0.7×	157 2.7×	5 0.2×	17 0.7×	25	500
Andreas Basse-O’Connor Denmark	10	48 0.3×	18 0.2×	138 2.4×	22 0.7×	61 2.3×	26	249
Naci Saldı Türkiye	10	51 0.3×	26 0.4×	82 1.4×	46 1.5×	11 0.4×	32	202
Brahim Boufoussi Morocco	11	207 1.3×	24 0.3×	233 4.0×	6 0.2×	63 2.4×	35	436
Jinniao Qiu Canada	9	29 0.2×	29 0.4×	133 2.3×	22 0.7×	12 0.5×	26	221

Countries citing papers authored by P. Chigansky

Since Specialization

Citations

This map shows the geographic impact of P. Chigansky's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by P. Chigansky with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites P. Chigansky more than expected).

Fields of papers citing papers by P. Chigansky

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by P. Chigansky. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by P. Chigansky. The network helps show where P. Chigansky may publish in the future.

Co-authorship network of co-authors of P. Chigansky

This figure shows the co-authorship network connecting the top 25 collaborators of P. Chigansky. A scholar is included among the top collaborators of P. Chigansky based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with P. Chigansky. P. Chigansky is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Chigansky, P. & Marina Kleptsyna. (2023). Estimation of the Hurst parameter from continuous noisy data. Electronic Journal of Statistics. 17(2). 2 indexed citations

Chigansky, P., et al.. (2020). On the eigenproblem for Gaussian bridges. Bernoulli. 26(3). 2 indexed citations

Chigansky, P., et al.. (2019). Mixed fractional Brownian motion: A spectral take. Journal of Mathematical Analysis and Applications. 482(2). 123558–123558. 5 indexed citations

Chigansky, P. & Marina Kleptsyna. (2019). Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process. Theory of Probability and Its Applications. 63(3). 408–425. 8 indexed citations

Chigansky, P. & Marina Kleptsyna. (2018). Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. Теория вероятностей и ее применения. 63(3). 500–519. 3 indexed citations

Kleptsyna, Marina & P. Chigansky. (2017). Exact asymptotics in eigenproblems for fractional Brownian covariance operators. SPIRE - Sciences Po Institutional REpository. 15 indexed citations

Barbour, A. D., P. Chigansky, & Fima C. Klebaner. (2016). On the emergence of random initial conditions in fluid limits. Zurich Open Repository and Archive (University of Zurich). 6 indexed citations

Chigansky, P., et al.. (2012). The maximum likelihood drift estimator for mixed fractional Brownian motion. arXiv (Cornell University). 2 indexed citations

Chigansky, P. & Yury A. Kutoyants. (2012). On nonlinear TAR processes and threshold estimation. Mathematical Methods of Statistics. 21(2). 142–152. 2 indexed citations

10.

Chigansky, P., et al.. (2012). Mixed fractional Brownian motion: the filtering perspective. arXiv (Cornell University). 2 indexed citations

11.

Chigansky, P. & Ya’acov Ritov. (2011). On the Viterbi process with continuous state space. Bernoulli. 17(2). 2 indexed citations

12.

Margaliot, Michael, et al.. (2009). On the Stability of Positive Linear Switched Systems Under Arbitrary Switching Laws. IEEE Transactions on Automatic Control. 54(4). 897–899. 150 indexed citations

13.

Chigansky, P., et al.. (2009). Умеренные уклонения для процесса диффузионного типа в случайной среде. Теория вероятностей и ее применения. 54(1). 39–62. 3 indexed citations

14.

Chigansky, P.. (2006). Stability of the nonlinear filter for slowly switching Markov chains. Stochastic Processes and their Applications. 116(8). 1185–1194. 3 indexed citations

15.

Chigansky, P.. (2006). An ergodic theorem for filtering with applications to stability. Systems & Control Letters. 55(11). 908–917. 8 indexed citations

16.

Chigansky, P. & R. Liptser. (2006). On a role of predictor in the filtering stability. Electronic Communications in Probability. 11(none). 11 indexed citations

17.

Chigansky, P.. (2006). STABILITY OF NONLINEAR FILTERS: A SURVEY. 2 indexed citations

18.

Chigansky, P.. (2006). On Filtering of Markov Chains in Strong Noise. IEEE Transactions on Information Theory. 52(9). 4267–4272. 1 indexed citations

19.

Baxendale, Peter H., P. Chigansky, & R. Liptser. (2004). Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals. SIAM Journal on Control and Optimization. 43(2). 643–669. 29 indexed citations

20.

Chigansky, P., R. Liptser, & B.Z. Bobrovsky. (2000). A simple asymptotically optimal filter over an infinite horizon. International Journal of Stochastic Analysis. 14(1). 93–112.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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